CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 15-Jan-2016

Day Change Summary
	Previous	Current
	14-Jan-2016	15-Jan-2016	Change	Change %	Previous Week
Open	0.6935	0.6965	0.0030	0.4%	0.6916
High	0.6978	0.6982	0.0004	0.1%	0.7028
Low	0.6891	0.6809	-0.0082	-1.2%	0.6809
Close	0.6977	0.6842	-0.0135	-1.9%	0.6842
Range	0.0087	0.0173	0.0086	98.9%	0.0219
ATR	0.0088	0.0094	0.0006	6.9%	0.0000
Volume	136,600	162,529	25,929	19.0%	619,512

Daily Pivots for day following 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7397	0.7292	0.6937
R3	0.7224	0.7119	0.6890
R2	0.7051	0.7051	0.6874
R1	0.6946	0.6946	0.6858	0.6912
PP	0.6878	0.6878	0.6878	0.6861
S1	0.6773	0.6773	0.6826	0.6739
S2	0.6705	0.6705	0.6810
S3	0.6532	0.6600	0.6794
S4	0.6359	0.6427	0.6747

Weekly Pivots for week ending 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7550	0.7415	0.6962
R3	0.7331	0.7196	0.6902
R2	0.7112	0.7112	0.6882
R1	0.6977	0.6977	0.6862	0.6935
PP	0.6893	0.6893	0.6893	0.6872
S1	0.6758	0.6758	0.6822	0.6716
S2	0.6674	0.6674	0.6802
S3	0.6455	0.6539	0.6782
S4	0.6236	0.6320	0.6722

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7028	0.6809	0.0219	3.2%	0.0109	1.6%	15%	False	True	123,902
10	0.7275	0.6809	0.0466	6.8%	0.0113	1.7%	7%	False	True	117,093
20	0.7302	0.6809	0.0493	7.2%	0.0086	1.3%	7%	False	True	80,917
40	0.7348	0.6809	0.0539	7.9%	0.0085	1.2%	6%	False	True	53,433
60	0.7348	0.6809	0.0539	7.9%	0.0079	1.2%	6%	False	True	35,726
80	0.7348	0.6809	0.0539	7.9%	0.0079	1.1%	6%	False	True	26,822
100	0.7348	0.6809	0.0539	7.9%	0.0076	1.1%	6%	False	True	21,461
120	0.7348	0.6809	0.0539	7.9%	0.0073	1.1%	6%	False	True	17,884

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Widest range in 100 trading days

Fibonacci Retracements and Extensions
4.250	0.7717
2.618	0.7435
1.618	0.7262
1.000	0.7155
0.618	0.7089
HIGH	0.6982
0.618	0.6916
0.500	0.6896
0.382	0.6875
LOW	0.6809
0.618	0.6702
1.000	0.6636
1.618	0.6529
2.618	0.6356
4.250	0.6074

Fisher Pivots for day following 15-Jan-2016
Pivot	1 day	3 day
R1	0.6896	0.6919
PP	0.6878	0.6893
S1	0.6860	0.6868

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols