CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 19-Aug-2016
Day Change Summary
Previous Current
18-Aug-2016 19-Aug-2016 Change Change % Previous Week
Open 0.7639 0.7645 0.0006 0.1% 0.7642
High 0.7697 0.7647 -0.0050 -0.6% 0.7726
Low 0.7625 0.7576 -0.0049 -0.6% 0.7576
Close 0.7668 0.7597 -0.0071 -0.9% 0.7597
Range 0.0072 0.0071 -0.0001 -1.4% 0.0150
ATR 0.0075 0.0077 0.0001 1.6% 0.0000
Volume 544 410 -134 -24.6% 2,085
Daily Pivots for day following 19-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7820 0.7779 0.7636
R3 0.7749 0.7708 0.7617
R2 0.7678 0.7678 0.7610
R1 0.7637 0.7637 0.7604 0.7622
PP 0.7607 0.7607 0.7607 0.7599
S1 0.7566 0.7566 0.7590 0.7551
S2 0.7536 0.7536 0.7584
S3 0.7465 0.7495 0.7577
S4 0.7394 0.7424 0.7558
Weekly Pivots for week ending 19-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.8083 0.7990 0.7680
R3 0.7933 0.7840 0.7638
R2 0.7783 0.7783 0.7625
R1 0.7690 0.7690 0.7611 0.7662
PP 0.7633 0.7633 0.7633 0.7619
S1 0.7540 0.7540 0.7583 0.7512
S2 0.7483 0.7483 0.7570
S3 0.7333 0.7390 0.7556
S4 0.7183 0.7240 0.7515
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7726 0.7576 0.0150 2.0% 0.0077 1.0% 14% False True 417
10 0.7728 0.7569 0.0159 2.1% 0.0073 1.0% 18% False False 462
20 0.7728 0.7394 0.0334 4.4% 0.0075 1.0% 61% False False 355
40 0.7728 0.7272 0.0456 6.0% 0.0077 1.0% 71% False False 246
60 0.7728 0.7151 0.0577 7.6% 0.0064 0.8% 77% False False 178
80 0.7728 0.7121 0.0607 8.0% 0.0050 0.7% 78% False False 136
100 0.7738 0.7121 0.0617 8.1% 0.0042 0.5% 77% False False 109
120 0.7738 0.7121 0.0617 8.1% 0.0038 0.5% 77% False False 91
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
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
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7949
2.618 0.7833
1.618 0.7762
1.000 0.7718
0.618 0.7691
HIGH 0.7647
0.618 0.7620
0.500 0.7612
0.382 0.7603
LOW 0.7576
0.618 0.7532
1.000 0.7505
1.618 0.7461
2.618 0.7390
4.250 0.7274
Fisher Pivots for day following 19-Aug-2016
Pivot 1 day 3 day
R1 0.7612 0.7637
PP 0.7607 0.7623
S1 0.7602 0.7610

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

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