CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 25-Jan-2016
Day Change Summary
Previous Current
22-Jan-2016 25-Jan-2016 Change Change % Previous Week
Open 0.6984 0.6988 0.0004 0.1% 0.6839
High 0.7030 0.7016 -0.0014 -0.2% 0.7030
Low 0.6971 0.6934 -0.0037 -0.5% 0.6811
Close 0.6990 0.6953 -0.0037 -0.5% 0.6990
Range 0.0059 0.0082 0.0023 39.0% 0.0219
ATR 0.0096 0.0095 -0.0001 -1.1% 0.0000
Volume 97,743 70,405 -27,338 -28.0% 598,865
Daily Pivots for day following 25-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7214 0.7165 0.6998
R3 0.7132 0.7083 0.6976
R2 0.7050 0.7050 0.6968
R1 0.7001 0.7001 0.6961 0.6985
PP 0.6968 0.6968 0.6968 0.6959
S1 0.6919 0.6919 0.6945 0.6903
S2 0.6886 0.6886 0.6938
S3 0.6804 0.6837 0.6930
S4 0.6722 0.6755 0.6908
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7601 0.7514 0.7110
R3 0.7382 0.7295 0.7050
R2 0.7163 0.7163 0.7030
R1 0.7076 0.7076 0.7010 0.7120
PP 0.6944 0.6944 0.6944 0.6965
S1 0.6857 0.6857 0.6970 0.6901
S2 0.6725 0.6725 0.6950
S3 0.6506 0.6638 0.6930
S4 0.6287 0.6419 0.6870
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7030 0.6811 0.0219 3.1% 0.0100 1.4% 65% False False 133,854
10 0.7030 0.6809 0.0221 3.2% 0.0105 1.5% 65% False False 128,878
20 0.7302 0.6809 0.0493 7.1% 0.0094 1.3% 29% False False 100,365
40 0.7348 0.6809 0.0539 7.8% 0.0089 1.3% 27% False False 70,053
60 0.7348 0.6809 0.0539 7.8% 0.0082 1.2% 27% False False 46,872
80 0.7348 0.6809 0.0539 7.8% 0.0080 1.2% 27% False False 35,181
100 0.7348 0.6809 0.0539 7.8% 0.0079 1.1% 27% False False 28,153
120 0.7348 0.6809 0.0539 7.8% 0.0075 1.1% 27% False False 23,462
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 0.0024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7365
2.618 0.7231
1.618 0.7149
1.000 0.7098
0.618 0.7067
HIGH 0.7016
0.618 0.6985
0.500 0.6975
0.382 0.6965
LOW 0.6934
0.618 0.6883
1.000 0.6852
1.618 0.6801
2.618 0.6719
4.250 0.6586
Fisher Pivots for day following 25-Jan-2016
Pivot 1 day 3 day
R1 0.6975 0.6950
PP 0.6968 0.6947
S1 0.6960 0.6944

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

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