CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 18-Oct-2016

Day Change Summary
	Previous	Current
	17-Oct-2016	18-Oct-2016	Change	Change %	Previous Week
Open	0.7608	0.7619	0.0011	0.1%	0.7584
High	0.7619	0.7678	0.0059	0.8%	0.7636
Low	0.7569	0.7613	0.0044	0.6%	0.7494
Close	0.7615	0.7654	0.0039	0.5%	0.7599
Range	0.0050	0.0065	0.0015	30.0%	0.0142
ATR	0.0068	0.0068	0.0000	-0.4%	0.0000
Volume	63,338	87,129	23,791	37.6%	475,687

Daily Pivots for day following 18-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7843	0.7814	0.7690
R3	0.7778	0.7749	0.7672
R2	0.7713	0.7713	0.7666
R1	0.7684	0.7684	0.7660	0.7699
PP	0.7648	0.7648	0.7648	0.7656
S1	0.7619	0.7619	0.7648	0.7634
S2	0.7583	0.7583	0.7642
S3	0.7518	0.7554	0.7636
S4	0.7453	0.7489	0.7618

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	0.7678	0.7494	0.0184	2.4%	0.0067	0.9%	87%	True	False	94,616
10	0.7678	0.7494	0.0184	2.4%	0.0065	0.8%	87%	True	False	93,362
20	0.7696	0.7494	0.0202	2.6%	0.0066	0.9%	79%	False	False	89,718
40	0.7713	0.7423	0.0290	3.8%	0.0069	0.9%	80%	False	False	55,366
60	0.7728	0.7394	0.0334	4.4%	0.0071	0.9%	78%	False	False	37,024
80	0.7728	0.7281	0.0447	5.8%	0.0070	0.9%	83%	False	False	27,806
100	0.7728	0.7151	0.0577	7.5%	0.0067	0.9%	87%	False	False	22,255
120	0.7728	0.7121	0.0607	7.9%	0.0056	0.7%	88%	False	False	18,547

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7954
2.618	0.7848
1.618	0.7783
1.000	0.7743
0.618	0.7718
HIGH	0.7678
0.618	0.7653
0.500	0.7646
0.382	0.7638
LOW	0.7613
0.618	0.7573
1.000	0.7548
1.618	0.7508
2.618	0.7443
4.250	0.7337

Fisher Pivots for day following 18-Oct-2016
Pivot	1 day	3 day
R1	0.7651	0.7640
PP	0.7648	0.7626
S1	0.7646	0.7612

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