CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 19-Feb-2016

Day Change Summary
	Previous	Current
	18-Feb-2016	19-Feb-2016	Change	Change %	Previous Week
Open	0.7167	0.7146	-0.0021	-0.3%	0.7099
High	0.7174	0.7149	-0.0025	-0.3%	0.7179
Low	0.7126	0.7062	-0.0064	-0.9%	0.7062
Close	0.7151	0.7139	-0.0012	-0.2%	0.7139
Range	0.0048	0.0087	0.0039	81.3%	0.0117
ATR	0.0101	0.0100	-0.0001	-0.8%	0.0000
Volume	68,939	79,305	10,366	15.0%	367,368

Daily Pivots for day following 19-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7378	0.7345	0.7187
R3	0.7291	0.7258	0.7163
R2	0.7204	0.7204	0.7155
R1	0.7171	0.7171	0.7147	0.7144
PP	0.7117	0.7117	0.7117	0.7103
S1	0.7084	0.7084	0.7131	0.7057
S2	0.7030	0.7030	0.7123
S3	0.6943	0.6997	0.7115
S4	0.6856	0.6910	0.7091

Weekly Pivots for week ending 19-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7478	0.7425	0.7203
R3	0.7361	0.7308	0.7171
R2	0.7244	0.7244	0.7160
R1	0.7191	0.7191	0.7150	0.7218
PP	0.7127	0.7127	0.7127	0.7140
S1	0.7074	0.7074	0.7128	0.7101
S2	0.7010	0.7010	0.7118
S3	0.6893	0.6957	0.7107
S4	0.6776	0.6840	0.7075

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7179	0.7053	0.0126	1.8%	0.0081	1.1%	68%	False	False	88,731
10	0.7210	0.6962	0.0248	3.5%	0.0102	1.4%	71%	False	False	97,697
20	0.7231	0.6903	0.0328	4.6%	0.0101	1.4%	72%	False	False	98,447
40	0.7302	0.6809	0.0493	6.9%	0.0096	1.3%	67%	False	False	97,122
60	0.7348	0.6809	0.0539	7.6%	0.0093	1.3%	61%	False	False	76,756
80	0.7348	0.6809	0.0539	7.6%	0.0086	1.2%	61%	False	False	57,666
100	0.7348	0.6809	0.0539	7.6%	0.0084	1.2%	61%	False	False	46,155
120	0.7348	0.6809	0.0539	7.6%	0.0082	1.2%	61%	False	False	38,468

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7519
2.618	0.7377
1.618	0.7290
1.000	0.7236
0.618	0.7203
HIGH	0.7149
0.618	0.7116
0.500	0.7106
0.382	0.7095
LOW	0.7062
0.618	0.7008
1.000	0.6975
1.618	0.6921
2.618	0.6834
4.250	0.6692

Fisher Pivots for day following 19-Feb-2016
Pivot	1 day	3 day
R1	0.7128	0.7133
PP	0.7117	0.7127
S1	0.7106	0.7121

Download as Excel Spreadsheet

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

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