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

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