CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 21-Sep-2016
Day Change Summary
Previous Current
20-Sep-2016 21-Sep-2016 Change Change % Previous Week
Open 0.7520 0.7538 0.0018 0.2% 0.7526
High 0.7548 0.7614 0.0066 0.9% 0.7550
Low 0.7514 0.7518 0.0004 0.1% 0.7423
Close 0.7534 0.7586 0.0052 0.7% 0.7462
Range 0.0034 0.0096 0.0062 182.4% 0.0127
ATR 0.0074 0.0075 0.0002 2.2% 0.0000
Volume 64,359 116,303 51,944 80.7% 250,608
Daily Pivots for day following 21-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7861 0.7819 0.7639
R3 0.7765 0.7723 0.7612
R2 0.7669 0.7669 0.7604
R1 0.7627 0.7627 0.7595 0.7648
PP 0.7573 0.7573 0.7573 0.7583
S1 0.7531 0.7531 0.7577 0.7552
S2 0.7477 0.7477 0.7568
S3 0.7381 0.7435 0.7560
S4 0.7285 0.7339 0.7533
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 0.7614 0.7429 0.0185 2.4% 0.0069 0.9% 85% True False 79,971
10 0.7713 0.7423 0.0290 3.8% 0.0080 1.1% 56% False False 52,344
20 0.7713 0.7423 0.0290 3.8% 0.0075 1.0% 56% False False 26,823
40 0.7728 0.7394 0.0334 4.4% 0.0075 1.0% 57% False False 13,579
60 0.7728 0.7323 0.0405 5.3% 0.0071 0.9% 65% False False 9,098
80 0.7728 0.7160 0.0568 7.5% 0.0068 0.9% 75% False False 6,843
100 0.7728 0.7121 0.0607 8.0% 0.0055 0.7% 77% False False 5,476
120 0.7738 0.7121 0.0617 8.1% 0.0048 0.6% 75% False False 4,563
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8022
2.618 0.7865
1.618 0.7769
1.000 0.7710
0.618 0.7673
HIGH 0.7614
0.618 0.7577
0.500 0.7566
0.382 0.7555
LOW 0.7518
0.618 0.7459
1.000 0.7422
1.618 0.7363
2.618 0.7267
4.250 0.7110
Fisher Pivots for day following 21-Sep-2016
Pivot 1 day 3 day
R1 0.7579 0.7571
PP 0.7573 0.7556
S1 0.7566 0.7542

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

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