CME Australian Dollar Future March 2016


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Trading Metrics calculated at close of trading on 21-Jan-2016
Day Change Summary
Previous Current
20-Jan-2016 21-Jan-2016 Change Change % Previous Week
Open 0.6889 0.6897 0.0008 0.1% 0.6916
High 0.6907 0.7001 0.0094 1.4% 0.7028
Low 0.6811 0.6858 0.0047 0.7% 0.6809
Close 0.6881 0.6973 0.0092 1.3% 0.6842
Range 0.0096 0.0143 0.0047 49.0% 0.0219
ATR 0.0096 0.0099 0.0003 3.5% 0.0000
Volume 150,309 152,326 2,017 1.3% 619,512
Daily Pivots for day following 21-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7373 0.7316 0.7052
R3 0.7230 0.7173 0.7012
R2 0.7087 0.7087 0.6999
R1 0.7030 0.7030 0.6986 0.7059
PP 0.6944 0.6944 0.6944 0.6958
S1 0.6887 0.6887 0.6960 0.6916
S2 0.6801 0.6801 0.6947
S3 0.6658 0.6744 0.6934
S4 0.6515 0.6601 0.6894
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 0.7001 0.6809 0.0192 2.8% 0.0124 1.8% 85% True False 160,050
10 0.7064 0.6809 0.0255 3.7% 0.0114 1.6% 64% False False 139,463
20 0.7302 0.6809 0.0493 7.1% 0.0092 1.3% 33% False False 95,797
40 0.7348 0.6809 0.0539 7.7% 0.0089 1.3% 30% False False 65,910
60 0.7348 0.6809 0.0539 7.7% 0.0081 1.2% 30% False False 44,073
80 0.7348 0.6809 0.0539 7.7% 0.0080 1.2% 30% False False 33,082
100 0.7348 0.6809 0.0539 7.7% 0.0079 1.1% 30% False False 26,472
120 0.7348 0.6809 0.0539 7.7% 0.0075 1.1% 30% False False 22,060
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 0.0029
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7609
2.618 0.7375
1.618 0.7232
1.000 0.7144
0.618 0.7089
HIGH 0.7001
0.618 0.6946
0.500 0.6930
0.382 0.6913
LOW 0.6858
0.618 0.6770
1.000 0.6715
1.618 0.6627
2.618 0.6484
4.250 0.6250
Fisher Pivots for day following 21-Jan-2016
Pivot 1 day 3 day
R1 0.6959 0.6951
PP 0.6944 0.6928
S1 0.6930 0.6906

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

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