CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 20-Jan-2016
Day Change Summary
Previous Current
19-Jan-2016 20-Jan-2016 Change Change % Previous Week
Open 0.6839 0.6889 0.0050 0.7% 0.6916
High 0.6939 0.6907 -0.0032 -0.5% 0.7028
Low 0.6820 0.6811 -0.0009 -0.1% 0.6809
Close 0.6889 0.6881 -0.0008 -0.1% 0.6842
Range 0.0119 0.0096 -0.0023 -19.3% 0.0219
ATR 0.0096 0.0096 0.0000 0.0% 0.0000
Volume 198,487 150,309 -48,178 -24.3% 619,512
Daily Pivots for day following 20-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7154 0.7114 0.6934
R3 0.7058 0.7018 0.6907
R2 0.6962 0.6962 0.6899
R1 0.6922 0.6922 0.6890 0.6894
PP 0.6866 0.6866 0.6866 0.6853
S1 0.6826 0.6826 0.6872 0.6798
S2 0.6770 0.6770 0.6863
S3 0.6674 0.6730 0.6855
S4 0.6578 0.6634 0.6828
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7550 0.7415 0.6962
R3 0.7331 0.7196 0.6902
R2 0.7112 0.7112 0.6882
R1 0.6977 0.6977 0.6862 0.6935
PP 0.6893 0.6893 0.6893 0.6872
S1 0.6758 0.6758 0.6822 0.6716
S2 0.6674 0.6674 0.6802
S3 0.6455 0.6539 0.6782
S4 0.6236 0.6320 0.6722
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7028 0.6809 0.0219 3.2% 0.0115 1.7% 33% False False 150,447
10 0.7148 0.6809 0.0339 4.9% 0.0112 1.6% 21% False False 135,245
20 0.7302 0.6809 0.0493 7.2% 0.0087 1.3% 15% False False 90,304
40 0.7348 0.6809 0.0539 7.8% 0.0087 1.3% 13% False False 62,122
60 0.7348 0.6809 0.0539 7.8% 0.0081 1.2% 13% False False 41,536
80 0.7348 0.6809 0.0539 7.8% 0.0079 1.2% 13% False False 31,179
100 0.7348 0.6809 0.0539 7.8% 0.0077 1.1% 13% False False 24,949
120 0.7348 0.6809 0.0539 7.8% 0.0074 1.1% 13% False False 20,791
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7315
2.618 0.7158
1.618 0.7062
1.000 0.7003
0.618 0.6966
HIGH 0.6907
0.618 0.6870
0.500 0.6859
0.382 0.6848
LOW 0.6811
0.618 0.6752
1.000 0.6715
1.618 0.6656
2.618 0.6560
4.250 0.6403
Fisher Pivots for day following 20-Jan-2016
Pivot 1 day 3 day
R1 0.6874 0.6896
PP 0.6866 0.6891
S1 0.6859 0.6886

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

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