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

Download as Excel Spreadsheet

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

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