CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 20-Sep-2016
Day Change Summary
Previous Current
19-Sep-2016 20-Sep-2016 Change Change % Previous Week
Open 0.7470 0.7520 0.0050 0.7% 0.7526
High 0.7555 0.7548 -0.0007 -0.1% 0.7550
Low 0.7469 0.7514 0.0045 0.6% 0.7423
Close 0.7530 0.7534 0.0004 0.1% 0.7462
Range 0.0086 0.0034 -0.0052 -60.5% 0.0127
ATR 0.0077 0.0074 -0.0003 -4.0% 0.0000
Volume 77,201 64,359 -12,842 -16.6% 250,608
Daily Pivots for day following 20-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7634 0.7618 0.7553
R3 0.7600 0.7584 0.7543
R2 0.7566 0.7566 0.7540
R1 0.7550 0.7550 0.7537 0.7558
PP 0.7532 0.7532 0.7532 0.7536
S1 0.7516 0.7516 0.7531 0.7524
S2 0.7498 0.7498 0.7528
S3 0.7464 0.7482 0.7525
S4 0.7430 0.7448 0.7515
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7859 0.7788 0.7532
R3 0.7732 0.7661 0.7497
R2 0.7605 0.7605 0.7485
R1 0.7534 0.7534 0.7474 0.7506
PP 0.7478 0.7478 0.7478 0.7465
S1 0.7407 0.7407 0.7450 0.7379
S2 0.7351 0.7351 0.7439
S3 0.7224 0.7280 0.7427
S4 0.7097 0.7153 0.7392
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7555 0.7429 0.0126 1.7% 0.0058 0.8% 83% False False 67,625
10 0.7713 0.7423 0.0290 3.8% 0.0075 1.0% 38% False False 40,958
20 0.7713 0.7423 0.0290 3.8% 0.0072 1.0% 38% False False 21,014
40 0.7728 0.7394 0.0334 4.4% 0.0074 1.0% 42% False False 10,677
60 0.7728 0.7281 0.0447 5.9% 0.0071 0.9% 57% False False 7,169
80 0.7728 0.7151 0.0577 7.7% 0.0067 0.9% 66% False False 5,389
100 0.7728 0.7121 0.0607 8.1% 0.0055 0.7% 68% False False 4,313
120 0.7738 0.7121 0.0617 8.2% 0.0047 0.6% 67% False False 3,594
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 0.7692
2.618 0.7637
1.618 0.7603
1.000 0.7582
0.618 0.7569
HIGH 0.7548
0.618 0.7535
0.500 0.7531
0.382 0.7527
LOW 0.7514
0.618 0.7493
1.000 0.7480
1.618 0.7459
2.618 0.7425
4.250 0.7370
Fisher Pivots for day following 20-Sep-2016
Pivot 1 day 3 day
R1 0.7533 0.7525
PP 0.7532 0.7516
S1 0.7531 0.7507

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

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