CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 19-Dec-2016

Day Change Summary
	Previous	Current
	16-Dec-2016	19-Dec-2016	Change	Change %	Previous Week
Open	0.7362	0.7283	-0.0079	-1.1%	0.7437
High	0.7368	0.7312	-0.0056	-0.8%	0.7524
Low	0.7266	0.7250	-0.0016	-0.2%	0.7266
Close	0.7292	0.7256	-0.0036	-0.5%	0.7292
Range	0.0102	0.0062	-0.0040	-39.2%	0.0258
ATR	0.0081	0.0079	-0.0001	-1.7%	0.0000
Volume	18,899	1,096	-17,803	-94.2%	396,831

Daily Pivots for day following 19-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7459	0.7419	0.7290
R3	0.7397	0.7357	0.7273
R2	0.7335	0.7335	0.7267
R1	0.7295	0.7295	0.7262	0.7284
PP	0.7273	0.7273	0.7273	0.7267
S1	0.7233	0.7233	0.7250	0.7222
S2	0.7211	0.7211	0.7245
S3	0.7149	0.7171	0.7239
S4	0.7087	0.7109	0.7222

Weekly Pivots for week ending 16-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8135	0.7971	0.7434
R3	0.7877	0.7713	0.7363
R2	0.7619	0.7619	0.7339
R1	0.7455	0.7455	0.7316	0.7408
PP	0.7361	0.7361	0.7361	0.7337
S1	0.7197	0.7197	0.7268	0.7150
S2	0.7103	0.7103	0.7245
S3	0.6845	0.6939	0.7221
S4	0.6587	0.6681	0.7150

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7524	0.7250	0.0274	3.8%	0.0087	1.2%	2%	False	True	65,890
10	0.7524	0.7250	0.0274	3.8%	0.0076	1.1%	2%	False	True	72,826
20	0.7524	0.7250	0.0274	3.8%	0.0076	1.0%	2%	False	True	84,779
40	0.7771	0.7250	0.0521	7.2%	0.0079	1.1%	1%	False	True	94,555
60	0.7771	0.7250	0.0521	7.2%	0.0076	1.0%	1%	False	True	93,037
80	0.7771	0.7250	0.0521	7.2%	0.0076	1.0%	1%	False	True	78,478
100	0.7771	0.7250	0.0521	7.2%	0.0074	1.0%	1%	False	True	62,848
120	0.7771	0.7250	0.0521	7.2%	0.0073	1.0%	1%	False	True	52,399

Crabel Price Patterns
NR	True
NR4	True
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	0.0019
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7576
2.618	0.7474
1.618	0.7412
1.000	0.7374
0.618	0.7350
HIGH	0.7312
0.618	0.7288
0.500	0.7281
0.382	0.7274
LOW	0.7250
0.618	0.7212
1.000	0.7188
1.618	0.7150
2.618	0.7088
4.250	0.6987

Fisher Pivots for day following 19-Dec-2016
Pivot	1 day	3 day
R1	0.7281	0.7340
PP	0.7273	0.7312
S1	0.7264	0.7284

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols