CME Australian Dollar Future June 2016

Trading Metrics calculated at close of trading on 28-Mar-2016

Day Change Summary
	Previous	Current
	24-Mar-2016	28-Mar-2016	Change	Change %	Previous Week
Open	0.7508	0.7489	-0.0019	-0.3%	0.7567
High	0.7511	0.7532	0.0021	0.3%	0.7622
Low	0.7450	0.7466	0.0016	0.2%	0.7450
Close	0.7494	0.7516	0.0022	0.3%	0.7494
Range	0.0061	0.0066	0.0005	8.2%	0.0172
ATR	0.0095	0.0093	-0.0002	-2.2%	0.0000
Volume	65,192	37,060	-28,132	-43.2%	298,099

Daily Pivots for day following 28-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7703	0.7675	0.7552
R3	0.7637	0.7609	0.7534
R2	0.7571	0.7571	0.7528
R1	0.7543	0.7543	0.7522	0.7557
PP	0.7505	0.7505	0.7505	0.7512
S1	0.7477	0.7477	0.7510	0.7491
S2	0.7439	0.7439	0.7504
S3	0.7373	0.7411	0.7498
S4	0.7307	0.7345	0.7480

Weekly Pivots for week ending 25-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8038	0.7938	0.7589
R3	0.7866	0.7766	0.7541
R2	0.7694	0.7694	0.7526
R1	0.7594	0.7594	0.7510	0.7558
PP	0.7522	0.7522	0.7522	0.7504
S1	0.7422	0.7422	0.7478	0.7386
S2	0.7350	0.7350	0.7462
S3	0.7178	0.7250	0.7447
S4	0.7006	0.7078	0.7399

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7622	0.7450	0.0172	2.3%	0.0081	1.1%	38%	False	False	67,031
10	0.7651	0.7385	0.0266	3.5%	0.0095	1.3%	49%	False	False	78,849
20	0.7651	0.7077	0.0574	7.6%	0.0094	1.3%	76%	False	False	53,930
40	0.7651	0.6936	0.0715	9.5%	0.0093	1.2%	81%	False	False	27,253
60	0.7651	0.6787	0.0864	11.5%	0.0091	1.2%	84%	False	False	18,246
80	0.7651	0.6787	0.0864	11.5%	0.0078	1.0%	84%	False	False	13,699

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	0.0029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7813
2.618	0.7705
1.618	0.7639
1.000	0.7598
0.618	0.7573
HIGH	0.7532
0.618	0.7507
0.500	0.7499
0.382	0.7491
LOW	0.7466
0.618	0.7425
1.000	0.7400
1.618	0.7359
2.618	0.7293
4.250	0.7186

Fisher Pivots for day following 28-Mar-2016
Pivot	1 day	3 day
R1	0.7510	0.7536
PP	0.7505	0.7529
S1	0.7499	0.7523

Download as Excel Spreadsheet

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

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