CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 02-May-2016
Day Change Summary
Previous Current
29-Apr-2016 02-May-2016 Change Change % Previous Week
Open 0.7534 0.7588 0.0054 0.7% 0.7631
High 0.7540 0.7588 0.0048 0.6% 0.7661
Low 0.7533 0.7588 0.0055 0.7% 0.7509
Close 0.7533 0.7588 0.0055 0.7% 0.7533
Range 0.0007 0.0000 -0.0007 -100.0% 0.0152
ATR 0.0053 0.0053 0.0000 0.3% 0.0000
Volume 15 0 -15 -100.0% 17
Daily Pivots for day following 02-May-2016
Classic Woodie Camarilla DeMark
R4 0.7588 0.7588 0.7588
R3 0.7588 0.7588 0.7588
R2 0.7588 0.7588 0.7588
R1 0.7588 0.7588 0.7588 0.7588
PP 0.7588 0.7588 0.7588 0.7588
S1 0.7588 0.7588 0.7588 0.7588
S2 0.7588 0.7588 0.7588
S3 0.7588 0.7588 0.7588
S4 0.7588 0.7588 0.7588
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% 52% False False 3
10 0.7738 0.7509 0.0229 3.0% 0.0011 0.2% 34% False False 2
20 0.7738 0.7427 0.0311 4.1% 0.0011 0.1% 52% False False 2
40 0.7738 0.7325 0.0413 5.4% 0.0014 0.2% 64% False False 1
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7588
2.618 0.7588
1.618 0.7588
1.000 0.7588
0.618 0.7588
HIGH 0.7588
0.618 0.7588
0.500 0.7588
0.382 0.7588
LOW 0.7588
0.618 0.7588
1.000 0.7588
1.618 0.7588
2.618 0.7588
4.250 0.7588
Fisher Pivots for day following 02-May-2016
Pivot 1 day 3 day
R1 0.7588 0.7579
PP 0.7588 0.7570
S1 0.7588 0.7561

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

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