CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 04-Mar-2016

Day Change Summary
	Previous	Current
	03-Mar-2016	04-Mar-2016	Change	Change %	Previous Week
Open	0.7284	0.7347	0.0063	0.9%	0.7117
High	0.7372	0.7449	0.0077	1.0%	0.7449
Low	0.7279	0.7337	0.0058	0.8%	0.7104
Close	0.7352	0.7422	0.0070	1.0%	0.7422
Range	0.0093	0.0112	0.0019	20.4%	0.0345
ATR	0.0096	0.0097	0.0001	1.2%	0.0000
Volume	83,019	116,409	33,390	40.2%	485,052

Daily Pivots for day following 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7739	0.7692	0.7484
R3	0.7627	0.7580	0.7453
R2	0.7515	0.7515	0.7443
R1	0.7468	0.7468	0.7432	0.7492
PP	0.7403	0.7403	0.7403	0.7414
S1	0.7356	0.7356	0.7412	0.7380
S2	0.7291	0.7291	0.7401
S3	0.7179	0.7244	0.7391
S4	0.7067	0.7132	0.7360

Weekly Pivots for week ending 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8360	0.8236	0.7612
R3	0.8015	0.7891	0.7517
R2	0.7670	0.7670	0.7485
R1	0.7546	0.7546	0.7454	0.7608
PP	0.7325	0.7325	0.7325	0.7356
S1	0.7201	0.7201	0.7390	0.7263
S2	0.6980	0.6980	0.7359
S3	0.6635	0.6856	0.7327
S4	0.6290	0.6511	0.7232

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7449	0.7104	0.0345	4.6%	0.0097	1.3%	92%	True	False	97,010
10	0.7449	0.7104	0.0345	4.6%	0.0081	1.1%	92%	True	False	90,777
20	0.7449	0.6962	0.0487	6.6%	0.0092	1.2%	94%	True	False	94,237
40	0.7449	0.6809	0.0640	8.6%	0.0099	1.3%	96%	True	False	106,784
60	0.7449	0.6809	0.0640	8.6%	0.0093	1.3%	96%	True	False	91,061
80	0.7449	0.6809	0.0640	8.6%	0.0087	1.2%	96%	True	False	68,972
100	0.7449	0.6809	0.0640	8.6%	0.0085	1.1%	96%	True	False	55,223
120	0.7449	0.6809	0.0640	8.6%	0.0084	1.1%	96%	True	False	46,032

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	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7925
2.618	0.7742
1.618	0.7630
1.000	0.7561
0.618	0.7518
HIGH	0.7449
0.618	0.7406
0.500	0.7393
0.382	0.7380
LOW	0.7337
0.618	0.7268
1.000	0.7225
1.618	0.7156
2.618	0.7044
4.250	0.6861

Fisher Pivots for day following 04-Mar-2016
Pivot	1 day	3 day
R1	0.7412	0.7383
PP	0.7403	0.7344
S1	0.7393	0.7305

Download as Excel Spreadsheet

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

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