CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 29-Dec-2015

Day Change Summary
	Previous	Current
	28-Dec-2015	29-Dec-2015	Change	Change %	Previous Week
Open	0.7251	0.7226	-0.0025	-0.3%	0.7140
High	0.7257	0.7277	0.0020	0.3%	0.7260
Low	0.7221	0.7223	0.0002	0.0%	0.7125
Close	0.7225	0.7275	0.0050	0.7%	0.7247
Range	0.0036	0.0054	0.0018	50.0%	0.0135
ATR	0.0079	0.0077	-0.0002	-2.3%	0.0000
Volume	23,923	38,415	14,492	60.6%	145,277

Daily Pivots for day following 29-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7420	0.7402	0.7305
R3	0.7366	0.7348	0.7290
R2	0.7312	0.7312	0.7285
R1	0.7294	0.7294	0.7280	0.7303
PP	0.7258	0.7258	0.7258	0.7263
S1	0.7240	0.7240	0.7270	0.7249
S2	0.7204	0.7204	0.7265
S3	0.7150	0.7186	0.7260
S4	0.7096	0.7132	0.7245

Weekly Pivots for week ending 25-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7616	0.7566	0.7321
R3	0.7481	0.7431	0.7284
R2	0.7346	0.7346	0.7272
R1	0.7296	0.7296	0.7259	0.7321
PP	0.7211	0.7211	0.7211	0.7223
S1	0.7161	0.7161	0.7235	0.7186
S2	0.7076	0.7076	0.7222
S3	0.6941	0.7026	0.7210
S4	0.6806	0.6891	0.7173

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7277	0.7153	0.0124	1.7%	0.0051	0.7%	98%	True	False	33,029
10	0.7277	0.7065	0.0212	2.9%	0.0073	1.0%	99%	True	False	52,823
20	0.7348	0.7065	0.0283	3.9%	0.0081	1.1%	74%	False	False	43,964
40	0.7348	0.6973	0.0375	5.2%	0.0074	1.0%	81%	False	False	22,289
60	0.7348	0.6973	0.0375	5.2%	0.0076	1.0%	81%	False	False	14,922
80	0.7348	0.6850	0.0498	6.8%	0.0075	1.0%	85%	False	False	11,204
100	0.7348	0.6850	0.0498	6.8%	0.0071	1.0%	85%	False	False	8,964
120	0.7382	0.6850	0.0532	7.3%	0.0068	0.9%	80%	False	False	7,470

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7507
2.618	0.7418
1.618	0.7364
1.000	0.7331
0.618	0.7310
HIGH	0.7277
0.618	0.7256
0.500	0.7250
0.382	0.7244
LOW	0.7223
0.618	0.7190
1.000	0.7169
1.618	0.7136
2.618	0.7082
4.250	0.6994

Fisher Pivots for day following 29-Dec-2015
Pivot	1 day	3 day
R1	0.7267	0.7263
PP	0.7258	0.7251
S1	0.7250	0.7239

Download as Excel Spreadsheet

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

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