CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 25-Oct-2016

Day Change Summary
	Previous	Current
	24-Oct-2016	25-Oct-2016	Change	Change %	Previous Week
Open	0.7592	0.7592	0.0000	0.0%	0.7608
High	0.7630	0.7645	0.0015	0.2%	0.7725
Low	0.7581	0.7578	-0.0003	0.0%	0.7569
Close	0.7593	0.7634	0.0041	0.5%	0.7592
Range	0.0049	0.0067	0.0018	36.7%	0.0156
ATR	0.0070	0.0069	0.0000	-0.3%	0.0000
Volume	58,011	78,941	20,930	36.1%	432,389

Daily Pivots for day following 25-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7820	0.7794	0.7671
R3	0.7753	0.7727	0.7652
R2	0.7686	0.7686	0.7646
R1	0.7660	0.7660	0.7640	0.7673
PP	0.7619	0.7619	0.7619	0.7626
S1	0.7593	0.7593	0.7628	0.7606
S2	0.7552	0.7552	0.7622
S3	0.7485	0.7526	0.7616
S4	0.7418	0.7459	0.7597

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%	39%	False	False	83,774
10	0.7725	0.7494	0.0231	3.0%	0.0070	0.9%	61%	False	False	89,195
20	0.7725	0.7494	0.0231	3.0%	0.0068	0.9%	61%	False	False	89,323
40	0.7725	0.7423	0.0302	4.0%	0.0070	0.9%	70%	False	False	65,807
60	0.7728	0.7423	0.0305	4.0%	0.0070	0.9%	69%	False	False	43,988
80	0.7728	0.7379	0.0349	4.6%	0.0071	0.9%	73%	False	False	33,032
100	0.7728	0.7242	0.0486	6.4%	0.0069	0.9%	81%	False	False	26,443
120	0.7728	0.7121	0.0607	8.0%	0.0059	0.8%	85%	False	False	22,037

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7930
2.618	0.7820
1.618	0.7753
1.000	0.7712
0.618	0.7686
HIGH	0.7645
0.618	0.7619
0.500	0.7612
0.382	0.7604
LOW	0.7578
0.618	0.7537
1.000	0.7511
1.618	0.7470
2.618	0.7403
4.250	0.7293

Fisher Pivots for day following 25-Oct-2016
Pivot	1 day	3 day
R1	0.7627	0.7626
PP	0.7619	0.7618
S1	0.7612	0.7611

Download as Excel Spreadsheet

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

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