CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 28-Apr-2016
Day Change Summary
Previous Current
27-Apr-2016 28-Apr-2016 Change Change % Previous Week
Open 0.7538 0.7544 0.0006 0.1% 0.7664
High 0.7538 0.7567 0.0029 0.4% 0.7738
Low 0.7509 0.7544 0.0035 0.5% 0.7632
Close 0.7509 0.7567 0.0058 0.8% 0.7632
Range 0.0029 0.0023 -0.0006 -20.7% 0.0106
ATR 0.0054 0.0054 0.0000 0.5% 0.0000
Volume 1 1 0 0.0% 3
Daily Pivots for day following 28-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7628 0.7621 0.7580
R3 0.7605 0.7598 0.7573
R2 0.7582 0.7582 0.7571
R1 0.7575 0.7575 0.7569 0.7578
PP 0.7559 0.7559 0.7559 0.7561
S1 0.7552 0.7552 0.7565 0.7556
S2 0.7536 0.7536 0.7563
S3 0.7513 0.7529 0.7561
S4 0.7490 0.7506 0.7554
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 0.7661 0.7509 0.0152 2.0% 0.0010 0.1% 38% False False
10 0.7738 0.7509 0.0229 3.0% 0.0012 0.2% 25% False False
20 0.7738 0.7427 0.0311 4.1% 0.0010 0.1% 45% False False 1
40 0.7738 0.7266 0.0472 6.2% 0.0015 0.2% 64% False False 1
Crabel Price Patterns
NR True
NR4 False
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7665
2.618 0.7627
1.618 0.7604
1.000 0.7590
0.618 0.7581
HIGH 0.7567
0.618 0.7558
0.500 0.7556
0.382 0.7553
LOW 0.7544
0.618 0.7530
1.000 0.7521
1.618 0.7507
2.618 0.7484
4.250 0.7446
Fisher Pivots for day following 28-Apr-2016
Pivot 1 day 3 day
R1 0.7563 0.7585
PP 0.7559 0.7579
S1 0.7556 0.7573

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

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