CME Australian Dollar Future March 2016


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Trading Metrics calculated at close of trading on 14-Jan-2016
Day Change Summary
Previous Current
13-Jan-2016 14-Jan-2016 Change Change % Previous Week
Open 0.6955 0.6935 -0.0020 -0.3% 0.7269
High 0.7028 0.6978 -0.0050 -0.7% 0.7275
Low 0.6929 0.6891 -0.0038 -0.5% 0.6929
Close 0.6939 0.6977 0.0038 0.5% 0.6963
Range 0.0099 0.0087 -0.0012 -12.1% 0.0346
ATR 0.0088 0.0088 0.0000 -0.1% 0.0000
Volume 104,312 136,600 32,288 31.0% 551,420
Daily Pivots for day following 14-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7210 0.7180 0.7025
R3 0.7123 0.7093 0.7001
R2 0.7036 0.7036 0.6993
R1 0.7006 0.7006 0.6985 0.7021
PP 0.6949 0.6949 0.6949 0.6956
S1 0.6919 0.6919 0.6969 0.6934
S2 0.6862 0.6862 0.6961
S3 0.6775 0.6832 0.6953
S4 0.6688 0.6745 0.6929
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 0.7057 0.6891 0.0166 2.4% 0.0100 1.4% 52% False True 118,634
10 0.7302 0.6891 0.0411 5.9% 0.0102 1.5% 21% False True 105,168
20 0.7302 0.6891 0.0411 5.9% 0.0083 1.2% 21% False True 76,916
40 0.7348 0.6891 0.0457 6.6% 0.0083 1.2% 19% False True 49,382
60 0.7348 0.6891 0.0457 6.6% 0.0077 1.1% 19% False True 33,018
80 0.7348 0.6880 0.0468 6.7% 0.0078 1.1% 21% False False 24,790
100 0.7348 0.6850 0.0498 7.1% 0.0076 1.1% 26% False False 19,836
120 0.7348 0.6850 0.0498 7.1% 0.0072 1.0% 26% False False 16,530
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7348
2.618 0.7206
1.618 0.7119
1.000 0.7065
0.618 0.7032
HIGH 0.6978
0.618 0.6945
0.500 0.6935
0.382 0.6924
LOW 0.6891
0.618 0.6837
1.000 0.6804
1.618 0.6750
2.618 0.6663
4.250 0.6521
Fisher Pivots for day following 14-Jan-2016
Pivot 1 day 3 day
R1 0.6963 0.6971
PP 0.6949 0.6965
S1 0.6935 0.6960

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

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