CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 27-Apr-2016
Day Change Summary
Previous Current
26-Apr-2016 27-Apr-2016 Change Change % Previous Week
Open 0.7661 0.7538 -0.0123 -1.6% 0.7664
High 0.7661 0.7538 -0.0123 -1.6% 0.7738
Low 0.7661 0.7509 -0.0152 -2.0% 0.7632
Close 0.7661 0.7509 -0.0152 -2.0% 0.7632
Range 0.0000 0.0029 0.0029 0.0106
ATR 0.0047 0.0054 0.0008 16.1% 0.0000
Volume 0 1 1 3
Daily Pivots for day following 27-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7606 0.7586 0.7525
R3 0.7577 0.7557 0.7517
R2 0.7548 0.7548 0.7514
R1 0.7528 0.7528 0.7512 0.7524
PP 0.7519 0.7519 0.7519 0.7516
S1 0.7499 0.7499 0.7506 0.7495
S2 0.7490 0.7490 0.7504
S3 0.7461 0.7470 0.7501
S4 0.7432 0.7441 0.7493
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7985 0.7915 0.7690
R3 0.7879 0.7809 0.7661
R2 0.7773 0.7773 0.7651
R1 0.7703 0.7703 0.7642 0.7685
PP 0.7667 0.7667 0.7667 0.7659
S1 0.7597 0.7597 0.7622 0.7579
S2 0.7561 0.7561 0.7613
S3 0.7455 0.7491 0.7603
S4 0.7349 0.7385 0.7574
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7719 0.7509 0.0210 2.8% 0.0016 0.2% 0% False True
10 0.7738 0.7509 0.0229 3.0% 0.0013 0.2% 0% False True
20 0.7738 0.7427 0.0311 4.1% 0.0009 0.1% 26% False False 1
40 0.7738 0.7167 0.0571 7.6% 0.0015 0.2% 60% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7661
2.618 0.7614
1.618 0.7585
1.000 0.7567
0.618 0.7556
HIGH 0.7538
0.618 0.7527
0.500 0.7524
0.382 0.7520
LOW 0.7509
0.618 0.7491
1.000 0.7480
1.618 0.7462
2.618 0.7433
4.250 0.7386
Fisher Pivots for day following 27-Apr-2016
Pivot 1 day 3 day
R1 0.7524 0.7585
PP 0.7519 0.7560
S1 0.7514 0.7534

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

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