CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 11-Mar-2016

Day Change Summary
	Previous	Current
	10-Mar-2016	11-Mar-2016	Change	Change %	Previous Week
Open	0.7472	0.7454	-0.0018	-0.2%	0.7421
High	0.7511	0.7583	0.0072	1.0%	0.7583
Low	0.7427	0.7448	0.0021	0.3%	0.7391
Close	0.7452	0.7572	0.0120	1.6%	0.7572
Range	0.0084	0.0135	0.0051	60.7%	0.0192
ATR	0.0095	0.0098	0.0003	3.0%	0.0000
Volume	144,308	26,635	-117,673	-81.5%	506,263

Daily Pivots for day following 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7939	0.7891	0.7646
R3	0.7804	0.7756	0.7609
R2	0.7669	0.7669	0.7597
R1	0.7621	0.7621	0.7584	0.7645
PP	0.7534	0.7534	0.7534	0.7547
S1	0.7486	0.7486	0.7560	0.7510
S2	0.7399	0.7399	0.7547
S3	0.7264	0.7351	0.7535
S4	0.7129	0.7216	0.7498

Weekly Pivots for week ending 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8091	0.8024	0.7678
R3	0.7899	0.7832	0.7625
R2	0.7707	0.7707	0.7607
R1	0.7640	0.7640	0.7590	0.7674
PP	0.7515	0.7515	0.7515	0.7532
S1	0.7448	0.7448	0.7554	0.7482
S2	0.7323	0.7323	0.7537
S3	0.7131	0.7256	0.7519
S4	0.6939	0.7064	0.7466

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7583	0.7391	0.0192	2.5%	0.0097	1.3%	94%	True	False	101,252
10	0.7583	0.7104	0.0479	6.3%	0.0097	1.3%	98%	True	False	99,131
20	0.7583	0.7053	0.0530	7.0%	0.0085	1.1%	98%	True	False	92,884
40	0.7583	0.6809	0.0774	10.2%	0.0098	1.3%	99%	True	False	104,581
60	0.7583	0.6809	0.0774	10.2%	0.0094	1.2%	99%	True	False	94,367
80	0.7583	0.6809	0.0774	10.2%	0.0090	1.2%	99%	True	False	75,279
100	0.7583	0.6809	0.0774	10.2%	0.0085	1.1%	99%	True	False	60,279
120	0.7583	0.6809	0.0774	10.2%	0.0084	1.1%	99%	True	False	50,249

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8157
2.618	0.7936
1.618	0.7801
1.000	0.7718
0.618	0.7666
HIGH	0.7583
0.618	0.7531
0.500	0.7516
0.382	0.7500
LOW	0.7448
0.618	0.7365
1.000	0.7313
1.618	0.7230
2.618	0.7095
4.250	0.6874

Fisher Pivots for day following 11-Mar-2016
Pivot	1 day	3 day
R1	0.7553	0.7547
PP	0.7534	0.7522
S1	0.7516	0.7497

Download as Excel Spreadsheet

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

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