CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 09-May-2016
Day Change Summary
Previous Current
06-May-2016 09-May-2016 Change Change % Previous Week
Open 0.7290 0.7263 -0.0027 -0.4% 0.7588
High 0.7304 0.7263 -0.0041 -0.6% 0.7588
Low 0.7290 0.7263 -0.0027 -0.4% 0.7290
Close 0.7304 0.7263 -0.0041 -0.6% 0.7304
Range 0.0014 0.0000 -0.0014 -100.0% 0.0298
ATR 0.0059 0.0057 -0.0001 -2.1% 0.0000
Volume 2 0 -2 -100.0% 3
Daily Pivots for day following 09-May-2016
Classic Woodie Camarilla DeMark
R4 0.7263 0.7263 0.7263
R3 0.7263 0.7263 0.7263
R2 0.7263 0.7263 0.7263
R1 0.7263 0.7263 0.7263 0.7263
PP 0.7263 0.7263 0.7263 0.7263
S1 0.7263 0.7263 0.7263 0.7263
S2 0.7263 0.7263 0.7263
S3 0.7263 0.7263 0.7263
S4 0.7263 0.7263 0.7263
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 0.8288 0.8094 0.7468
R3 0.7990 0.7796 0.7386
R2 0.7692 0.7692 0.7359
R1 0.7498 0.7498 0.7331 0.7446
PP 0.7394 0.7394 0.7394 0.7368
S1 0.7200 0.7200 0.7277 0.7148
S2 0.7096 0.7096 0.7249
S3 0.6798 0.6902 0.7222
S4 0.6500 0.6604 0.7140
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7424 0.7263 0.0161 2.2% 0.0003 0.0% 0% False True
10 0.7661 0.7263 0.0398 5.5% 0.0007 0.1% 0% False True 2
20 0.7738 0.7263 0.0475 6.5% 0.0010 0.1% 0% False True 1
40 0.7738 0.7263 0.0475 6.5% 0.0013 0.2% 0% False True 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 0.7263
2.618 0.7263
1.618 0.7263
1.000 0.7263
0.618 0.7263
HIGH 0.7263
0.618 0.7263
0.500 0.7263
0.382 0.7263
LOW 0.7263
0.618 0.7263
1.000 0.7263
1.618 0.7263
2.618 0.7263
4.250 0.7263
Fisher Pivots for day following 09-May-2016
Pivot 1 day 3 day
R1 0.7263 0.7331
PP 0.7263 0.7308
S1 0.7263 0.7286

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

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