CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 25-Aug-2016
Day Change Summary
Previous Current
24-Aug-2016 25-Aug-2016 Change Change % Previous Week
Open 0.7589 0.7591 0.0002 0.0% 0.7642
High 0.7611 0.7616 0.0005 0.1% 0.7726
Low 0.7568 0.7581 0.0013 0.2% 0.7576
Close 0.7588 0.7594 0.0006 0.1% 0.7597
Range 0.0043 0.0035 -0.0008 -18.6% 0.0150
ATR 0.0070 0.0068 -0.0003 -3.6% 0.0000
Volume 304 108 -196 -64.5% 2,085
Daily Pivots for day following 25-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7702 0.7683 0.7613
R3 0.7667 0.7648 0.7604
R2 0.7632 0.7632 0.7600
R1 0.7613 0.7613 0.7597 0.7623
PP 0.7597 0.7597 0.7597 0.7602
S1 0.7578 0.7578 0.7591 0.7588
S2 0.7562 0.7562 0.7588
S3 0.7527 0.7543 0.7584
S4 0.7492 0.7508 0.7575
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 0.7647 0.7561 0.0086 1.1% 0.0049 0.6% 38% False False 220
10 0.7726 0.7561 0.0165 2.2% 0.0064 0.8% 20% False False 428
20 0.7728 0.7464 0.0264 3.5% 0.0069 0.9% 49% False False 329
40 0.7728 0.7370 0.0358 4.7% 0.0068 0.9% 63% False False 241
60 0.7728 0.7160 0.0568 7.5% 0.0066 0.9% 76% False False 190
80 0.7728 0.7121 0.0607 8.0% 0.0051 0.7% 78% False False 144
100 0.7738 0.7121 0.0617 8.1% 0.0043 0.6% 77% False False 115
120 0.7738 0.7121 0.0617 8.1% 0.0038 0.5% 77% False False 96
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7765
2.618 0.7708
1.618 0.7673
1.000 0.7651
0.618 0.7638
HIGH 0.7616
0.618 0.7603
0.500 0.7599
0.382 0.7594
LOW 0.7581
0.618 0.7559
1.000 0.7546
1.618 0.7524
2.618 0.7489
4.250 0.7432
Fisher Pivots for day following 25-Aug-2016
Pivot 1 day 3 day
R1 0.7599 0.7600
PP 0.7597 0.7598
S1 0.7596 0.7596

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

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