CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 03-Oct-2016
Day Change Summary
Previous Current
30-Sep-2016 03-Oct-2016 Change Change % Previous Week
Open 0.7619 0.7650 0.0031 0.4% 0.7601
High 0.7659 0.7669 0.0010 0.1% 0.7696
Low 0.7575 0.7628 0.0053 0.7% 0.7575
Close 0.7649 0.7660 0.0011 0.1% 0.7649
Range 0.0084 0.0041 -0.0043 -51.2% 0.0121
ATR 0.0072 0.0070 -0.0002 -3.1% 0.0000
Volume 99,308 62,595 -36,713 -37.0% 420,633
Daily Pivots for day following 03-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7775 0.7759 0.7683
R3 0.7734 0.7718 0.7671
R2 0.7693 0.7693 0.7668
R1 0.7677 0.7677 0.7664 0.7685
PP 0.7652 0.7652 0.7652 0.7657
S1 0.7636 0.7636 0.7656 0.7644
S2 0.7611 0.7611 0.7652
S3 0.7570 0.7595 0.7649
S4 0.7529 0.7554 0.7637
Weekly Pivots for week ending 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.8003 0.7947 0.7716
R3 0.7882 0.7826 0.7682
R2 0.7761 0.7761 0.7671
R1 0.7705 0.7705 0.7660 0.7733
PP 0.7640 0.7640 0.7640 0.7654
S1 0.7584 0.7584 0.7638 0.7612
S2 0.7519 0.7519 0.7627
S3 0.7398 0.7463 0.7616
S4 0.7277 0.7342 0.7582
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7696 0.7575 0.0121 1.6% 0.0069 0.9% 70% False False 85,004
10 0.7696 0.7514 0.0182 2.4% 0.0062 0.8% 80% False False 82,383
20 0.7713 0.7423 0.0290 3.8% 0.0073 1.0% 82% False False 58,699
40 0.7728 0.7423 0.0305 4.0% 0.0070 0.9% 78% False False 29,613
60 0.7728 0.7394 0.0334 4.4% 0.0070 0.9% 80% False False 19,803
80 0.7728 0.7242 0.0486 6.3% 0.0071 0.9% 86% False False 14,879
100 0.7728 0.7121 0.0607 7.9% 0.0060 0.8% 89% False False 11,907
120 0.7738 0.7121 0.0617 8.1% 0.0052 0.7% 87% False False 9,923
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7843
2.618 0.7776
1.618 0.7735
1.000 0.7710
0.618 0.7694
HIGH 0.7669
0.618 0.7653
0.500 0.7649
0.382 0.7644
LOW 0.7628
0.618 0.7603
1.000 0.7587
1.618 0.7562
2.618 0.7521
4.250 0.7454
Fisher Pivots for day following 03-Oct-2016
Pivot 1 day 3 day
R1 0.7656 0.7652
PP 0.7652 0.7644
S1 0.7649 0.7636

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

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