CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 13-Jul-2016

Day Change Summary
	Previous	Current
	12-Jul-2016	13-Jul-2016	Change	Change %	Previous Week
Open	0.7531	0.7569	0.0038	0.5%	0.7469
High	0.7609	0.7596	-0.0013	-0.2%	0.7530
Low	0.7531	0.7538	0.0007	0.1%	0.7379
Close	0.7596	0.7571	-0.0025	-0.3%	0.7528
Range	0.0078	0.0058	-0.0020	-25.6%	0.0151
ATR	0.0080	0.0079	-0.0002	-2.0%	0.0000
Volume	71	38	-33	-46.5%	643

Daily Pivots for day following 13-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7742	0.7715	0.7603
R3	0.7684	0.7657	0.7587
R2	0.7626	0.7626	0.7582
R1	0.7599	0.7599	0.7576	0.7613
PP	0.7568	0.7568	0.7568	0.7575
S1	0.7541	0.7541	0.7566	0.7555
S2	0.7510	0.7510	0.7560
S3	0.7452	0.7483	0.7555
S4	0.7394	0.7425	0.7539

Weekly Pivots for week ending 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7932	0.7881	0.7611
R3	0.7781	0.7730	0.7570
R2	0.7630	0.7630	0.7556
R1	0.7579	0.7579	0.7542	0.7604
PP	0.7479	0.7479	0.7479	0.7492
S1	0.7428	0.7428	0.7514	0.7454
S2	0.7328	0.7328	0.7500
S3	0.7177	0.7277	0.7486
S4	0.7026	0.7126	0.7445

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7609	0.7433	0.0176	2.3%	0.0065	0.9%	78%	False	False	63
10	0.7609	0.7336	0.0273	3.6%	0.0065	0.9%	86%	False	False	91
20	0.7609	0.7242	0.0367	4.8%	0.0076	1.0%	90%	False	False	103
40	0.7609	0.7121	0.0488	6.4%	0.0047	0.6%	92%	False	False	68
60	0.7738	0.7121	0.0617	8.1%	0.0035	0.5%	73%	False	False	45
80	0.7738	0.7121	0.0617	8.1%	0.0028	0.4%	73%	False	False	34

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7843
2.618	0.7748
1.618	0.7690
1.000	0.7654
0.618	0.7632
HIGH	0.7596
0.618	0.7574
0.500	0.7567
0.382	0.7560
LOW	0.7538
0.618	0.7502
1.000	0.7480
1.618	0.7444
2.618	0.7386
4.250	0.7292

Fisher Pivots for day following 13-Jul-2016
Pivot	1 day	3 day
R1	0.7570	0.7563
PP	0.7568	0.7555
S1	0.7567	0.7548

Download as Excel Spreadsheet

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

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