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