CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 16-Mar-2016

Day Change Summary
	Previous	Current
	15-Mar-2016	16-Mar-2016	Change	Change %	Previous Week
Open	0.7363	0.7338	-0.0025	-0.3%	0.7325
High	0.7363	0.7443	0.0080	1.1%	0.7484
Low	0.7363	0.7338	-0.0025	-0.3%	0.7325
Close	0.7363	0.7443	0.0080	1.1%	0.7484
Range	0.0000	0.0105	0.0105		0.0159
ATR
Volume	0	2	2		3

Daily Pivots for day following 16-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7723	0.7688	0.7501
R3	0.7618	0.7583	0.7472
R2	0.7513	0.7513	0.7462
R1	0.7478	0.7478	0.7453	0.7496
PP	0.7408	0.7408	0.7408	0.7417
S1	0.7373	0.7373	0.7433	0.7391
S2	0.7303	0.7303	0.7424
S3	0.7198	0.7268	0.7414
S4	0.7093	0.7163	0.7385

Weekly Pivots for week ending 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7908	0.7855	0.7571
R3	0.7749	0.7696	0.7528
R2	0.7590	0.7590	0.7513
R1	0.7537	0.7537	0.7499	0.7564
PP	0.7431	0.7431	0.7431	0.7444
S1	0.7378	0.7378	0.7469	0.7405
S2	0.7272	0.7272	0.7455
S3	0.7113	0.7219	0.7440
S4	0.6954	0.7060	0.7397

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7500	0.7338	0.0162	2.2%	0.0039	0.5%	65%	False	True	3
10	0.7500	0.7266	0.0234	3.1%	0.0028	0.4%	76%	False	False	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.7889
2.618	0.7718
1.618	0.7613
1.000	0.7548
0.618	0.7508
HIGH	0.7443
0.618	0.7403
0.500	0.7391
0.382	0.7378
LOW	0.7338
0.618	0.7273
1.000	0.7233
1.618	0.7168
2.618	0.7063
4.250	0.6892

Fisher Pivots for day following 16-Mar-2016
Pivot	1 day	3 day
R1	0.7426	0.7435
PP	0.7408	0.7427
S1	0.7391	0.7419

Download as Excel Spreadsheet

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

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