CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 12-Oct-2016

Day Change Summary
	Previous	Current
	11-Oct-2016	12-Oct-2016	Change	Change %	Previous Week
Open	0.7596	0.7525	-0.0071	-0.9%	0.7650
High	0.7599	0.7579	-0.0020	-0.3%	0.7678
Low	0.7520	0.7524	0.0004	0.1%	0.7540
Close	0.7531	0.7551	0.0020	0.3%	0.7567
Range	0.0079	0.0055	-0.0024	-30.4%	0.0138
ATR	0.0069	0.0068	-0.0001	-1.4%	0.0000
Volume	95,419	94,921	-498	-0.5%	471,329

Daily Pivots for day following 12-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7716	0.7689	0.7581
R3	0.7661	0.7634	0.7566
R2	0.7606	0.7606	0.7561
R1	0.7579	0.7579	0.7556	0.7593
PP	0.7551	0.7551	0.7551	0.7558
S1	0.7524	0.7524	0.7546	0.7538
S2	0.7496	0.7496	0.7541
S3	0.7441	0.7469	0.7536
S4	0.7386	0.7414	0.7521

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	0.7616	0.7520	0.0096	1.3%	0.0063	0.8%	32%	False	False	91,048
10	0.7696	0.7520	0.0176	2.3%	0.0066	0.9%	18%	False	False	91,113
20	0.7696	0.7429	0.0267	3.5%	0.0064	0.8%	46%	False	False	84,987
40	0.7713	0.7423	0.0290	3.8%	0.0069	0.9%	44%	False	False	45,955
60	0.7728	0.7394	0.0334	4.4%	0.0070	0.9%	47%	False	False	30,739
80	0.7728	0.7272	0.0456	6.0%	0.0072	1.0%	61%	False	False	23,083
100	0.7728	0.7121	0.0607	8.0%	0.0064	0.8%	71%	False	False	18,475
120	0.7728	0.7121	0.0607	8.0%	0.0054	0.7%	71%	False	False	15,396

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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7813
2.618	0.7723
1.618	0.7668
1.000	0.7634
0.618	0.7613
HIGH	0.7579
0.618	0.7558
0.500	0.7552
0.382	0.7545
LOW	0.7524
0.618	0.7490
1.000	0.7469
1.618	0.7435
2.618	0.7380
4.250	0.7290

Fisher Pivots for day following 12-Oct-2016
Pivot	1 day	3 day
R1	0.7552	0.7568
PP	0.7551	0.7562
S1	0.7551	0.7557

Download as Excel Spreadsheet

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

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