CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 21-Jan-2016

Day Change Summary
	Previous	Current
	20-Jan-2016	21-Jan-2016	Change	Change %	Previous Week
Open	0.6889	0.6897	0.0008	0.1%	0.6916
High	0.6907	0.7001	0.0094	1.4%	0.7028
Low	0.6811	0.6858	0.0047	0.7%	0.6809
Close	0.6881	0.6973	0.0092	1.3%	0.6842
Range	0.0096	0.0143	0.0047	49.0%	0.0219
ATR	0.0096	0.0099	0.0003	3.5%	0.0000
Volume	150,309	152,326	2,017	1.3%	619,512

Daily Pivots for day following 21-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7373	0.7316	0.7052
R3	0.7230	0.7173	0.7012
R2	0.7087	0.7087	0.6999
R1	0.7030	0.7030	0.6986	0.7059
PP	0.6944	0.6944	0.6944	0.6958
S1	0.6887	0.6887	0.6960	0.6916
S2	0.6801	0.6801	0.6947
S3	0.6658	0.6744	0.6934
S4	0.6515	0.6601	0.6894

Weekly Pivots for week ending 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7550	0.7415	0.6962
R3	0.7331	0.7196	0.6902
R2	0.7112	0.7112	0.6882
R1	0.6977	0.6977	0.6862	0.6935
PP	0.6893	0.6893	0.6893	0.6872
S1	0.6758	0.6758	0.6822	0.6716
S2	0.6674	0.6674	0.6802
S3	0.6455	0.6539	0.6782
S4	0.6236	0.6320	0.6722

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7001	0.6809	0.0192	2.8%	0.0124	1.8%	85%	True	False	160,050
10	0.7064	0.6809	0.0255	3.7%	0.0114	1.6%	64%	False	False	139,463
20	0.7302	0.6809	0.0493	7.1%	0.0092	1.3%	33%	False	False	95,797
40	0.7348	0.6809	0.0539	7.7%	0.0089	1.3%	30%	False	False	65,910
60	0.7348	0.6809	0.0539	7.7%	0.0081	1.2%	30%	False	False	44,073
80	0.7348	0.6809	0.0539	7.7%	0.0080	1.2%	30%	False	False	33,082
100	0.7348	0.6809	0.0539	7.7%	0.0079	1.1%	30%	False	False	26,472
120	0.7348	0.6809	0.0539	7.7%	0.0075	1.1%	30%	False	False	22,060

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	0.0029
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7609
2.618	0.7375
1.618	0.7232
1.000	0.7144
0.618	0.7089
HIGH	0.7001
0.618	0.6946
0.500	0.6930
0.382	0.6913
LOW	0.6858
0.618	0.6770
1.000	0.6715
1.618	0.6627
2.618	0.6484
4.250	0.6250

Fisher Pivots for day following 21-Jan-2016
Pivot	1 day	3 day
R1	0.6959	0.6951
PP	0.6944	0.6928
S1	0.6930	0.6906

Download as Excel Spreadsheet

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

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