CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 22-Feb-2016

Day Change Summary
	Previous	Current
	19-Feb-2016	22-Feb-2016	Change	Change %	Previous Week
Open	0.7146	0.7137	-0.0009	-0.1%	0.7099
High	0.7149	0.7240	0.0091	1.3%	0.7179
Low	0.7062	0.7129	0.0067	0.9%	0.7062
Close	0.7139	0.7224	0.0085	1.2%	0.7139
Range	0.0087	0.0111	0.0024	27.6%	0.0117
ATR	0.0100	0.0101	0.0001	0.8%	0.0000
Volume	79,305	80,890	1,585	2.0%	367,368

Daily Pivots for day following 22-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7531	0.7488	0.7285
R3	0.7420	0.7377	0.7255
R2	0.7309	0.7309	0.7244
R1	0.7266	0.7266	0.7234	0.7288
PP	0.7198	0.7198	0.7198	0.7208
S1	0.7155	0.7155	0.7214	0.7177
S2	0.7087	0.7087	0.7204
S3	0.6976	0.7044	0.7193
S4	0.6865	0.6933	0.7163

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	0.7240	0.7062	0.0178	2.5%	0.0090	1.2%	91%	True	False	89,651
10	0.7240	0.6962	0.0278	3.8%	0.0098	1.3%	94%	True	False	95,211
20	0.7240	0.6903	0.0337	4.7%	0.0104	1.4%	95%	True	False	97,604
40	0.7302	0.6809	0.0493	6.8%	0.0097	1.3%	84%	False	False	98,053
60	0.7348	0.6809	0.0539	7.5%	0.0094	1.3%	77%	False	False	78,077
80	0.7348	0.6809	0.0539	7.5%	0.0087	1.2%	77%	False	False	58,677
100	0.7348	0.6809	0.0539	7.5%	0.0085	1.2%	77%	False	False	46,962
120	0.7348	0.6809	0.0539	7.5%	0.0083	1.1%	77%	False	False	39,142

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7712
2.618	0.7531
1.618	0.7420
1.000	0.7351
0.618	0.7309
HIGH	0.7240
0.618	0.7198
0.500	0.7185
0.382	0.7171
LOW	0.7129
0.618	0.7060
1.000	0.7018
1.618	0.6949
2.618	0.6838
4.250	0.6657

Fisher Pivots for day following 22-Feb-2016
Pivot	1 day	3 day
R1	0.7211	0.7200
PP	0.7198	0.7175
S1	0.7185	0.7151

Download as Excel Spreadsheet

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

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