CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 28-Sep-2016
Day Change Summary
Previous Current
27-Sep-2016 28-Sep-2016 Change Change % Previous Week
Open 0.7622 0.7653 0.0031 0.4% 0.7470
High 0.7680 0.7679 -0.0001 0.0% 0.7658
Low 0.7596 0.7629 0.0033 0.4% 0.7469
Close 0.7649 0.7674 0.0025 0.3% 0.7602
Range 0.0084 0.0050 -0.0034 -40.5% 0.0189
ATR 0.0072 0.0070 -0.0002 -2.2% 0.0000
Volume 92,316 78,299 -14,017 -15.2% 417,809
Daily Pivots for day following 28-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7811 0.7792 0.7702
R3 0.7761 0.7742 0.7688
R2 0.7711 0.7711 0.7683
R1 0.7692 0.7692 0.7679 0.7702
PP 0.7661 0.7661 0.7661 0.7665
S1 0.7642 0.7642 0.7669 0.7652
S2 0.7611 0.7611 0.7665
S3 0.7561 0.7592 0.7660
S4 0.7511 0.7542 0.7647
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 0.7587 0.0093 1.2% 0.0055 0.7% 94% False False 77,753
10 0.7680 0.7429 0.0251 3.3% 0.0062 0.8% 98% False False 78,862
20 0.7713 0.7423 0.0290 3.8% 0.0071 0.9% 87% False False 46,178
40 0.7728 0.7423 0.0305 4.0% 0.0069 0.9% 82% False False 23,268
60 0.7728 0.7379 0.0349 4.5% 0.0071 0.9% 85% False False 15,570
80 0.7728 0.7242 0.0486 6.3% 0.0070 0.9% 89% False False 11,702
100 0.7728 0.7121 0.0607 7.9% 0.0058 0.8% 91% False False 9,363
120 0.7738 0.7121 0.0617 8.0% 0.0050 0.7% 90% False False 7,803
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7891
2.618 0.7810
1.618 0.7760
1.000 0.7729
0.618 0.7710
HIGH 0.7679
0.618 0.7660
0.500 0.7654
0.382 0.7648
LOW 0.7629
0.618 0.7598
1.000 0.7579
1.618 0.7548
2.618 0.7498
4.250 0.7417
Fisher Pivots for day following 28-Sep-2016
Pivot 1 day 3 day
R1 0.7667 0.7661
PP 0.7661 0.7647
S1 0.7654 0.7634

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

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