CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 22-Aug-2016

Day Change Summary
	Previous	Current
	19-Aug-2016	22-Aug-2016	Change	Change %	Previous Week
Open	0.7645	0.7588	-0.0057	-0.7%	0.7642
High	0.7647	0.7615	-0.0032	-0.4%	0.7726
Low	0.7576	0.7561	-0.0015	-0.2%	0.7576
Close	0.7597	0.7608	0.0011	0.1%	0.7597
Range	0.0071	0.0054	-0.0017	-23.9%	0.0150
ATR	0.0077	0.0075	-0.0002	-2.1%	0.0000
Volume	410	140	-270	-65.9%	2,085

Daily Pivots for day following 22-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7757	0.7736	0.7638
R3	0.7703	0.7682	0.7623
R2	0.7649	0.7649	0.7618
R1	0.7628	0.7628	0.7613	0.7639
PP	0.7595	0.7595	0.7595	0.7600
S1	0.7574	0.7574	0.7603	0.7585
S2	0.7541	0.7541	0.7598
S3	0.7487	0.7520	0.7593
S4	0.7433	0.7466	0.7578

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	0.7561	0.0165	2.2%	0.0077	1.0%	28%	False	True	409
10	0.7728	0.7561	0.0167	2.2%	0.0070	0.9%	28%	False	True	463
20	0.7728	0.7394	0.0334	4.4%	0.0076	1.0%	64%	False	False	339
40	0.7728	0.7281	0.0447	5.9%	0.0070	0.9%	73%	False	False	246
60	0.7728	0.7151	0.0577	7.6%	0.0065	0.9%	79%	False	False	181
80	0.7728	0.7121	0.0607	8.0%	0.0050	0.7%	80%	False	False	137
100	0.7738	0.7121	0.0617	8.1%	0.0042	0.6%	79%	False	False	110
120	0.7738	0.7121	0.0617	8.1%	0.0038	0.5%	79%	False	False	92

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0018
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7845
2.618	0.7756
1.618	0.7702
1.000	0.7669
0.618	0.7648
HIGH	0.7615
0.618	0.7594
0.500	0.7588
0.382	0.7582
LOW	0.7561
0.618	0.7528
1.000	0.7507
1.618	0.7474
2.618	0.7420
4.250	0.7331

Fisher Pivots for day following 22-Aug-2016
Pivot	1 day	3 day
R1	0.7601	0.7629
PP	0.7595	0.7622
S1	0.7588	0.7615

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols