CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 31-Oct-2016
Day Change Summary
Previous Current
28-Oct-2016 31-Oct-2016 Change Change % Previous Week
Open 0.7577 0.7583 0.0006 0.1% 0.7592
High 0.7598 0.7610 0.0012 0.2% 0.7699
Low 0.7547 0.7574 0.0027 0.4% 0.7547
Close 0.7588 0.7592 0.0004 0.1% 0.7588
Range 0.0051 0.0036 -0.0015 -29.4% 0.0152
ATR 0.0069 0.0067 -0.0002 -3.4% 0.0000
Volume 91,760 59,098 -32,662 -35.6% 421,490
Daily Pivots for day following 31-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7700 0.7682 0.7612
R3 0.7664 0.7646 0.7602
R2 0.7628 0.7628 0.7599
R1 0.7610 0.7610 0.7595 0.7619
PP 0.7592 0.7592 0.7592 0.7597
S1 0.7574 0.7574 0.7589 0.7583
S2 0.7556 0.7556 0.7585
S3 0.7520 0.7538 0.7582
S4 0.7484 0.7502 0.7572
Weekly Pivots for week ending 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.8067 0.7980 0.7672
R3 0.7915 0.7828 0.7630
R2 0.7763 0.7763 0.7616
R1 0.7676 0.7676 0.7602 0.7644
PP 0.7611 0.7611 0.7611 0.7595
S1 0.7524 0.7524 0.7574 0.7492
S2 0.7459 0.7459 0.7560
S3 0.7307 0.7372 0.7546
S4 0.7155 0.7220 0.7504
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7699 0.7547 0.0152 2.0% 0.0062 0.8% 30% False False 84,515
10 0.7725 0.7547 0.0178 2.3% 0.0067 0.9% 25% False False 84,963
20 0.7725 0.7494 0.0231 3.0% 0.0067 0.9% 42% False False 89,869
40 0.7725 0.7423 0.0302 4.0% 0.0070 0.9% 56% False False 74,284
60 0.7728 0.7423 0.0305 4.0% 0.0069 0.9% 55% False False 49,698
80 0.7728 0.7394 0.0334 4.4% 0.0070 0.9% 59% False False 37,319
100 0.7728 0.7242 0.0486 6.4% 0.0070 0.9% 72% False False 29,877
120 0.7728 0.7121 0.0607 8.0% 0.0061 0.8% 78% False False 24,901
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 0.7763
2.618 0.7704
1.618 0.7668
1.000 0.7646
0.618 0.7632
HIGH 0.7610
0.618 0.7596
0.500 0.7592
0.382 0.7588
LOW 0.7574
0.618 0.7552
1.000 0.7538
1.618 0.7516
2.618 0.7480
4.250 0.7421
Fisher Pivots for day following 31-Oct-2016
Pivot 1 day 3 day
R1 0.7592 0.7595
PP 0.7592 0.7594
S1 0.7592 0.7593

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.