CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 01-Mar-2016

Day Change Summary
	Previous	Current
	29-Feb-2016	01-Mar-2016	Change	Change %	Previous Week
Open	0.7117	0.7142	0.0025	0.4%	0.7137
High	0.7164	0.7189	0.0025	0.3%	0.7253
Low	0.7104	0.7105	0.0001	0.0%	0.7121
Close	0.7132	0.7171	0.0039	0.5%	0.7121
Range	0.0060	0.0084	0.0024	40.0%	0.0132
ATR	0.0094	0.0093	-0.0001	-0.7%	0.0000
Volume	75,163	96,428	21,265	28.3%	422,725

Daily Pivots for day following 01-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7407	0.7373	0.7217
R3	0.7323	0.7289	0.7194
R2	0.7239	0.7239	0.7186
R1	0.7205	0.7205	0.7179	0.7222
PP	0.7155	0.7155	0.7155	0.7164
S1	0.7121	0.7121	0.7163	0.7138
S2	0.7071	0.7071	0.7156
S3	0.6987	0.7037	0.7148
S4	0.6903	0.6953	0.7125

Weekly Pivots for week ending 26-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7561	0.7473	0.7194
R3	0.7429	0.7341	0.7157
R2	0.7297	0.7297	0.7145
R1	0.7209	0.7209	0.7133	0.7187
PP	0.7165	0.7165	0.7165	0.7154
S1	0.7077	0.7077	0.7109	0.7055
S2	0.7033	0.7033	0.7097
S3	0.6901	0.6945	0.7085
S4	0.6769	0.6813	0.7048

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7239	0.7104	0.0135	1.9%	0.0060	0.8%	50%	False	False	87,248
10	0.7253	0.7062	0.0191	2.7%	0.0071	1.0%	57%	False	False	82,974
20	0.7253	0.6962	0.0291	4.1%	0.0094	1.3%	72%	False	False	94,502
40	0.7275	0.6809	0.0466	6.5%	0.0099	1.4%	78%	False	False	105,882
60	0.7348	0.6809	0.0539	7.5%	0.0092	1.3%	67%	False	False	86,392
80	0.7348	0.6809	0.0539	7.5%	0.0086	1.2%	67%	False	False	65,063
100	0.7348	0.6809	0.0539	7.5%	0.0085	1.2%	67%	False	False	52,092
120	0.7348	0.6809	0.0539	7.5%	0.0083	1.2%	67%	False	False	43,420

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7546
2.618	0.7409
1.618	0.7325
1.000	0.7273
0.618	0.7241
HIGH	0.7189
0.618	0.7157
0.500	0.7147
0.382	0.7137
LOW	0.7105
0.618	0.7053
1.000	0.7021
1.618	0.6969
2.618	0.6885
4.250	0.6748

Fisher Pivots for day following 01-Mar-2016
Pivot	1 day	3 day
R1	0.7163	0.7163
PP	0.7155	0.7155
S1	0.7147	0.7147

Download as Excel Spreadsheet

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

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