CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 19-Oct-2016
Day Change Summary
Previous Current
18-Oct-2016 19-Oct-2016 Change Change % Previous Week
Open 0.7619 0.7661 0.0042 0.6% 0.7584
High 0.7678 0.7718 0.0040 0.5% 0.7636
Low 0.7613 0.7647 0.0034 0.4% 0.7494
Close 0.7654 0.7704 0.0050 0.7% 0.7599
Range 0.0065 0.0071 0.0006 9.2% 0.0142
ATR 0.0068 0.0068 0.0000 0.3% 0.0000
Volume 87,129 91,885 4,756 5.5% 475,687
Daily Pivots for day following 19-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7903 0.7874 0.7743
R3 0.7832 0.7803 0.7724
R2 0.7761 0.7761 0.7717
R1 0.7732 0.7732 0.7711 0.7746
PP 0.7690 0.7690 0.7690 0.7697
S1 0.7661 0.7661 0.7697 0.7676
S2 0.7619 0.7619 0.7691
S3 0.7548 0.7590 0.7684
S4 0.7477 0.7519 0.7665
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 0.7718 0.7494 0.0224 2.9% 0.0071 0.9% 94% True False 94,008
10 0.7718 0.7494 0.0224 2.9% 0.0067 0.9% 94% True False 92,528
20 0.7718 0.7494 0.0224 2.9% 0.0064 0.8% 94% True False 88,497
40 0.7718 0.7423 0.0295 3.8% 0.0070 0.9% 95% True False 57,660
60 0.7728 0.7394 0.0334 4.3% 0.0071 0.9% 93% False False 38,552
80 0.7728 0.7323 0.0405 5.3% 0.0069 0.9% 94% False False 28,948
100 0.7728 0.7160 0.0568 7.4% 0.0067 0.9% 96% False False 23,174
120 0.7728 0.7121 0.0607 7.9% 0.0057 0.7% 96% False False 19,312
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8020
2.618 0.7904
1.618 0.7833
1.000 0.7789
0.618 0.7762
HIGH 0.7718
0.618 0.7691
0.500 0.7683
0.382 0.7674
LOW 0.7647
0.618 0.7603
1.000 0.7576
1.618 0.7532
2.618 0.7461
4.250 0.7345
Fisher Pivots for day following 19-Oct-2016
Pivot 1 day 3 day
R1 0.7697 0.7684
PP 0.7690 0.7664
S1 0.7683 0.7644

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

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