CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 14-Jul-2016

Day Change Summary
	Previous	Current
	13-Jul-2016	14-Jul-2016	Change	Change %	Previous Week
Open	0.7569	0.7562	-0.0007	-0.1%	0.7469
High	0.7596	0.7611	0.0015	0.2%	0.7530
Low	0.7538	0.7552	0.0014	0.2%	0.7379
Close	0.7571	0.7598	0.0027	0.4%	0.7528
Range	0.0058	0.0059	0.0001	1.7%	0.0151
ATR	0.0079	0.0077	-0.0001	-1.8%	0.0000
Volume	38	38	0	0.0%	643

Daily Pivots for day following 14-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7764	0.7740	0.7630
R3	0.7705	0.7681	0.7614
R2	0.7646	0.7646	0.7609
R1	0.7622	0.7622	0.7603	0.7634
PP	0.7587	0.7587	0.7587	0.7593
S1	0.7563	0.7563	0.7593	0.7575
S2	0.7528	0.7528	0.7587
S3	0.7469	0.7504	0.7582
S4	0.7410	0.7445	0.7566

Weekly Pivots for week ending 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7932	0.7881	0.7611
R3	0.7781	0.7730	0.7570
R2	0.7630	0.7630	0.7556
R1	0.7579	0.7579	0.7542	0.7604
PP	0.7479	0.7479	0.7479	0.7492
S1	0.7428	0.7428	0.7514	0.7454
S2	0.7328	0.7328	0.7500
S3	0.7177	0.7277	0.7486
S4	0.7026	0.7126	0.7445

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7611	0.7444	0.0167	2.2%	0.0064	0.8%	92%	True	False	45
10	0.7611	0.7370	0.0241	3.2%	0.0063	0.8%	95%	True	False	86
20	0.7611	0.7242	0.0369	4.9%	0.0075	1.0%	96%	True	False	99
40	0.7611	0.7121	0.0490	6.4%	0.0049	0.6%	97%	True	False	68
60	0.7722	0.7121	0.0601	7.9%	0.0036	0.5%	79%	False	False	46
80	0.7738	0.7121	0.0617	8.1%	0.0029	0.4%	77%	False	False	35

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	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7862
2.618	0.7765
1.618	0.7706
1.000	0.7670
0.618	0.7647
HIGH	0.7611
0.618	0.7588
0.500	0.7582
0.382	0.7575
LOW	0.7552
0.618	0.7516
1.000	0.7493
1.618	0.7457
2.618	0.7398
4.250	0.7301

Fisher Pivots for day following 14-Jul-2016
Pivot	1 day	3 day
R1	0.7593	0.7589
PP	0.7587	0.7580
S1	0.7582	0.7571

Download as Excel Spreadsheet

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

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