CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 10-Oct-2016
Day Change Summary
Previous Current
07-Oct-2016 10-Oct-2016 Change Change % Previous Week
Open 0.7572 0.7584 0.0012 0.2% 0.7650
High 0.7612 0.7616 0.0004 0.1% 0.7678
Low 0.7540 0.7567 0.0027 0.4% 0.7540
Close 0.7567 0.7593 0.0026 0.3% 0.7567
Range 0.0072 0.0049 -0.0023 -31.9% 0.0138
ATR 0.0069 0.0068 -0.0001 -2.1% 0.0000
Volume 116,705 57,655 -59,050 -50.6% 471,329
Daily Pivots for day following 10-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7739 0.7715 0.7620
R3 0.7690 0.7666 0.7606
R2 0.7641 0.7641 0.7602
R1 0.7617 0.7617 0.7597 0.7629
PP 0.7592 0.7592 0.7592 0.7598
S1 0.7568 0.7568 0.7589 0.7580
S2 0.7543 0.7543 0.7584
S3 0.7494 0.7519 0.7580
S4 0.7445 0.7470 0.7566
Weekly Pivots for week ending 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.8009 0.7926 0.7643
R3 0.7871 0.7788 0.7605
R2 0.7733 0.7733 0.7592
R1 0.7650 0.7650 0.7580 0.7623
PP 0.7595 0.7595 0.7595 0.7581
S1 0.7512 0.7512 0.7554 0.7485
S2 0.7457 0.7457 0.7542
S3 0.7319 0.7374 0.7529
S4 0.7181 0.7236 0.7491
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7678 0.7540 0.0138 1.8% 0.0063 0.8% 38% False False 93,277
10 0.7696 0.7540 0.0156 2.1% 0.0066 0.9% 34% False False 89,141
20 0.7696 0.7423 0.0273 3.6% 0.0066 0.9% 62% False False 80,048
40 0.7726 0.7423 0.0303 4.0% 0.0070 0.9% 56% False False 41,209
60 0.7728 0.7394 0.0334 4.4% 0.0070 0.9% 60% False False 27,572
80 0.7728 0.7272 0.0456 6.0% 0.0071 0.9% 70% False False 20,704
100 0.7728 0.7121 0.0607 8.0% 0.0063 0.8% 78% False False 16,571
120 0.7728 0.7121 0.0607 8.0% 0.0054 0.7% 78% False False 13,809
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
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 0.0022
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7824
2.618 0.7744
1.618 0.7695
1.000 0.7665
0.618 0.7646
HIGH 0.7616
0.618 0.7597
0.500 0.7592
0.382 0.7586
LOW 0.7567
0.618 0.7537
1.000 0.7518
1.618 0.7488
2.618 0.7439
4.250 0.7359
Fisher Pivots for day following 10-Oct-2016
Pivot 1 day 3 day
R1 0.7593 0.7588
PP 0.7592 0.7583
S1 0.7592 0.7578

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

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