CME Australian Dollar Future March 2017

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

Day Change Summary
	Previous	Current
	20-Dec-2016	21-Dec-2016	Change	Change %	Previous Week
Open	0.7232	0.7248	0.0016	0.2%	0.7425
High	0.7248	0.7264	0.0016	0.2%	0.7509
Low	0.7208	0.7219	0.0011	0.2%	0.7251
Close	0.7238	0.7231	-0.0007	-0.1%	0.7278
Range	0.0040	0.0045	0.0005	12.5%	0.0258
ATR	0.0076	0.0074	-0.0002	-2.9%	0.0000
Volume	64,214	54,222	-9,992	-15.6%	218,870

Daily Pivots for day following 21-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7373	0.7347	0.7256
R3	0.7328	0.7302	0.7243
R2	0.7283	0.7283	0.7239
R1	0.7257	0.7257	0.7235	0.7248
PP	0.7238	0.7238	0.7238	0.7233
S1	0.7212	0.7212	0.7227	0.7202
S2	0.7193	0.7193	0.7223
S3	0.7148	0.7167	0.7219
S4	0.7103	0.7122	0.7206

Weekly Pivots for week ending 16-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8120	0.7957	0.7420
R3	0.7862	0.7699	0.7349
R2	0.7604	0.7604	0.7325
R1	0.7441	0.7441	0.7302	0.7394
PP	0.7346	0.7346	0.7346	0.7322
S1	0.7183	0.7183	0.7254	0.7135
S2	0.7088	0.7088	0.7231
S3	0.6830	0.6925	0.7207
S4	0.6572	0.6667	0.7136

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7416	0.7208	0.0208	2.9%	0.0071	1.0%	11%	False	False	67,164
10	0.7509	0.7208	0.0301	4.2%	0.0074	1.0%	8%	False	False	42,367
20	0.7509	0.7208	0.0301	4.2%	0.0074	1.0%	8%	False	False	22,032
40	0.7754	0.7208	0.0546	7.6%	0.0077	1.1%	4%	False	False	11,269
60	0.7754	0.7208	0.0546	7.6%	0.0072	1.0%	4%	False	False	7,569
80	0.7754	0.7208	0.0546	7.6%	0.0067	0.9%	4%	False	False	5,688

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7455
2.618	0.7382
1.618	0.7337
1.000	0.7309
0.618	0.7292
HIGH	0.7264
0.618	0.7247
0.500	0.7242
0.382	0.7236
LOW	0.7219
0.618	0.7191
1.000	0.7174
1.618	0.7146
2.618	0.7101
4.250	0.7028

Fisher Pivots for day following 21-Dec-2016
Pivot	1 day	3 day
R1	0.7242	0.7253
PP	0.7238	0.7246
S1	0.7235	0.7238

Download as Excel Spreadsheet

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

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