CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 21-Oct-2016
Day Change Summary
Previous Current
20-Oct-2016 21-Oct-2016 Change Change % Previous Week
Open 0.7712 0.7613 -0.0099 -1.3% 0.7608
High 0.7725 0.7639 -0.0086 -1.1% 0.7725
Low 0.7610 0.7576 -0.0034 -0.4% 0.7569
Close 0.7615 0.7592 -0.0023 -0.3% 0.7592
Range 0.0115 0.0063 -0.0052 -45.2% 0.0156
ATR 0.0072 0.0071 -0.0001 -0.9% 0.0000
Volume 113,793 76,244 -37,549 -33.0% 432,389
Daily Pivots for day following 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7791 0.7755 0.7627
R3 0.7728 0.7692 0.7609
R2 0.7665 0.7665 0.7604
R1 0.7629 0.7629 0.7598 0.7616
PP 0.7602 0.7602 0.7602 0.7596
S1 0.7566 0.7566 0.7586 0.7553
S2 0.7539 0.7539 0.7580
S3 0.7476 0.7503 0.7575
S4 0.7413 0.7440 0.7557
Weekly Pivots for week ending 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.8097 0.8000 0.7678
R3 0.7941 0.7844 0.7635
R2 0.7785 0.7785 0.7621
R1 0.7688 0.7688 0.7606 0.7659
PP 0.7629 0.7629 0.7629 0.7614
S1 0.7532 0.7532 0.7578 0.7503
S2 0.7473 0.7473 0.7563
S3 0.7317 0.7376 0.7549
S4 0.7161 0.7220 0.7506
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7725 0.7569 0.0156 2.1% 0.0073 1.0% 15% False False 86,477
10 0.7725 0.7494 0.0231 3.0% 0.0071 0.9% 42% False False 90,807
20 0.7725 0.7494 0.0231 3.0% 0.0069 0.9% 42% False False 90,001
40 0.7725 0.7423 0.0302 4.0% 0.0072 1.0% 56% False False 62,400
60 0.7728 0.7423 0.0305 4.0% 0.0071 0.9% 55% False False 41,710
80 0.7728 0.7370 0.0358 4.7% 0.0070 0.9% 62% False False 31,321
100 0.7728 0.7160 0.0568 7.5% 0.0069 0.9% 76% False False 25,074
120 0.7728 0.7121 0.0607 8.0% 0.0058 0.8% 78% False False 20,896
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7907
2.618 0.7804
1.618 0.7741
1.000 0.7702
0.618 0.7678
HIGH 0.7639
0.618 0.7615
0.500 0.7608
0.382 0.7600
LOW 0.7576
0.618 0.7537
1.000 0.7513
1.618 0.7474
2.618 0.7411
4.250 0.7308
Fisher Pivots for day following 21-Oct-2016
Pivot 1 day 3 day
R1 0.7608 0.7651
PP 0.7602 0.7631
S1 0.7597 0.7612

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

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