CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 26-Jan-2016
Day Change Summary
Previous Current
25-Jan-2016 26-Jan-2016 Change Change % Previous Week
Open 0.6988 0.6930 -0.0058 -0.8% 0.6839
High 0.7016 0.7006 -0.0010 -0.1% 0.7030
Low 0.6934 0.6903 -0.0031 -0.4% 0.6811
Close 0.6953 0.7000 0.0047 0.7% 0.6990
Range 0.0082 0.0103 0.0021 25.6% 0.0219
ATR 0.0095 0.0096 0.0001 0.6% 0.0000
Volume 70,405 85,416 15,011 21.3% 598,865
Daily Pivots for day following 26-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7279 0.7242 0.7057
R3 0.7176 0.7139 0.7028
R2 0.7073 0.7073 0.7019
R1 0.7036 0.7036 0.7009 0.7055
PP 0.6970 0.6970 0.6970 0.6979
S1 0.6933 0.6933 0.6991 0.6952
S2 0.6867 0.6867 0.6981
S3 0.6764 0.6830 0.6972
S4 0.6661 0.6727 0.6943
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% 0.0097 1.4% 86% False False 111,239
10 0.7030 0.6809 0.0221 3.2% 0.0104 1.5% 86% False False 126,285
20 0.7302 0.6809 0.0493 7.0% 0.0096 1.4% 39% False False 103,335
40 0.7348 0.6809 0.0539 7.7% 0.0090 1.3% 35% False False 72,163
60 0.7348 0.6809 0.0539 7.7% 0.0081 1.2% 35% False False 48,280
80 0.7348 0.6809 0.0539 7.7% 0.0081 1.2% 35% False False 36,248
100 0.7348 0.6809 0.0539 7.7% 0.0079 1.1% 35% False False 29,007
120 0.7348 0.6809 0.0539 7.7% 0.0075 1.1% 35% False False 24,173
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 0.0026
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7444
2.618 0.7276
1.618 0.7173
1.000 0.7109
0.618 0.7070
HIGH 0.7006
0.618 0.6967
0.500 0.6955
0.382 0.6942
LOW 0.6903
0.618 0.6839
1.000 0.6800
1.618 0.6736
2.618 0.6633
4.250 0.6465
Fisher Pivots for day following 26-Jan-2016
Pivot 1 day 3 day
R1 0.6985 0.6989
PP 0.6970 0.6978
S1 0.6955 0.6967

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

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