CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 01-Nov-2016
Day Change Summary
Previous Current
31-Oct-2016 01-Nov-2016 Change Change % Previous Week
Open 0.7583 0.7596 0.0013 0.2% 0.7592
High 0.7610 0.7680 0.0070 0.9% 0.7699
Low 0.7574 0.7589 0.0015 0.2% 0.7547
Close 0.7592 0.7639 0.0047 0.6% 0.7588
Range 0.0036 0.0091 0.0055 152.8% 0.0152
ATR 0.0067 0.0068 0.0002 2.6% 0.0000
Volume 59,098 106,726 47,628 80.6% 421,490
Daily Pivots for day following 01-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7909 0.7865 0.7689
R3 0.7818 0.7774 0.7664
R2 0.7727 0.7727 0.7656
R1 0.7683 0.7683 0.7647 0.7705
PP 0.7636 0.7636 0.7636 0.7647
S1 0.7592 0.7592 0.7631 0.7614
S2 0.7545 0.7545 0.7622
S3 0.7454 0.7501 0.7614
S4 0.7363 0.7410 0.7589
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% 0.0067 0.9% 61% False False 90,072
10 0.7725 0.7547 0.0178 2.3% 0.0070 0.9% 52% False False 86,923
20 0.7725 0.7494 0.0231 3.0% 0.0067 0.9% 63% False False 90,142
40 0.7725 0.7423 0.0302 4.0% 0.0069 0.9% 72% False False 76,829
60 0.7728 0.7423 0.0305 4.0% 0.0069 0.9% 71% False False 51,475
80 0.7728 0.7394 0.0334 4.4% 0.0070 0.9% 73% False False 38,653
100 0.7728 0.7242 0.0486 6.4% 0.0071 0.9% 82% False False 30,944
120 0.7728 0.7121 0.0607 7.9% 0.0062 0.8% 85% False False 25,790
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8067
2.618 0.7918
1.618 0.7827
1.000 0.7771
0.618 0.7736
HIGH 0.7680
0.618 0.7645
0.500 0.7635
0.382 0.7624
LOW 0.7589
0.618 0.7533
1.000 0.7498
1.618 0.7442
2.618 0.7351
4.250 0.7202
Fisher Pivots for day following 01-Nov-2016
Pivot 1 day 3 day
R1 0.7638 0.7631
PP 0.7636 0.7622
S1 0.7635 0.7614

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.