CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 11-Oct-2016

Day Change Summary
	Previous	Current
	10-Oct-2016	11-Oct-2016	Change	Change %	Previous Week
Open	0.7584	0.7596	0.0012	0.2%	0.7650
High	0.7616	0.7599	-0.0017	-0.2%	0.7678
Low	0.7567	0.7520	-0.0047	-0.6%	0.7540
Close	0.7593	0.7531	-0.0062	-0.8%	0.7567
Range	0.0049	0.0079	0.0030	61.2%	0.0138
ATR	0.0068	0.0069	0.0001	1.2%	0.0000
Volume	57,655	95,419	37,764	65.5%	471,329

Daily Pivots for day following 11-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7787	0.7738	0.7574
R3	0.7708	0.7659	0.7553
R2	0.7629	0.7629	0.7545
R1	0.7580	0.7580	0.7538	0.7565
PP	0.7550	0.7550	0.7550	0.7543
S1	0.7501	0.7501	0.7524	0.7486
S2	0.7471	0.7471	0.7517
S3	0.7392	0.7422	0.7509
S4	0.7313	0.7343	0.7488

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	0.7632	0.7520	0.0112	1.5%	0.0062	0.8%	10%	False	True	92,108
10	0.7696	0.7520	0.0176	2.3%	0.0066	0.9%	6%	False	True	89,451
20	0.7696	0.7429	0.0267	3.5%	0.0063	0.8%	38%	False	False	82,970
40	0.7726	0.7423	0.0303	4.0%	0.0070	0.9%	36%	False	False	43,590
60	0.7728	0.7394	0.0334	4.4%	0.0071	0.9%	41%	False	False	29,160
80	0.7728	0.7272	0.0456	6.1%	0.0072	1.0%	57%	False	False	21,896
100	0.7728	0.7121	0.0607	8.1%	0.0063	0.8%	68%	False	False	17,525
120	0.7728	0.7121	0.0607	8.1%	0.0054	0.7%	68%	False	False	14,605

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7935
2.618	0.7806
1.618	0.7727
1.000	0.7678
0.618	0.7648
HIGH	0.7599
0.618	0.7569
0.500	0.7560
0.382	0.7550
LOW	0.7520
0.618	0.7471
1.000	0.7441
1.618	0.7392
2.618	0.7313
4.250	0.7184

Fisher Pivots for day following 11-Oct-2016
Pivot	1 day	3 day
R1	0.7560	0.7568
PP	0.7550	0.7556
S1	0.7541	0.7543

Download as Excel Spreadsheet

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

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