CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 24-Oct-2016

Day Change Summary
	Previous	Current
	21-Oct-2016	24-Oct-2016	Change	Change %	Previous Week
Open	0.7613	0.7592	-0.0021	-0.3%	0.7608
High	0.7639	0.7630	-0.0009	-0.1%	0.7725
Low	0.7576	0.7581	0.0005	0.1%	0.7569
Close	0.7592	0.7593	0.0001	0.0%	0.7592
Range	0.0063	0.0049	-0.0014	-22.2%	0.0156
ATR	0.0071	0.0070	-0.0002	-2.2%	0.0000
Volume	76,244	58,011	-18,233	-23.9%	432,389

Daily Pivots for day following 24-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7748	0.7720	0.7620
R3	0.7699	0.7671	0.7606
R2	0.7650	0.7650	0.7602
R1	0.7622	0.7622	0.7597	0.7636
PP	0.7601	0.7601	0.7601	0.7609
S1	0.7573	0.7573	0.7589	0.7587
S2	0.7552	0.7552	0.7584
S3	0.7503	0.7524	0.7580
S4	0.7454	0.7475	0.7566

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	0.7576	0.0149	2.0%	0.0073	1.0%	11%	False	False	85,412
10	0.7725	0.7494	0.0231	3.0%	0.0071	0.9%	43%	False	False	90,843
20	0.7725	0.7494	0.0231	3.0%	0.0069	0.9%	43%	False	False	89,992
40	0.7725	0.7423	0.0302	4.0%	0.0070	0.9%	56%	False	False	63,840
60	0.7728	0.7423	0.0305	4.0%	0.0070	0.9%	56%	False	False	42,675
80	0.7728	0.7379	0.0349	4.6%	0.0070	0.9%	61%	False	False	32,046
100	0.7728	0.7242	0.0486	6.4%	0.0069	0.9%	72%	False	False	25,654
120	0.7728	0.7121	0.0607	8.0%	0.0059	0.8%	78%	False	False	21,380

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7838
2.618	0.7758
1.618	0.7709
1.000	0.7679
0.618	0.7660
HIGH	0.7630
0.618	0.7611
0.500	0.7606
0.382	0.7600
LOW	0.7581
0.618	0.7551
1.000	0.7532
1.618	0.7502
2.618	0.7453
4.250	0.7373

Fisher Pivots for day following 24-Oct-2016
Pivot	1 day	3 day
R1	0.7606	0.7651
PP	0.7601	0.7631
S1	0.7597	0.7612

Download as Excel Spreadsheet

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

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