CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 26-Oct-2016

Day Change Summary
	Previous	Current
	25-Oct-2016	26-Oct-2016	Change	Change %	Previous Week
Open	0.7592	0.7637	0.0045	0.6%	0.7608
High	0.7645	0.7699	0.0054	0.7%	0.7725
Low	0.7578	0.7615	0.0037	0.5%	0.7569
Close	0.7634	0.7629	-0.0005	-0.1%	0.7592
Range	0.0067	0.0084	0.0017	25.4%	0.0156
ATR	0.0069	0.0070	0.0001	1.5%	0.0000
Volume	78,941	110,662	31,721	40.2%	432,389

Daily Pivots for day following 26-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7900	0.7848	0.7675
R3	0.7816	0.7764	0.7652
R2	0.7732	0.7732	0.7644
R1	0.7680	0.7680	0.7637	0.7664
PP	0.7648	0.7648	0.7648	0.7640
S1	0.7596	0.7596	0.7621	0.7580
S2	0.7564	0.7564	0.7614
S3	0.7480	0.7512	0.7606
S4	0.7396	0.7428	0.7583

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%	0.0076	1.0%	36%	False	False	87,530
10	0.7725	0.7494	0.0231	3.0%	0.0073	1.0%	58%	False	False	90,769
20	0.7725	0.7494	0.0231	3.0%	0.0070	0.9%	58%	False	False	90,941
40	0.7725	0.7423	0.0302	4.0%	0.0070	0.9%	68%	False	False	68,560
60	0.7728	0.7423	0.0305	4.0%	0.0069	0.9%	68%	False	False	45,826
80	0.7728	0.7379	0.0349	4.6%	0.0071	0.9%	72%	False	False	34,413
100	0.7728	0.7242	0.0486	6.4%	0.0070	0.9%	80%	False	False	27,550
120	0.7728	0.7121	0.0607	8.0%	0.0060	0.8%	84%	False	False	22,960

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0014
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8056
2.618	0.7919
1.618	0.7835
1.000	0.7783
0.618	0.7751
HIGH	0.7699
0.618	0.7667
0.500	0.7657
0.382	0.7647
LOW	0.7615
0.618	0.7563
1.000	0.7531
1.618	0.7479
2.618	0.7395
4.250	0.7258

Fisher Pivots for day following 26-Oct-2016
Pivot	1 day	3 day
R1	0.7657	0.7639
PP	0.7648	0.7635
S1	0.7638	0.7632

Download as Excel Spreadsheet

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

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