CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 13-Jan-2016

Day Change Summary
	Previous	Current
	12-Jan-2016	13-Jan-2016	Change	Change %	Previous Week
Open	0.6971	0.6955	-0.0016	-0.2%	0.7269
High	0.7000	0.7028	0.0028	0.4%	0.7275
Low	0.6919	0.6929	0.0010	0.1%	0.6929
Close	0.6964	0.6939	-0.0025	-0.4%	0.6963
Range	0.0081	0.0099	0.0018	22.2%	0.0346
ATR	0.0087	0.0088	0.0001	0.9%	0.0000
Volume	104,727	104,312	-415	-0.4%	551,420

Daily Pivots for day following 13-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7262	0.7200	0.6993
R3	0.7163	0.7101	0.6966
R2	0.7064	0.7064	0.6957
R1	0.7002	0.7002	0.6948	0.6984
PP	0.6965	0.6965	0.6965	0.6956
S1	0.6903	0.6903	0.6930	0.6885
S2	0.6866	0.6866	0.6921
S3	0.6767	0.6804	0.6912
S4	0.6668	0.6705	0.6885

Weekly Pivots for week ending 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8094	0.7874	0.7153
R3	0.7748	0.7528	0.7058
R2	0.7402	0.7402	0.7026
R1	0.7182	0.7182	0.6995	0.7119
PP	0.7056	0.7056	0.7056	0.7024
S1	0.6836	0.6836	0.6931	0.6773
S2	0.6710	0.6710	0.6900
S3	0.6364	0.6490	0.6868
S4	0.6018	0.6144	0.6773

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7064	0.6907	0.0157	2.3%	0.0104	1.5%	20%	False	False	118,876
10	0.7302	0.6907	0.0395	5.7%	0.0096	1.4%	8%	False	False	95,055
20	0.7302	0.6907	0.0395	5.7%	0.0085	1.2%	8%	False	False	73,939
40	0.7348	0.6907	0.0441	6.4%	0.0082	1.2%	7%	False	False	45,978
60	0.7348	0.6907	0.0441	6.4%	0.0077	1.1%	7%	False	False	30,745
80	0.7348	0.6880	0.0468	6.7%	0.0077	1.1%	13%	False	False	23,083
100	0.7348	0.6850	0.0498	7.2%	0.0076	1.1%	18%	False	False	18,470
120	0.7348	0.6850	0.0498	7.2%	0.0071	1.0%	18%	False	False	15,392

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	0.0022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7449
2.618	0.7287
1.618	0.7188
1.000	0.7127
0.618	0.7089
HIGH	0.7028
0.618	0.6990
0.500	0.6979
0.382	0.6967
LOW	0.6929
0.618	0.6868
1.000	0.6830
1.618	0.6769
2.618	0.6670
4.250	0.6508

Fisher Pivots for day following 13-Jan-2016
Pivot	1 day	3 day
R1	0.6979	0.6968
PP	0.6965	0.6958
S1	0.6952	0.6949

Download as Excel Spreadsheet

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

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