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

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

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