CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 17-Dec-2015

Day Change Summary
	Previous	Current
	16-Dec-2015	17-Dec-2015	Change	Change %	Previous Week
Open	0.7165	0.7174	0.0009	0.1%	0.7301
High	0.7247	0.7183	-0.0064	-0.9%	0.7302
Low	0.7143	0.7065	-0.0078	-1.1%	0.7138
Close	0.7224	0.7082	-0.0142	-2.0%	0.7155
Range	0.0104	0.0118	0.0014	13.5%	0.0164
ATR	0.0088	0.0093	0.0005	5.8%	0.0000
Volume	82,500	88,603	6,103	7.4%	251,569

Daily Pivots for day following 17-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7464	0.7391	0.7147
R3	0.7346	0.7273	0.7114
R2	0.7228	0.7228	0.7104
R1	0.7155	0.7155	0.7093	0.7133
PP	0.7110	0.7110	0.7110	0.7099
S1	0.7037	0.7037	0.7071	0.7015
S2	0.6992	0.6992	0.7060
S3	0.6874	0.6919	0.7050
S4	0.6756	0.6801	0.7017

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7690	0.7587	0.7245
R3	0.7526	0.7423	0.7200
R2	0.7362	0.7362	0.7185
R1	0.7259	0.7259	0.7170	0.7229
PP	0.7198	0.7198	0.7198	0.7183
S1	0.7095	0.7095	0.7140	0.7065
S2	0.7034	0.7034	0.7125
S3	0.6870	0.6931	0.7110
S4	0.6706	0.6767	0.7065

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7250	0.7065	0.0185	2.6%	0.0109	1.5%	9%	False	True	81,534
10	0.7348	0.7065	0.0283	4.0%	0.0100	1.4%	6%	False	True	58,133
20	0.7348	0.7065	0.0283	4.0%	0.0088	1.2%	6%	False	True	30,370
40	0.7348	0.6973	0.0375	5.3%	0.0077	1.1%	29%	False	False	15,343
60	0.7348	0.6880	0.0468	6.6%	0.0077	1.1%	43%	False	False	10,265
80	0.7348	0.6850	0.0498	7.0%	0.0074	1.0%	47%	False	False	7,704
100	0.7348	0.6850	0.0498	7.0%	0.0071	1.0%	47%	False	False	6,164
120	0.7620	0.6850	0.0770	10.9%	0.0066	0.9%	30%	False	False	5,136

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7685
2.618	0.7492
1.618	0.7374
1.000	0.7301
0.618	0.7256
HIGH	0.7183
0.618	0.7138
0.500	0.7124
0.382	0.7110
LOW	0.7065
0.618	0.6992
1.000	0.6947
1.618	0.6874
2.618	0.6756
4.250	0.6564

Fisher Pivots for day following 17-Dec-2015
Pivot	1 day	3 day
R1	0.7124	0.7158
PP	0.7110	0.7132
S1	0.7096	0.7107

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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