CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 20-Oct-2016
Day Change Summary
Previous Current
19-Oct-2016 20-Oct-2016 Change Change % Previous Week
Open 0.7661 0.7712 0.0051 0.7% 0.7584
High 0.7718 0.7725 0.0007 0.1% 0.7636
Low 0.7647 0.7610 -0.0037 -0.5% 0.7494
Close 0.7704 0.7615 -0.0089 -1.2% 0.7599
Range 0.0071 0.0115 0.0044 62.0% 0.0142
ATR 0.0068 0.0072 0.0003 4.9% 0.0000
Volume 91,885 113,793 21,908 23.8% 475,687
Daily Pivots for day following 20-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7995 0.7920 0.7678
R3 0.7880 0.7805 0.7647
R2 0.7765 0.7765 0.7636
R1 0.7690 0.7690 0.7626 0.7670
PP 0.7650 0.7650 0.7650 0.7640
S1 0.7575 0.7575 0.7604 0.7555
S2 0.7535 0.7535 0.7594
S3 0.7420 0.7460 0.7583
S4 0.7305 0.7345 0.7552
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 0.7725 0.7545 0.0180 2.4% 0.0078 1.0% 39% True False 94,556
10 0.7725 0.7494 0.0231 3.0% 0.0072 0.9% 52% True False 94,853
20 0.7725 0.7494 0.0231 3.0% 0.0068 0.9% 52% True False 89,731
40 0.7725 0.7423 0.0302 4.0% 0.0072 0.9% 64% True False 60,497
60 0.7728 0.7423 0.0305 4.0% 0.0071 0.9% 63% False False 40,440
80 0.7728 0.7336 0.0392 5.1% 0.0070 0.9% 71% False False 30,369
100 0.7728 0.7160 0.0568 7.5% 0.0068 0.9% 80% False False 24,312
120 0.7728 0.7121 0.0607 8.0% 0.0058 0.8% 81% False False 20,261
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 0.8214
2.618 0.8026
1.618 0.7911
1.000 0.7840
0.618 0.7796
HIGH 0.7725
0.618 0.7681
0.500 0.7668
0.382 0.7654
LOW 0.7610
0.618 0.7539
1.000 0.7495
1.618 0.7424
2.618 0.7309
4.250 0.7121
Fisher Pivots for day following 20-Oct-2016
Pivot 1 day 3 day
R1 0.7668 0.7668
PP 0.7650 0.7650
S1 0.7633 0.7633

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

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