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

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

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