CME Australian Dollar Future March 2017

Trading Metrics calculated at close of trading on 22-Dec-2016

Day Change Summary
	Previous	Current
	21-Dec-2016	22-Dec-2016	Change	Change %	Previous Week
Open	0.7248	0.7216	-0.0032	-0.4%	0.7425
High	0.7264	0.7244	-0.0020	-0.3%	0.7509
Low	0.7219	0.7183	-0.0036	-0.5%	0.7251
Close	0.7231	0.7195	-0.0036	-0.5%	0.7278
Range	0.0045	0.0061	0.0016	35.6%	0.0258
ATR	0.0074	0.0073	-0.0001	-1.2%	0.0000
Volume	54,222	65,932	11,710	21.6%	218,870

Daily Pivots for day following 22-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7390	0.7354	0.7229
R3	0.7329	0.7293	0.7212
R2	0.7268	0.7268	0.7206
R1	0.7232	0.7232	0.7201	0.7220
PP	0.7207	0.7207	0.7207	0.7201
S1	0.7171	0.7171	0.7189	0.7159
S2	0.7146	0.7146	0.7184
S3	0.7085	0.7110	0.7178
S4	0.7024	0.7049	0.7161

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	0.7355	0.7183	0.0172	2.4%	0.0064	0.9%	7%	False	True	69,766
10	0.7509	0.7183	0.0326	4.5%	0.0072	1.0%	4%	False	True	48,504
20	0.7509	0.7183	0.0326	4.5%	0.0073	1.0%	4%	False	True	25,289
40	0.7754	0.7183	0.0571	7.9%	0.0076	1.1%	2%	False	True	12,907
60	0.7754	0.7183	0.0571	7.9%	0.0073	1.0%	2%	False	True	8,666
80	0.7754	0.7183	0.0571	7.9%	0.0068	0.9%	2%	False	True	6,512

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7503
2.618	0.7404
1.618	0.7343
1.000	0.7305
0.618	0.7282
HIGH	0.7244
0.618	0.7221
0.500	0.7214
0.382	0.7206
LOW	0.7183
0.618	0.7145
1.000	0.7122
1.618	0.7084
2.618	0.7023
4.250	0.6924

Fisher Pivots for day following 22-Dec-2016
Pivot	1 day	3 day
R1	0.7214	0.7224
PP	0.7207	0.7214
S1	0.7201	0.7205

Download as Excel Spreadsheet

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

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