CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 26-Jan-2016

Day Change Summary
	Previous	Current
	25-Jan-2016	26-Jan-2016	Change	Change %	Previous Week
Open	0.6988	0.6930	-0.0058	-0.8%	0.6839
High	0.7016	0.7006	-0.0010	-0.1%	0.7030
Low	0.6934	0.6903	-0.0031	-0.4%	0.6811
Close	0.6953	0.7000	0.0047	0.7%	0.6990
Range	0.0082	0.0103	0.0021	25.6%	0.0219
ATR	0.0095	0.0096	0.0001	0.6%	0.0000
Volume	70,405	85,416	15,011	21.3%	598,865

Daily Pivots for day following 26-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7279	0.7242	0.7057
R3	0.7176	0.7139	0.7028
R2	0.7073	0.7073	0.7019
R1	0.7036	0.7036	0.7009	0.7055
PP	0.6970	0.6970	0.6970	0.6979
S1	0.6933	0.6933	0.6991	0.6952
S2	0.6867	0.6867	0.6981
S3	0.6764	0.6830	0.6972
S4	0.6661	0.6727	0.6943

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%	0.0097	1.4%	86%	False	False	111,239
10	0.7030	0.6809	0.0221	3.2%	0.0104	1.5%	86%	False	False	126,285
20	0.7302	0.6809	0.0493	7.0%	0.0096	1.4%	39%	False	False	103,335
40	0.7348	0.6809	0.0539	7.7%	0.0090	1.3%	35%	False	False	72,163
60	0.7348	0.6809	0.0539	7.7%	0.0081	1.2%	35%	False	False	48,280
80	0.7348	0.6809	0.0539	7.7%	0.0081	1.2%	35%	False	False	36,248
100	0.7348	0.6809	0.0539	7.7%	0.0079	1.1%	35%	False	False	29,007
120	0.7348	0.6809	0.0539	7.7%	0.0075	1.1%	35%	False	False	24,173

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	0.0026
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7444
2.618	0.7276
1.618	0.7173
1.000	0.7109
0.618	0.7070
HIGH	0.7006
0.618	0.6967
0.500	0.6955
0.382	0.6942
LOW	0.6903
0.618	0.6839
1.000	0.6800
1.618	0.6736
2.618	0.6633
4.250	0.6465

Fisher Pivots for day following 26-Jan-2016
Pivot	1 day	3 day
R1	0.6985	0.6989
PP	0.6970	0.6978
S1	0.6955	0.6967

Download as Excel Spreadsheet

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

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