CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 14-Apr-2016
Day Change Summary
Previous Current
13-Apr-2016 14-Apr-2016 Change Change % Previous Week
Open 0.7597 0.7629 0.0032 0.4% 0.7526
High 0.7597 0.7662 0.0065 0.9% 0.7526
Low 0.7578 0.7622 0.0044 0.6% 0.7427
Close 0.7578 0.7622 0.0044 0.6% 0.7477
Range 0.0019 0.0040 0.0021 110.5% 0.0099
ATR 0.0057 0.0059 0.0002 3.3% 0.0000
Volume 1 2 1 100.0% 22
Daily Pivots for day following 14-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7755 0.7729 0.7644
R3 0.7715 0.7689 0.7633
R2 0.7675 0.7675 0.7629
R1 0.7649 0.7649 0.7626 0.7642
PP 0.7635 0.7635 0.7635 0.7632
S1 0.7609 0.7609 0.7618 0.7602
S2 0.7595 0.7595 0.7615
S3 0.7555 0.7569 0.7611
S4 0.7515 0.7529 0.7600
Weekly Pivots for week ending 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7774 0.7724 0.7531
R3 0.7675 0.7625 0.7504
R2 0.7576 0.7576 0.7495
R1 0.7526 0.7526 0.7486 0.7502
PP 0.7477 0.7477 0.7477 0.7464
S1 0.7427 0.7427 0.7468 0.7403
S2 0.7378 0.7378 0.7459
S3 0.7279 0.7328 0.7450
S4 0.7180 0.7229 0.7423
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7662 0.7468 0.0194 2.5% 0.0014 0.2% 79% True False
10 0.7662 0.7427 0.0235 3.1% 0.0009 0.1% 83% True False 2
20 0.7662 0.7415 0.0247 3.2% 0.0009 0.1% 84% True False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.7832
2.618 0.7767
1.618 0.7727
1.000 0.7702
0.618 0.7687
HIGH 0.7662
0.618 0.7647
0.500 0.7642
0.382 0.7637
LOW 0.7622
0.618 0.7597
1.000 0.7582
1.618 0.7557
2.618 0.7517
4.250 0.7452
Fisher Pivots for day following 14-Apr-2016
Pivot 1 day 3 day
R1 0.7642 0.7621
PP 0.7635 0.7621
S1 0.7629 0.7620

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

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