CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 14-Oct-2016

Day Change Summary
	Previous	Current
	13-Oct-2016	14-Oct-2016	Change	Change %	Previous Week
Open	0.7555	0.7552	-0.0003	0.0%	0.7584
High	0.7570	0.7636	0.0066	0.9%	0.7636
Low	0.7494	0.7545	0.0051	0.7%	0.7494
Close	0.7565	0.7599	0.0034	0.4%	0.7599
Range	0.0076	0.0091	0.0015	19.7%	0.0142
ATR	0.0068	0.0070	0.0002	2.4%	0.0000
Volume	111,053	116,639	5,586	5.0%	475,687

Daily Pivots for day following 14-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7866	0.7824	0.7649
R3	0.7775	0.7733	0.7624
R2	0.7684	0.7684	0.7616
R1	0.7642	0.7642	0.7607	0.7663
PP	0.7593	0.7593	0.7593	0.7604
S1	0.7551	0.7551	0.7591	0.7572
S2	0.7502	0.7502	0.7582
S3	0.7411	0.7460	0.7574
S4	0.7320	0.7369	0.7549

Weekly Pivots for week ending 14-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8002	0.7943	0.7677
R3	0.7860	0.7801	0.7638
R2	0.7718	0.7718	0.7625
R1	0.7659	0.7659	0.7612	0.7688
PP	0.7576	0.7576	0.7576	0.7591
S1	0.7517	0.7517	0.7586	0.7547
S2	0.7434	0.7434	0.7573
S3	0.7292	0.7375	0.7560
S4	0.7150	0.7233	0.7521

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7636	0.7494	0.0142	1.9%	0.0070	0.9%	74%	True	False	95,137
10	0.7678	0.7494	0.0184	2.4%	0.0066	0.9%	57%	False	False	94,701
20	0.7696	0.7469	0.0227	3.0%	0.0066	0.9%	57%	False	False	89,272
40	0.7713	0.7423	0.0290	3.8%	0.0069	0.9%	61%	False	False	51,618
60	0.7728	0.7394	0.0334	4.4%	0.0071	0.9%	61%	False	False	34,527
80	0.7728	0.7272	0.0456	6.0%	0.0073	1.0%	72%	False	False	25,928
100	0.7728	0.7149	0.0579	7.6%	0.0065	0.9%	78%	False	False	20,750
120	0.7728	0.7121	0.0607	8.0%	0.0056	0.7%	79%	False	False	17,293

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.8023
2.618	0.7874
1.618	0.7783
1.000	0.7727
0.618	0.7692
HIGH	0.7636
0.618	0.7601
0.500	0.7591
0.382	0.7580
LOW	0.7545
0.618	0.7489
1.000	0.7454
1.618	0.7398
2.618	0.7307
4.250	0.7158

Fisher Pivots for day following 14-Oct-2016
Pivot	1 day	3 day
R1	0.7596	0.7588
PP	0.7593	0.7576
S1	0.7591	0.7565

Download as Excel Spreadsheet

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

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