CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 25-Feb-2016

Day Change Summary
	Previous	Current
	24-Feb-2016	25-Feb-2016	Change	Change %	Previous Week
Open	0.7183	0.7185	0.0002	0.0%	0.7099
High	0.7207	0.7239	0.0032	0.4%	0.7179
Low	0.7140	0.7152	0.0012	0.2%	0.7062
Close	0.7196	0.7234	0.0038	0.5%	0.7139
Range	0.0067	0.0087	0.0020	29.9%	0.0117
ATR	0.0096	0.0095	-0.0001	-0.7%	0.0000
Volume	91,115	85,644	-5,471	-6.0%	367,368

Daily Pivots for day following 25-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7469	0.7439	0.7282
R3	0.7382	0.7352	0.7258
R2	0.7295	0.7295	0.7250
R1	0.7265	0.7265	0.7242	0.7280
PP	0.7208	0.7208	0.7208	0.7216
S1	0.7178	0.7178	0.7226	0.7193
S2	0.7121	0.7121	0.7218
S3	0.7034	0.7091	0.7210
S4	0.6947	0.7004	0.7186

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	0.7253	0.7062	0.0191	2.6%	0.0082	1.1%	90%	False	False	82,827
10	0.7253	0.6975	0.0278	3.8%	0.0090	1.2%	93%	False	False	91,246
20	0.7253	0.6962	0.0291	4.0%	0.0100	1.4%	93%	False	False	96,618
40	0.7302	0.6809	0.0493	6.8%	0.0099	1.4%	86%	False	False	102,325
60	0.7348	0.6809	0.0539	7.5%	0.0094	1.3%	79%	False	False	82,263
80	0.7348	0.6809	0.0539	7.5%	0.0087	1.2%	79%	False	False	61,829
100	0.7348	0.6809	0.0539	7.5%	0.0085	1.2%	79%	False	False	49,499
120	0.7348	0.6809	0.0539	7.5%	0.0083	1.1%	79%	False	False	41,258

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	0.0022
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7609
2.618	0.7467
1.618	0.7380
1.000	0.7326
0.618	0.7293
HIGH	0.7239
0.618	0.7206
0.500	0.7196
0.382	0.7185
LOW	0.7152
0.618	0.7098
1.000	0.7065
1.618	0.7011
2.618	0.6924
4.250	0.6782

Fisher Pivots for day following 25-Feb-2016
Pivot	1 day	3 day
R1	0.7221	0.7222
PP	0.7208	0.7209
S1	0.7196	0.7197

Download as Excel Spreadsheet

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

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