CME Australian Dollar Future March 2016


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Trading Metrics calculated at close of trading on 19-Jan-2016
Day Change Summary
Previous Current
15-Jan-2016 19-Jan-2016 Change Change % Previous Week
Open 0.6965 0.6839 -0.0126 -1.8% 0.6916
High 0.6982 0.6939 -0.0043 -0.6% 0.7028
Low 0.6809 0.6820 0.0011 0.2% 0.6809
Close 0.6842 0.6889 0.0047 0.7% 0.6842
Range 0.0173 0.0119 -0.0054 -31.2% 0.0219
ATR 0.0094 0.0096 0.0002 1.9% 0.0000
Volume 162,529 198,487 35,958 22.1% 619,512
Daily Pivots for day following 19-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7240 0.7183 0.6954
R3 0.7121 0.7064 0.6922
R2 0.7002 0.7002 0.6911
R1 0.6945 0.6945 0.6900 0.6974
PP 0.6883 0.6883 0.6883 0.6897
S1 0.6826 0.6826 0.6878 0.6855
S2 0.6764 0.6764 0.6867
S3 0.6645 0.6707 0.6856
S4 0.6526 0.6588 0.6824
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% 0.0112 1.6% 37% False False 141,331
10 0.7190 0.6809 0.0381 5.5% 0.0110 1.6% 21% False False 127,580
20 0.7302 0.6809 0.0493 7.2% 0.0086 1.3% 16% False False 86,412
40 0.7348 0.6809 0.0539 7.8% 0.0087 1.3% 15% False False 58,391
60 0.7348 0.6809 0.0539 7.8% 0.0080 1.2% 15% False False 39,032
80 0.7348 0.6809 0.0539 7.8% 0.0079 1.2% 15% False False 29,302
100 0.7348 0.6809 0.0539 7.8% 0.0076 1.1% 15% False False 23,445
120 0.7348 0.6809 0.0539 7.8% 0.0074 1.1% 15% False False 19,538
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7445
2.618 0.7251
1.618 0.7132
1.000 0.7058
0.618 0.7013
HIGH 0.6939
0.618 0.6894
0.500 0.6880
0.382 0.6865
LOW 0.6820
0.618 0.6746
1.000 0.6701
1.618 0.6627
2.618 0.6508
4.250 0.6314
Fisher Pivots for day following 19-Jan-2016
Pivot 1 day 3 day
R1 0.6886 0.6896
PP 0.6883 0.6893
S1 0.6880 0.6891

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

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