CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 13-May-2016
Day Change Summary
Previous Current
12-May-2016 13-May-2016 Change Change % Previous Week
Open 0.7319 0.7200 -0.0119 -1.6% 0.7263
High 0.7319 0.7218 -0.0101 -1.4% 0.7320
Low 0.7273 0.7200 -0.0073 -1.0% 0.7200
Close 0.7273 0.7218 -0.0055 -0.8% 0.7218
Range 0.0046 0.0018 -0.0028 -60.9% 0.0120
ATR 0.0053 0.0054 0.0001 2.7% 0.0000
Volume 1 1 0 0.0% 2
Daily Pivots for day following 13-May-2016
Classic Woodie Camarilla DeMark
R4 0.7266 0.7260 0.7228
R3 0.7248 0.7242 0.7223
R2 0.7230 0.7230 0.7221
R1 0.7224 0.7224 0.7220 0.7227
PP 0.7212 0.7212 0.7212 0.7214
S1 0.7206 0.7206 0.7216 0.7209
S2 0.7194 0.7194 0.7215
S3 0.7176 0.7188 0.7213
S4 0.7158 0.7170 0.7208
Weekly Pivots for week ending 13-May-2016
Classic Woodie Camarilla DeMark
R4 0.7606 0.7532 0.7284
R3 0.7486 0.7412 0.7251
R2 0.7366 0.7366 0.7240
R1 0.7292 0.7292 0.7229 0.7269
PP 0.7246 0.7246 0.7246 0.7235
S1 0.7172 0.7172 0.7207 0.7149
S2 0.7126 0.7126 0.7196
S3 0.7006 0.7052 0.7185
S4 0.6886 0.6932 0.7152
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7320 0.7200 0.0120 1.7% 0.0013 0.2% 15% False True
10 0.7588 0.7200 0.0388 5.4% 0.0008 0.1% 5% False True
20 0.7738 0.7200 0.0538 7.5% 0.0010 0.1% 3% False True 1
40 0.7738 0.7200 0.0538 7.5% 0.0009 0.1% 3% 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 0.7295
2.618 0.7265
1.618 0.7247
1.000 0.7236
0.618 0.7229
HIGH 0.7218
0.618 0.7211
0.500 0.7209
0.382 0.7207
LOW 0.7200
0.618 0.7189
1.000 0.7182
1.618 0.7171
2.618 0.7153
4.250 0.7124
Fisher Pivots for day following 13-May-2016
Pivot 1 day 3 day
R1 0.7215 0.7260
PP 0.7212 0.7246
S1 0.7209 0.7232

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

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