CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 26-Jul-2016

Day Change Summary
	Previous	Current
	25-Jul-2016	26-Jul-2016	Change	Change %	Previous Week
Open	0.7433	0.7475	0.0042	0.6%	0.7539
High	0.7456	0.7506	0.0050	0.7%	0.7566
Low	0.7422	0.7432	0.0010	0.1%	0.7410
Close	0.7434	0.7472	0.0038	0.5%	0.7432
Range	0.0034	0.0074	0.0040	117.7%	0.0156
ATR	0.0071	0.0072	0.0000	0.3%	0.0000
Volume	459	202	-257	-56.0%	915

Daily Pivots for day following 26-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7692	0.7656	0.7513
R3	0.7618	0.7582	0.7492
R2	0.7544	0.7544	0.7486
R1	0.7508	0.7508	0.7479	0.7489
PP	0.7470	0.7470	0.7470	0.7461
S1	0.7434	0.7434	0.7465	0.7415
S2	0.7396	0.7396	0.7458
S3	0.7322	0.7360	0.7452
S4	0.7248	0.7286	0.7431

Weekly Pivots for week ending 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7937	0.7841	0.7518
R3	0.7781	0.7685	0.7475
R2	0.7625	0.7625	0.7461
R1	0.7529	0.7529	0.7446	0.7499
PP	0.7469	0.7469	0.7469	0.7455
S1	0.7373	0.7373	0.7418	0.7343
S2	0.7313	0.7313	0.7403
S3	0.7157	0.7217	0.7389
S4	0.7001	0.7061	0.7346

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7506	0.7410	0.0096	1.3%	0.0055	0.7%	65%	True	False	254
10	0.7636	0.7410	0.0226	3.0%	0.0063	0.8%	27%	False	False	173
20	0.7636	0.7323	0.0313	4.2%	0.0062	0.8%	48%	False	False	136
40	0.7636	0.7160	0.0476	6.4%	0.0061	0.8%	66%	False	False	107
60	0.7636	0.7121	0.0515	6.9%	0.0042	0.6%	68%	False	False	73
80	0.7738	0.7121	0.0617	8.3%	0.0034	0.5%	57%	False	False	55
100	0.7738	0.7121	0.0617	8.3%	0.0031	0.4%	57%	False	False	45

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7820
2.618	0.7700
1.618	0.7626
1.000	0.7580
0.618	0.7552
HIGH	0.7506
0.618	0.7478
0.500	0.7469
0.382	0.7460
LOW	0.7432
0.618	0.7386
1.000	0.7358
1.618	0.7312
2.618	0.7238
4.250	0.7118

Fisher Pivots for day following 26-Jul-2016
Pivot	1 day	3 day
R1	0.7471	0.7467
PP	0.7470	0.7463
S1	0.7469	0.7458

Download as Excel Spreadsheet

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

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