CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 23-Aug-2016
Day Change Summary
Previous Current
22-Aug-2016 23-Aug-2016 Change Change % Previous Week
Open 0.7588 0.7608 0.0020 0.3% 0.7642
High 0.7615 0.7632 0.0017 0.2% 0.7726
Low 0.7561 0.7592 0.0031 0.4% 0.7576
Close 0.7608 0.7601 -0.0007 -0.1% 0.7597
Range 0.0054 0.0040 -0.0014 -25.9% 0.0150
ATR 0.0075 0.0073 -0.0003 -3.3% 0.0000
Volume 140 138 -2 -1.4% 2,085
Daily Pivots for day following 23-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7728 0.7705 0.7623
R3 0.7688 0.7665 0.7612
R2 0.7648 0.7648 0.7608
R1 0.7625 0.7625 0.7605 0.7617
PP 0.7608 0.7608 0.7608 0.7604
S1 0.7585 0.7585 0.7597 0.7577
S2 0.7568 0.7568 0.7594
S3 0.7528 0.7545 0.7590
S4 0.7488 0.7505 0.7579
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 0.7697 0.7561 0.0136 1.8% 0.0066 0.9% 29% False False 370
10 0.7728 0.7561 0.0167 2.2% 0.0068 0.9% 24% False False 450
20 0.7728 0.7394 0.0334 4.4% 0.0075 1.0% 62% False False 336
40 0.7728 0.7323 0.0405 5.3% 0.0068 0.9% 69% False False 236
60 0.7728 0.7160 0.0568 7.5% 0.0065 0.9% 78% False False 183
80 0.7728 0.7121 0.0607 8.0% 0.0050 0.7% 79% False False 139
100 0.7738 0.7121 0.0617 8.1% 0.0043 0.6% 78% False False 111
120 0.7738 0.7121 0.0617 8.1% 0.0039 0.5% 78% False False 93
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7802
2.618 0.7737
1.618 0.7697
1.000 0.7672
0.618 0.7657
HIGH 0.7632
0.618 0.7617
0.500 0.7612
0.382 0.7607
LOW 0.7592
0.618 0.7567
1.000 0.7552
1.618 0.7527
2.618 0.7487
4.250 0.7422
Fisher Pivots for day following 23-Aug-2016
Pivot 1 day 3 day
R1 0.7612 0.7604
PP 0.7608 0.7603
S1 0.7605 0.7602

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

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