CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 29-Apr-2016
Day Change Summary
Previous Current
28-Apr-2016 29-Apr-2016 Change Change % Previous Week
Open 0.7544 0.7534 -0.0010 -0.1% 0.7631
High 0.7567 0.7540 -0.0027 -0.4% 0.7661
Low 0.7544 0.7533 -0.0011 -0.1% 0.7509
Close 0.7567 0.7533 -0.0034 -0.4% 0.7533
Range 0.0023 0.0007 -0.0016 -69.6% 0.0152
ATR 0.0054 0.0053 -0.0001 -2.7% 0.0000
Volume 1 15 14 1,400.0% 17
Daily Pivots for day following 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7556 0.7552 0.7537
R3 0.7549 0.7545 0.7535
R2 0.7542 0.7542 0.7534
R1 0.7538 0.7538 0.7534 0.7537
PP 0.7535 0.7535 0.7535 0.7535
S1 0.7531 0.7531 0.7532 0.7530
S2 0.7528 0.7528 0.7532
S3 0.7521 0.7524 0.7531
S4 0.7514 0.7517 0.7529
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8024 0.7930 0.7617
R3 0.7872 0.7778 0.7575
R2 0.7720 0.7720 0.7561
R1 0.7626 0.7626 0.7547 0.7597
PP 0.7568 0.7568 0.7568 0.7553
S1 0.7474 0.7474 0.7519 0.7445
S2 0.7416 0.7416 0.7505
S3 0.7264 0.7322 0.7491
S4 0.7112 0.7170 0.7449
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% 0.0012 0.2% 16% False False 3
10 0.7738 0.7509 0.0229 3.0% 0.0011 0.2% 10% False False 2
20 0.7738 0.7427 0.0311 4.1% 0.0011 0.1% 34% False False 2
40 0.7738 0.7325 0.0413 5.5% 0.0015 0.2% 50% 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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7570
2.618 0.7558
1.618 0.7551
1.000 0.7547
0.618 0.7544
HIGH 0.7540
0.618 0.7537
0.500 0.7537
0.382 0.7536
LOW 0.7533
0.618 0.7529
1.000 0.7526
1.618 0.7522
2.618 0.7515
4.250 0.7503
Fisher Pivots for day following 29-Apr-2016
Pivot 1 day 3 day
R1 0.7537 0.7538
PP 0.7535 0.7536
S1 0.7534 0.7535

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

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