CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 03-Nov-2016
Day Change Summary
Previous Current
02-Nov-2016 03-Nov-2016 Change Change % Previous Week
Open 0.7645 0.7651 0.0006 0.1% 0.7592
High 0.7669 0.7680 0.0011 0.1% 0.7699
Low 0.7604 0.7628 0.0024 0.3% 0.7547
Close 0.7646 0.7678 0.0032 0.4% 0.7588
Range 0.0065 0.0052 -0.0013 -20.0% 0.0152
ATR 0.0068 0.0067 -0.0001 -1.7% 0.0000
Volume 83,729 74,844 -8,885 -10.6% 421,490
Daily Pivots for day following 03-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7818 0.7800 0.7707
R3 0.7766 0.7748 0.7692
R2 0.7714 0.7714 0.7688
R1 0.7696 0.7696 0.7683 0.7705
PP 0.7662 0.7662 0.7662 0.7667
S1 0.7644 0.7644 0.7673 0.7653
S2 0.7610 0.7610 0.7668
S3 0.7558 0.7592 0.7664
S4 0.7506 0.7540 0.7649
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% 0.0059 0.8% 98% True False 83,231
10 0.7699 0.7547 0.0152 2.0% 0.0063 0.8% 86% False False 82,213
20 0.7725 0.7494 0.0231 3.0% 0.0068 0.9% 80% False False 88,533
40 0.7725 0.7423 0.0302 3.9% 0.0069 0.9% 84% False False 80,592
60 0.7726 0.7423 0.0303 3.9% 0.0069 0.9% 84% False False 54,108
80 0.7728 0.7394 0.0334 4.4% 0.0070 0.9% 85% False False 40,634
100 0.7728 0.7242 0.0486 6.3% 0.0071 0.9% 90% False False 32,528
120 0.7728 0.7121 0.0607 7.9% 0.0062 0.8% 92% False False 27,112
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 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7901
2.618 0.7816
1.618 0.7764
1.000 0.7732
0.618 0.7712
HIGH 0.7680
0.618 0.7660
0.500 0.7654
0.382 0.7648
LOW 0.7628
0.618 0.7596
1.000 0.7576
1.618 0.7544
2.618 0.7492
4.250 0.7407
Fisher Pivots for day following 03-Nov-2016
Pivot 1 day 3 day
R1 0.7670 0.7664
PP 0.7662 0.7649
S1 0.7654 0.7635

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

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