CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 21-Apr-2016
Day Change Summary
Previous Current
20-Apr-2016 21-Apr-2016 Change Change % Previous Week
Open 0.7722 0.7719 -0.0003 0.0% 0.7531
High 0.7722 0.7719 -0.0003 0.0% 0.7662
Low 0.7719 0.7667 -0.0052 -0.7% 0.7531
Close 0.7721 0.7667 -0.0054 -0.7% 0.7639
Range 0.0003 0.0052 0.0049 1,633.9% 0.0131
ATR 0.0053 0.0053 0.0000 0.2% 0.0000
Volume 2 1 -1 -50.0% 4
Daily Pivots for day following 21-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7840 0.7806 0.7696
R3 0.7788 0.7754 0.7681
R2 0.7736 0.7736 0.7677
R1 0.7702 0.7702 0.7672 0.7693
PP 0.7684 0.7684 0.7684 0.7680
S1 0.7650 0.7650 0.7662 0.7641
S2 0.7632 0.7632 0.7657
S3 0.7580 0.7598 0.7653
S4 0.7528 0.7546 0.7638
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8004 0.7952 0.7711
R3 0.7873 0.7821 0.7675
R2 0.7742 0.7742 0.7663
R1 0.7690 0.7690 0.7651 0.7716
PP 0.7611 0.7611 0.7611 0.7624
S1 0.7559 0.7559 0.7627 0.7585
S2 0.7480 0.7480 0.7615
S3 0.7349 0.7428 0.7603
S4 0.7218 0.7297 0.7567
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7738 0.7628 0.0110 1.4% 0.0013 0.2% 35% False False
10 0.7738 0.7468 0.0270 3.5% 0.0013 0.2% 74% False False
20 0.7738 0.7415 0.0323 4.2% 0.0009 0.1% 78% False 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 25 trading days
Fibonacci Retracements and Extensions
4.250 0.7940
2.618 0.7855
1.618 0.7803
1.000 0.7771
0.618 0.7751
HIGH 0.7719
0.618 0.7699
0.500 0.7693
0.382 0.7687
LOW 0.7667
0.618 0.7635
1.000 0.7615
1.618 0.7583
2.618 0.7531
4.250 0.7446
Fisher Pivots for day following 21-Apr-2016
Pivot 1 day 3 day
R1 0.7693 0.7703
PP 0.7684 0.7691
S1 0.7676 0.7679

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

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