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.

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.