CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 23-Nov-2015

Day Change Summary
	Previous	Current
	20-Nov-2015	23-Nov-2015	Change	Change %	Previous Week
Open	0.7148	0.7190	0.0042	0.6%	0.7070
High	0.7208	0.7190	-0.0018	-0.2%	0.7208
Low	0.7143	0.7121	-0.0022	-0.3%	0.7028
Close	0.7199	0.7145	-0.0054	-0.8%	0.7199
Range	0.0065	0.0069	0.0004	6.2%	0.0180
ATR	0.0073	0.0073	0.0000	0.5%	0.0000
Volume	793	1,602	809	102.0%	2,968

Daily Pivots for day following 23-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7359	0.7321	0.7183
R3	0.7290	0.7252	0.7164
R2	0.7221	0.7221	0.7158
R1	0.7183	0.7183	0.7151	0.7168
PP	0.7152	0.7152	0.7152	0.7144
S1	0.7114	0.7114	0.7139	0.7099
S2	0.7083	0.7083	0.7132
S3	0.7014	0.7045	0.7126
S4	0.6945	0.6976	0.7107

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7685	0.7622	0.7298
R3	0.7505	0.7442	0.7249
R2	0.7325	0.7325	0.7232
R1	0.7262	0.7262	0.7216	0.7294
PP	0.7145	0.7145	0.7145	0.7161
S1	0.7082	0.7082	0.7183	0.7114
S2	0.6965	0.6965	0.7166
S3	0.6785	0.6902	0.7150
S4	0.6605	0.6722	0.7100

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7208	0.7028	0.0180	2.5%	0.0070	1.0%	65%	False	False	829
10	0.7208	0.6973	0.0235	3.3%	0.0063	0.9%	73%	False	False	612
20	0.7208	0.6973	0.0235	3.3%	0.0067	0.9%	73%	False	False	475
40	0.7323	0.6880	0.0443	6.2%	0.0072	1.0%	60%	False	False	290
60	0.7323	0.6850	0.0473	6.6%	0.0072	1.0%	62%	False	False	206
80	0.7347	0.6850	0.0497	7.0%	0.0067	0.9%	59%	False	False	155
100	0.7528	0.6850	0.0678	9.5%	0.0064	0.9%	44%	False	False	124

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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7483
2.618	0.7371
1.618	0.7302
1.000	0.7259
0.618	0.7233
HIGH	0.7190
0.618	0.7164
0.500	0.7156
0.382	0.7147
LOW	0.7121
0.618	0.7078
1.000	0.7052
1.618	0.7009
2.618	0.6940
4.250	0.6828

Fisher Pivots for day following 23-Nov-2015
Pivot	1 day	3 day
R1	0.7156	0.7143
PP	0.7152	0.7140
S1	0.7149	0.7138

Download as Excel Spreadsheet

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

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