CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 02-Feb-2016

Day Change Summary
	Previous	Current
	01-Feb-2016	02-Feb-2016	Change	Change %	Previous Week
Open	0.7053	0.7094	0.0041	0.6%	0.6988
High	0.7108	0.7124	0.0016	0.2%	0.7127
Low	0.7029	0.7021	-0.0008	-0.1%	0.6903
Close	0.7085	0.7035	-0.0050	-0.7%	0.7053
Range	0.0079	0.0103	0.0024	30.4%	0.0224
ATR	0.0095	0.0096	0.0001	0.6%	0.0000
Volume	77,370	92,000	14,630	18.9%	498,111

Daily Pivots for day following 02-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7369	0.7305	0.7092
R3	0.7266	0.7202	0.7063
R2	0.7163	0.7163	0.7054
R1	0.7099	0.7099	0.7044	0.7080
PP	0.7060	0.7060	0.7060	0.7050
S1	0.6996	0.6996	0.7026	0.6977
S2	0.6957	0.6957	0.7016
S3	0.6854	0.6893	0.7007
S4	0.6751	0.6790	0.6978

Weekly Pivots for week ending 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7700	0.7600	0.7176
R3	0.7476	0.7376	0.7115
R2	0.7252	0.7252	0.7094
R1	0.7152	0.7152	0.7074	0.7202
PP	0.7028	0.7028	0.7028	0.7053
S1	0.6928	0.6928	0.7032	0.6978
S2	0.6804	0.6804	0.7012
S3	0.6580	0.6704	0.6991
S4	0.6356	0.6480	0.6930

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7127	0.6977	0.0150	2.1%	0.0095	1.4%	39%	False	False	102,332
10	0.7127	0.6811	0.0316	4.5%	0.0096	1.4%	71%	False	False	106,785
20	0.7190	0.6809	0.0381	5.4%	0.0103	1.5%	59%	False	False	117,183
40	0.7348	0.6809	0.0539	7.7%	0.0092	1.3%	42%	False	False	84,435
60	0.7348	0.6809	0.0539	7.7%	0.0084	1.2%	42%	False	False	56,780
80	0.7348	0.6809	0.0539	7.7%	0.0083	1.2%	42%	False	False	42,639
100	0.7348	0.6809	0.0539	7.7%	0.0081	1.2%	42%	False	False	34,123
120	0.7348	0.6809	0.0539	7.7%	0.0077	1.1%	42%	False	False	28,437

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7562
2.618	0.7394
1.618	0.7291
1.000	0.7227
0.618	0.7188
HIGH	0.7124
0.618	0.7085
0.500	0.7073
0.382	0.7060
LOW	0.7021
0.618	0.6957
1.000	0.6918
1.618	0.6854
2.618	0.6751
4.250	0.6583

Fisher Pivots for day following 02-Feb-2016
Pivot	1 day	3 day
R1	0.7073	0.7074
PP	0.7060	0.7061
S1	0.7048	0.7048

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