CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 22-Dec-2015

Day Change Summary
	Previous	Current
	21-Dec-2015	22-Dec-2015	Change	Change %	Previous Week
Open	0.7140	0.7156	0.0016	0.2%	0.7150
High	0.7166	0.7219	0.0053	0.7%	0.7250
Low	0.7125	0.7153	0.0028	0.4%	0.7065
Close	0.7161	0.7195	0.0034	0.5%	0.7158
Range	0.0041	0.0066	0.0025	61.0%	0.0185
ATR	0.0089	0.0087	-0.0002	-1.8%	0.0000
Volume	42,466	43,652	1,186	2.8%	397,711

Daily Pivots for day following 22-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7387	0.7357	0.7231
R3	0.7321	0.7291	0.7213
R2	0.7255	0.7255	0.7207
R1	0.7225	0.7225	0.7201	0.7240
PP	0.7189	0.7189	0.7189	0.7197
S1	0.7159	0.7159	0.7189	0.7174
S2	0.7123	0.7123	0.7183
S3	0.7057	0.7093	0.7177
S4	0.6991	0.7027	0.7159

Weekly Pivots for week ending 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7713	0.7620	0.7260
R3	0.7528	0.7435	0.7209
R2	0.7343	0.7343	0.7192
R1	0.7250	0.7250	0.7175	0.7297
PP	0.7158	0.7158	0.7158	0.7181
S1	0.7065	0.7065	0.7141	0.7112
S2	0.6973	0.6973	0.7124
S3	0.6788	0.6880	0.7107
S4	0.6603	0.6695	0.7056

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7247	0.7065	0.0182	2.5%	0.0084	1.2%	71%	False	False	65,934
10	0.7300	0.7065	0.0235	3.3%	0.0093	1.3%	55%	False	False	68,121
20	0.7348	0.7065	0.0283	3.9%	0.0086	1.2%	46%	False	False	38,125
40	0.7348	0.6973	0.0375	5.2%	0.0076	1.1%	59%	False	False	19,300
60	0.7348	0.6880	0.0468	6.5%	0.0077	1.1%	67%	False	False	12,902
80	0.7348	0.6850	0.0498	6.9%	0.0075	1.0%	69%	False	False	9,686
100	0.7348	0.6850	0.0498	6.9%	0.0071	1.0%	69%	False	False	7,749
120	0.7528	0.6850	0.0678	9.4%	0.0067	0.9%	51%	False	False	6,458

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	0.7500
2.618	0.7392
1.618	0.7326
1.000	0.7285
0.618	0.7260
HIGH	0.7219
0.618	0.7194
0.500	0.7186
0.382	0.7178
LOW	0.7153
0.618	0.7112
1.000	0.7087
1.618	0.7046
2.618	0.6980
4.250	0.6873

Fisher Pivots for day following 22-Dec-2015
Pivot	1 day	3 day
R1	0.7192	0.7180
PP	0.7189	0.7165
S1	0.7186	0.7150

Download as Excel Spreadsheet

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

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