CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 27-Sep-2016
Day Change Summary
Previous Current
26-Sep-2016 27-Sep-2016 Change Change % Previous Week
Open 0.7601 0.7622 0.0021 0.3% 0.7470
High 0.7634 0.7680 0.0046 0.6% 0.7658
Low 0.7587 0.7596 0.0009 0.1% 0.7469
Close 0.7621 0.7649 0.0028 0.4% 0.7602
Range 0.0047 0.0084 0.0037 78.7% 0.0189
ATR 0.0071 0.0072 0.0001 1.3% 0.0000
Volume 58,206 92,316 34,110 58.6% 417,809
Daily Pivots for day following 27-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7894 0.7855 0.7695
R3 0.7810 0.7771 0.7672
R2 0.7726 0.7726 0.7664
R1 0.7687 0.7687 0.7657 0.7707
PP 0.7642 0.7642 0.7642 0.7651
S1 0.7603 0.7603 0.7641 0.7623
S2 0.7558 0.7558 0.7634
S3 0.7474 0.7519 0.7626
S4 0.7390 0.7435 0.7603
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 0.7680 0.7518 0.0162 2.1% 0.0064 0.8% 81% True False 85,354
10 0.7680 0.7429 0.0251 3.3% 0.0061 0.8% 88% True False 76,489
20 0.7713 0.7423 0.0290 3.8% 0.0073 1.0% 78% False False 42,291
40 0.7728 0.7423 0.0305 4.0% 0.0071 0.9% 74% False False 21,321
60 0.7728 0.7379 0.0349 4.6% 0.0072 0.9% 77% False False 14,268
80 0.7728 0.7242 0.0486 6.4% 0.0069 0.9% 84% False False 10,724
100 0.7728 0.7121 0.0607 7.9% 0.0058 0.8% 87% False False 8,580
120 0.7738 0.7121 0.0617 8.1% 0.0050 0.6% 86% False False 7,150
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0013
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8037
2.618 0.7900
1.618 0.7816
1.000 0.7764
0.618 0.7732
HIGH 0.7680
0.618 0.7648
0.500 0.7638
0.382 0.7628
LOW 0.7596
0.618 0.7544
1.000 0.7512
1.618 0.7460
2.618 0.7376
4.250 0.7239
Fisher Pivots for day following 27-Sep-2016
Pivot 1 day 3 day
R1 0.7645 0.7644
PP 0.7642 0.7639
S1 0.7638 0.7634

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

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