CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 20-May-2016
Day Change Summary
Previous Current
19-May-2016 20-May-2016 Change Change % Previous Week
Open 0.7170 0.7170 0.0000 0.0% 0.7234
High 0.7171 0.7170 -0.0001 0.0% 0.7270
Low 0.7158 0.7170 0.0012 0.2% 0.7158
Close 0.7171 0.7170 -0.0001 0.0% 0.7170
Range 0.0013 0.0000 -0.0013 -100.0% 0.0112
ATR 0.0051 0.0047 -0.0004 -7.0% 0.0000
Volume 2 0 -2 -100.0% 4
Daily Pivots for day following 20-May-2016
Classic Woodie Camarilla DeMark
R4 0.7170 0.7170 0.7170
R3 0.7170 0.7170 0.7170
R2 0.7170 0.7170 0.7170
R1 0.7170 0.7170 0.7170 0.7170
PP 0.7170 0.7170 0.7170 0.7170
S1 0.7170 0.7170 0.7170 0.7170
S2 0.7170 0.7170 0.7170
S3 0.7170 0.7170 0.7170
S4 0.7170 0.7170 0.7170
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 0.7535 0.7465 0.7232
R3 0.7423 0.7353 0.7201
R2 0.7311 0.7311 0.7191
R1 0.7241 0.7241 0.7180 0.7220
PP 0.7199 0.7199 0.7199 0.7189
S1 0.7129 0.7129 0.7160 0.7108
S2 0.7087 0.7087 0.7149
S3 0.6975 0.7017 0.7139
S4 0.6863 0.6905 0.7108
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7270 0.7158 0.0112 1.6% 0.0003 0.0% 11% False False
10 0.7320 0.7158 0.0162 2.3% 0.0008 0.1% 7% False False
20 0.7661 0.7158 0.0503 7.0% 0.0008 0.1% 2% False False 1
40 0.7738 0.7158 0.0580 8.1% 0.0008 0.1% 2% False False 1
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
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 0.7170
2.618 0.7170
1.618 0.7170
1.000 0.7170
0.618 0.7170
HIGH 0.7170
0.618 0.7170
0.500 0.7170
0.382 0.7170
LOW 0.7170
0.618 0.7170
1.000 0.7170
1.618 0.7170
2.618 0.7170
4.250 0.7170
Fisher Pivots for day following 20-May-2016
Pivot 1 day 3 day
R1 0.7170 0.7171
PP 0.7170 0.7170
S1 0.7170 0.7170

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

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