CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 27-Oct-2016

Day Change Summary
	Previous	Current
	26-Oct-2016	27-Oct-2016	Change	Change %	Previous Week
Open	0.7637	0.7633	-0.0004	-0.1%	0.7608
High	0.7699	0.7643	-0.0056	-0.7%	0.7725
Low	0.7615	0.7571	-0.0044	-0.6%	0.7569
Close	0.7629	0.7577	-0.0052	-0.7%	0.7592
Range	0.0084	0.0072	-0.0012	-14.3%	0.0156
ATR	0.0070	0.0071	0.0000	0.2%	0.0000
Volume	110,662	82,116	-28,546	-25.8%	432,389

Daily Pivots for day following 27-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7813	0.7767	0.7617
R3	0.7741	0.7695	0.7597
R2	0.7669	0.7669	0.7590
R1	0.7623	0.7623	0.7584	0.7610
PP	0.7597	0.7597	0.7597	0.7591
S1	0.7551	0.7551	0.7570	0.7538
S2	0.7525	0.7525	0.7564
S3	0.7453	0.7479	0.7557
S4	0.7381	0.7407	0.7537

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	0.7699	0.7571	0.0128	1.7%	0.0067	0.9%	5%	False	True	81,194
10	0.7725	0.7545	0.0180	2.4%	0.0073	1.0%	18%	False	False	87,875
20	0.7725	0.7494	0.0231	3.0%	0.0069	0.9%	36%	False	False	90,422
40	0.7725	0.7423	0.0302	4.0%	0.0071	0.9%	51%	False	False	70,586
60	0.7728	0.7423	0.0305	4.0%	0.0070	0.9%	50%	False	False	47,191
80	0.7728	0.7394	0.0334	4.4%	0.0070	0.9%	55%	False	False	35,436
100	0.7728	0.7242	0.0486	6.4%	0.0070	0.9%	69%	False	False	28,370
120	0.7728	0.7121	0.0607	8.0%	0.0061	0.8%	75%	False	False	23,644

Crabel Price Patterns
NR	True
NR4	False
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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7949
2.618	0.7831
1.618	0.7759
1.000	0.7715
0.618	0.7687
HIGH	0.7643
0.618	0.7615
0.500	0.7607
0.382	0.7599
LOW	0.7571
0.618	0.7527
1.000	0.7499
1.618	0.7455
2.618	0.7383
4.250	0.7265

Fisher Pivots for day following 27-Oct-2016
Pivot	1 day	3 day
R1	0.7607	0.7635
PP	0.7597	0.7616
S1	0.7587	0.7596

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