CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 27-Jul-2016

Day Change Summary
	Previous	Current
	26-Jul-2016	27-Jul-2016	Change	Change %	Previous Week
Open	0.7475	0.7480	0.0005	0.1%	0.7539
High	0.7506	0.7529	0.0023	0.3%	0.7566
Low	0.7432	0.7394	-0.0038	-0.5%	0.7410
Close	0.7472	0.7449	-0.0023	-0.3%	0.7432
Range	0.0074	0.0135	0.0061	82.4%	0.0156
ATR	0.0072	0.0076	0.0005	6.3%	0.0000
Volume	202	477	275	136.1%	915

Daily Pivots for day following 27-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7862	0.7791	0.7523
R3	0.7727	0.7656	0.7486
R2	0.7592	0.7592	0.7474
R1	0.7521	0.7521	0.7461	0.7489
PP	0.7457	0.7457	0.7457	0.7442
S1	0.7386	0.7386	0.7437	0.7354
S2	0.7322	0.7322	0.7424
S3	0.7187	0.7251	0.7412
S4	0.7052	0.7116	0.7375

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	0.7529	0.7394	0.0135	1.8%	0.0072	1.0%	41%	True	True	301
10	0.7636	0.7394	0.0242	3.2%	0.0070	0.9%	23%	False	True	217
20	0.7636	0.7336	0.0300	4.0%	0.0068	0.9%	38%	False	False	154
40	0.7636	0.7160	0.0476	6.4%	0.0064	0.9%	61%	False	False	118
60	0.7636	0.7121	0.0515	6.9%	0.0045	0.6%	64%	False	False	81
80	0.7738	0.7121	0.0617	8.3%	0.0036	0.5%	53%	False	False	61
100	0.7738	0.7121	0.0617	8.3%	0.0032	0.4%	53%	False	False	49

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	0.8103
2.618	0.7882
1.618	0.7747
1.000	0.7664
0.618	0.7612
HIGH	0.7529
0.618	0.7477
0.500	0.7462
0.382	0.7446
LOW	0.7394
0.618	0.7311
1.000	0.7259
1.618	0.7176
2.618	0.7041
4.250	0.6820

Fisher Pivots for day following 27-Jul-2016
Pivot	1 day	3 day
R1	0.7462	0.7462
PP	0.7457	0.7457
S1	0.7453	0.7453

Download as Excel Spreadsheet

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

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