CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 11-Feb-2016

Day Change Summary
	Previous	Current
	10-Feb-2016	11-Feb-2016	Change	Change %	Previous Week
Open	0.7063	0.7088	0.0025	0.4%	0.7053
High	0.7114	0.7144	0.0030	0.4%	0.7231
Low	0.7026	0.6975	-0.0051	-0.7%	0.6989
Close	0.7101	0.7088	-0.0013	-0.2%	0.7054
Range	0.0088	0.0169	0.0081	92.0%	0.0242
ATR	0.0104	0.0108	0.0005	4.5%	0.0000
Volume	102,868	133,973	31,105	30.2%	501,868

Daily Pivots for day following 11-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7576	0.7501	0.7181
R3	0.7407	0.7332	0.7134
R2	0.7238	0.7238	0.7119
R1	0.7163	0.7163	0.7103	0.7173
PP	0.7069	0.7069	0.7069	0.7074
S1	0.6994	0.6994	0.7073	0.7004
S2	0.6900	0.6900	0.7057
S3	0.6731	0.6825	0.7042
S4	0.6562	0.6656	0.6995

Weekly Pivots for week ending 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7817	0.7678	0.7187
R3	0.7575	0.7436	0.7121
R2	0.7333	0.7333	0.7098
R1	0.7194	0.7194	0.7076	0.7264
PP	0.7091	0.7091	0.7091	0.7126
S1	0.6952	0.6952	0.7032	0.7022
S2	0.6849	0.6849	0.7010
S3	0.6607	0.6710	0.6987
S4	0.6365	0.6468	0.6921

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7210	0.6962	0.0248	3.5%	0.0123	1.7%	51%	False	False	106,662
10	0.7231	0.6962	0.0269	3.8%	0.0116	1.6%	47%	False	False	105,184
20	0.7231	0.6809	0.0422	6.0%	0.0112	1.6%	66%	False	False	116,277
40	0.7302	0.6809	0.0493	7.0%	0.0098	1.4%	57%	False	False	95,108
60	0.7348	0.6809	0.0539	7.6%	0.0092	1.3%	52%	False	False	69,411
80	0.7348	0.6809	0.0539	7.6%	0.0085	1.2%	52%	False	False	52,128
100	0.7348	0.6809	0.0539	7.6%	0.0084	1.2%	52%	False	False	41,722
120	0.7348	0.6809	0.0539	7.6%	0.0082	1.2%	52%	False	False	34,771

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0027
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7862
2.618	0.7586
1.618	0.7417
1.000	0.7313
0.618	0.7248
HIGH	0.7144
0.618	0.7079
0.500	0.7060
0.382	0.7040
LOW	0.6975
0.618	0.6871
1.000	0.6806
1.618	0.6702
2.618	0.6533
4.250	0.6257

Fisher Pivots for day following 11-Feb-2016
Pivot	1 day	3 day
R1	0.7079	0.7076
PP	0.7069	0.7065
S1	0.7060	0.7053

Download as Excel Spreadsheet

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

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