CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 25-Jan-2016

Day Change Summary
	Previous	Current
	22-Jan-2016	25-Jan-2016	Change	Change %	Previous Week
Open	0.6984	0.6988	0.0004	0.1%	0.6839
High	0.7030	0.7016	-0.0014	-0.2%	0.7030
Low	0.6971	0.6934	-0.0037	-0.5%	0.6811
Close	0.6990	0.6953	-0.0037	-0.5%	0.6990
Range	0.0059	0.0082	0.0023	39.0%	0.0219
ATR	0.0096	0.0095	-0.0001	-1.1%	0.0000
Volume	97,743	70,405	-27,338	-28.0%	598,865

Daily Pivots for day following 25-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7214	0.7165	0.6998
R3	0.7132	0.7083	0.6976
R2	0.7050	0.7050	0.6968
R1	0.7001	0.7001	0.6961	0.6985
PP	0.6968	0.6968	0.6968	0.6959
S1	0.6919	0.6919	0.6945	0.6903
S2	0.6886	0.6886	0.6938
S3	0.6804	0.6837	0.6930
S4	0.6722	0.6755	0.6908

Weekly Pivots for week ending 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7601	0.7514	0.7110
R3	0.7382	0.7295	0.7050
R2	0.7163	0.7163	0.7030
R1	0.7076	0.7076	0.7010	0.7120
PP	0.6944	0.6944	0.6944	0.6965
S1	0.6857	0.6857	0.6970	0.6901
S2	0.6725	0.6725	0.6950
S3	0.6506	0.6638	0.6930
S4	0.6287	0.6419	0.6870

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7030	0.6811	0.0219	3.1%	0.0100	1.4%	65%	False	False	133,854
10	0.7030	0.6809	0.0221	3.2%	0.0105	1.5%	65%	False	False	128,878
20	0.7302	0.6809	0.0493	7.1%	0.0094	1.3%	29%	False	False	100,365
40	0.7348	0.6809	0.0539	7.8%	0.0089	1.3%	27%	False	False	70,053
60	0.7348	0.6809	0.0539	7.8%	0.0082	1.2%	27%	False	False	46,872
80	0.7348	0.6809	0.0539	7.8%	0.0080	1.2%	27%	False	False	35,181
100	0.7348	0.6809	0.0539	7.8%	0.0079	1.1%	27%	False	False	28,153
120	0.7348	0.6809	0.0539	7.8%	0.0075	1.1%	27%	False	False	23,462

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	0.0024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7365
2.618	0.7231
1.618	0.7149
1.000	0.7098
0.618	0.7067
HIGH	0.7016
0.618	0.6985
0.500	0.6975
0.382	0.6965
LOW	0.6934
0.618	0.6883
1.000	0.6852
1.618	0.6801
2.618	0.6719
4.250	0.6586

Fisher Pivots for day following 25-Jan-2016
Pivot	1 day	3 day
R1	0.6975	0.6950
PP	0.6968	0.6947
S1	0.6960	0.6944

Download as Excel Spreadsheet

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

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