CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 24-Dec-2015

Day Change Summary
	Previous	Current
	23-Dec-2015	24-Dec-2015	Change	Change %	Previous Week
Open	0.7202	0.7202	0.0000	0.0%	0.7150
High	0.7220	0.7260	0.0040	0.6%	0.7250
Low	0.7181	0.7200	0.0019	0.3%	0.7065
Close	0.7213	0.7247	0.0034	0.5%	0.7158
Range	0.0039	0.0060	0.0021	53.8%	0.0185
ATR	0.0084	0.0082	-0.0002	-2.0%	0.0000
Volume	33,152	26,007	-7,145	-21.6%	397,711

Daily Pivots for day following 24-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7416	0.7391	0.7280
R3	0.7356	0.7331	0.7264
R2	0.7296	0.7296	0.7258
R1	0.7271	0.7271	0.7253	0.7284
PP	0.7236	0.7236	0.7236	0.7242
S1	0.7211	0.7211	0.7242	0.7224
S2	0.7176	0.7176	0.7236
S3	0.7116	0.7151	0.7231
S4	0.7056	0.7091	0.7214

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	0.7260	0.7081	0.0179	2.5%	0.0059	0.8%	93%	True	False	43,546
10	0.7260	0.7065	0.0195	2.7%	0.0084	1.2%	93%	True	False	62,540
20	0.7348	0.7065	0.0283	3.9%	0.0085	1.2%	64%	False	False	40,992
40	0.7348	0.6973	0.0375	5.2%	0.0074	1.0%	73%	False	False	20,752
60	0.7348	0.6944	0.0404	5.6%	0.0077	1.1%	75%	False	False	13,885
80	0.7348	0.6850	0.0498	6.9%	0.0075	1.0%	80%	False	False	10,425
100	0.7348	0.6850	0.0498	6.9%	0.0071	1.0%	80%	False	False	8,341
120	0.7382	0.6850	0.0532	7.3%	0.0067	0.9%	75%	False	False	6,951

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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7515
2.618	0.7417
1.618	0.7357
1.000	0.7320
0.618	0.7297
HIGH	0.7260
0.618	0.7237
0.500	0.7230
0.382	0.7223
LOW	0.7200
0.618	0.7163
1.000	0.7140
1.618	0.7103
2.618	0.7043
4.250	0.6945

Fisher Pivots for day following 24-Dec-2015
Pivot	1 day	3 day
R1	0.7241	0.7234
PP	0.7236	0.7220
S1	0.7230	0.7207

Download as Excel Spreadsheet

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

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