CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 23-Sep-2016

Day Change Summary
	Previous	Current
	22-Sep-2016	23-Sep-2016	Change	Change %	Previous Week
Open	0.7615	0.7629	0.0014	0.2%	0.7470
High	0.7658	0.7637	-0.0021	-0.3%	0.7658
Low	0.7608	0.7593	-0.0015	-0.2%	0.7469
Close	0.7619	0.7602	-0.0017	-0.2%	0.7602
Range	0.0050	0.0044	-0.0006	-12.0%	0.0189
ATR	0.0075	0.0073	-0.0002	-3.0%	0.0000
Volume	89,106	70,840	-18,266	-20.5%	417,809

Daily Pivots for day following 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7743	0.7716	0.7626
R3	0.7699	0.7672	0.7614
R2	0.7655	0.7655	0.7610
R1	0.7628	0.7628	0.7606	0.7620
PP	0.7611	0.7611	0.7611	0.7606
S1	0.7584	0.7584	0.7598	0.7576
S2	0.7567	0.7567	0.7594
S3	0.7523	0.7540	0.7590
S4	0.7479	0.7496	0.7578

Weekly Pivots for week ending 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8143	0.8062	0.7706
R3	0.7954	0.7873	0.7654
R2	0.7765	0.7765	0.7637
R1	0.7684	0.7684	0.7619	0.7724
PP	0.7576	0.7576	0.7576	0.7597
S1	0.7495	0.7495	0.7585	0.7536
S2	0.7387	0.7387	0.7567
S3	0.7198	0.7306	0.7550
S4	0.7009	0.7117	0.7498

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7658	0.7469	0.0189	2.5%	0.0062	0.8%	70%	False	False	83,561
10	0.7658	0.7423	0.0235	3.1%	0.0068	0.9%	76%	False	False	66,841
20	0.7713	0.7423	0.0290	3.8%	0.0076	1.0%	62%	False	False	34,799
40	0.7728	0.7423	0.0305	4.0%	0.0073	1.0%	59%	False	False	17,564
60	0.7728	0.7370	0.0358	4.7%	0.0071	0.9%	65%	False	False	11,760
80	0.7728	0.7160	0.0568	7.5%	0.0069	0.9%	78%	False	False	8,842
100	0.7728	0.7121	0.0607	8.0%	0.0056	0.7%	79%	False	False	7,075
120	0.7738	0.7121	0.0617	8.1%	0.0049	0.6%	78%	False	False	5,896

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7824
2.618	0.7752
1.618	0.7708
1.000	0.7681
0.618	0.7664
HIGH	0.7637
0.618	0.7620
0.500	0.7615
0.382	0.7610
LOW	0.7593
0.618	0.7566
1.000	0.7549
1.618	0.7522
2.618	0.7478
4.250	0.7406

Fisher Pivots for day following 23-Sep-2016
Pivot	1 day	3 day
R1	0.7615	0.7597
PP	0.7611	0.7593
S1	0.7606	0.7588

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