CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 27-Jan-2016
Day Change Summary
Previous Current
26-Jan-2016 27-Jan-2016 Change Change % Previous Week
Open 0.6930 0.6980 0.0050 0.7% 0.6839
High 0.7006 0.7066 0.0060 0.9% 0.7030
Low 0.6903 0.6977 0.0074 1.1% 0.6811
Close 0.7000 0.7015 0.0015 0.2% 0.6990
Range 0.0103 0.0089 -0.0014 -13.6% 0.0219
ATR 0.0096 0.0095 0.0000 -0.5% 0.0000
Volume 85,416 117,849 32,433 38.0% 598,865
Daily Pivots for day following 27-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7286 0.7240 0.7064
R3 0.7197 0.7151 0.7039
R2 0.7108 0.7108 0.7031
R1 0.7062 0.7062 0.7023 0.7085
PP 0.7019 0.7019 0.7019 0.7031
S1 0.6973 0.6973 0.7007 0.6996
S2 0.6930 0.6930 0.6999
S3 0.6841 0.6884 0.6991
S4 0.6752 0.6795 0.6966
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 0.7066 0.6858 0.0208 3.0% 0.0095 1.4% 75% True False 104,747
10 0.7066 0.6809 0.0257 3.7% 0.0105 1.5% 80% True False 127,597
20 0.7302 0.6809 0.0493 7.0% 0.0098 1.4% 42% False False 108,031
40 0.7348 0.6809 0.0539 7.7% 0.0090 1.3% 38% False False 75,086
60 0.7348 0.6809 0.0539 7.7% 0.0082 1.2% 38% False False 50,233
80 0.7348 0.6809 0.0539 7.7% 0.0081 1.2% 38% False False 37,720
100 0.7348 0.6809 0.0539 7.7% 0.0079 1.1% 38% False False 30,186
120 0.7348 0.6809 0.0539 7.7% 0.0076 1.1% 38% False False 25,155
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 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7444
2.618 0.7299
1.618 0.7210
1.000 0.7155
0.618 0.7121
HIGH 0.7066
0.618 0.7032
0.500 0.7022
0.382 0.7011
LOW 0.6977
0.618 0.6922
1.000 0.6888
1.618 0.6833
2.618 0.6744
4.250 0.6599
Fisher Pivots for day following 27-Jan-2016
Pivot 1 day 3 day
R1 0.7022 0.7005
PP 0.7019 0.6995
S1 0.7017 0.6985

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

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