CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 30-Oct-2015

Day Change Summary
	Previous	Current
	29-Oct-2015	30-Oct-2015	Change	Change %	Previous Week
Open	0.7055	0.7053	-0.0002	0.0%	0.7193
High	0.7073	0.7102	0.0029	0.4%	0.7219
Low	0.7024	0.7043	0.0019	0.3%	0.7024
Close	0.7035	0.7088	0.0053	0.8%	0.7088
Range	0.0049	0.0059	0.0010	20.4%	0.0195
ATR	0.0081	0.0080	-0.0001	-1.2%	0.0000
Volume	632	224	-408	-64.6%	2,017

Daily Pivots for day following 30-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7255	0.7230	0.7120
R3	0.7196	0.7171	0.7104
R2	0.7137	0.7137	0.7099
R1	0.7112	0.7112	0.7093	0.7125
PP	0.7078	0.7078	0.7078	0.7084
S1	0.7053	0.7053	0.7083	0.7066
S2	0.7019	0.7019	0.7077
S3	0.6960	0.6994	0.7072
S4	0.6901	0.6935	0.7056

Weekly Pivots for week ending 30-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7695	0.7587	0.7195
R3	0.7500	0.7392	0.7142
R2	0.7305	0.7305	0.7124
R1	0.7197	0.7197	0.7106	0.7154
PP	0.7110	0.7110	0.7110	0.7089
S1	0.7002	0.7002	0.7070	0.6959
S2	0.6915	0.6915	0.7052
S3	0.6720	0.6807	0.7034
S4	0.6525	0.6612	0.6981

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7219	0.7024	0.0195	2.8%	0.0073	1.0%	33%	False	False	403
10	0.7254	0.7024	0.0230	3.2%	0.0070	1.0%	28%	False	False	258
20	0.7323	0.7008	0.0315	4.4%	0.0080	1.1%	25%	False	False	188
40	0.7323	0.6850	0.0473	6.7%	0.0076	1.1%	50%	False	False	120
60	0.7347	0.6850	0.0497	7.0%	0.0070	1.0%	48%	False	False	81
80	0.7382	0.6850	0.0532	7.5%	0.0065	0.9%	45%	False	False	61
100	0.7690	0.6850	0.0840	11.9%	0.0054	0.8%	28%	False	False	49

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	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7353
2.618	0.7256
1.618	0.7197
1.000	0.7161
0.618	0.7138
HIGH	0.7102
0.618	0.7079
0.500	0.7073
0.382	0.7066
LOW	0.7043
0.618	0.7007
1.000	0.6984
1.618	0.6948
2.618	0.6889
4.250	0.6792

Fisher Pivots for day following 30-Oct-2015
Pivot	1 day	3 day
R1	0.7083	0.7090
PP	0.7078	0.7089
S1	0.7073	0.7089

Download as Excel Spreadsheet

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

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