CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 02-Nov-2016
Day Change Summary
Previous Current
01-Nov-2016 02-Nov-2016 Change Change % Previous Week
Open 0.7596 0.7645 0.0049 0.6% 0.7592
High 0.7680 0.7669 -0.0011 -0.1% 0.7699
Low 0.7589 0.7604 0.0015 0.2% 0.7547
Close 0.7639 0.7646 0.0007 0.1% 0.7588
Range 0.0091 0.0065 -0.0026 -28.6% 0.0152
ATR 0.0068 0.0068 0.0000 -0.4% 0.0000
Volume 106,726 83,729 -22,997 -21.5% 421,490
Daily Pivots for day following 02-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7835 0.7805 0.7682
R3 0.7770 0.7740 0.7664
R2 0.7705 0.7705 0.7658
R1 0.7675 0.7675 0.7652 0.7690
PP 0.7640 0.7640 0.7640 0.7647
S1 0.7610 0.7610 0.7640 0.7625
S2 0.7575 0.7575 0.7634
S3 0.7510 0.7545 0.7628
S4 0.7445 0.7480 0.7610
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 0.7680 0.7547 0.0133 1.7% 0.0063 0.8% 74% False False 84,685
10 0.7725 0.7547 0.0178 2.3% 0.0069 0.9% 56% False False 86,108
20 0.7725 0.7494 0.0231 3.0% 0.0068 0.9% 66% False False 89,318
40 0.7725 0.7423 0.0302 3.9% 0.0070 0.9% 74% False False 78,861
60 0.7728 0.7423 0.0305 4.0% 0.0069 0.9% 73% False False 52,866
80 0.7728 0.7394 0.0334 4.4% 0.0070 0.9% 75% False False 39,699
100 0.7728 0.7242 0.0486 6.4% 0.0071 0.9% 83% False False 31,781
120 0.7728 0.7121 0.0607 7.9% 0.0062 0.8% 86% False False 26,488
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7945
2.618 0.7839
1.618 0.7774
1.000 0.7734
0.618 0.7709
HIGH 0.7669
0.618 0.7644
0.500 0.7637
0.382 0.7629
LOW 0.7604
0.618 0.7564
1.000 0.7539
1.618 0.7499
2.618 0.7434
4.250 0.7328
Fisher Pivots for day following 02-Nov-2016
Pivot 1 day 3 day
R1 0.7643 0.7640
PP 0.7640 0.7633
S1 0.7637 0.7627

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

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