CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 04-Nov-2016
Day Change Summary
Previous Current
03-Nov-2016 04-Nov-2016 Change Change % Previous Week
Open 0.7651 0.7672 0.0021 0.3% 0.7583
High 0.7680 0.7690 0.0010 0.1% 0.7690
Low 0.7628 0.7644 0.0016 0.2% 0.7574
Close 0.7678 0.7668 -0.0010 -0.1% 0.7668
Range 0.0052 0.0046 -0.0006 -11.5% 0.0116
ATR 0.0067 0.0066 -0.0002 -2.2% 0.0000
Volume 74,844 81,376 6,532 8.7% 405,773
Daily Pivots for day following 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7805 0.7783 0.7693
R3 0.7759 0.7737 0.7681
R2 0.7713 0.7713 0.7676
R1 0.7691 0.7691 0.7672 0.7679
PP 0.7667 0.7667 0.7667 0.7662
S1 0.7645 0.7645 0.7664 0.7633
S2 0.7621 0.7621 0.7660
S3 0.7575 0.7599 0.7655
S4 0.7529 0.7553 0.7643
Weekly Pivots for week ending 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7992 0.7946 0.7732
R3 0.7876 0.7830 0.7700
R2 0.7760 0.7760 0.7689
R1 0.7714 0.7714 0.7679 0.7737
PP 0.7644 0.7644 0.7644 0.7656
S1 0.7598 0.7598 0.7657 0.7621
S2 0.7528 0.7528 0.7647
S3 0.7412 0.7482 0.7636
S4 0.7296 0.7366 0.7604
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7690 0.7574 0.0116 1.5% 0.0058 0.8% 81% True False 81,154
10 0.7699 0.7547 0.0152 2.0% 0.0061 0.8% 80% False False 82,726
20 0.7725 0.7494 0.0231 3.0% 0.0066 0.9% 75% False False 86,766
40 0.7725 0.7423 0.0302 3.9% 0.0067 0.9% 81% False False 82,392
60 0.7726 0.7423 0.0303 4.0% 0.0069 0.9% 81% False False 55,459
80 0.7728 0.7394 0.0334 4.4% 0.0070 0.9% 82% False False 41,651
100 0.7728 0.7242 0.0486 6.3% 0.0071 0.9% 88% False False 33,340
120 0.7728 0.7121 0.0607 7.9% 0.0063 0.8% 90% False False 27,790
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7886
2.618 0.7810
1.618 0.7764
1.000 0.7736
0.618 0.7718
HIGH 0.7690
0.618 0.7672
0.500 0.7667
0.382 0.7662
LOW 0.7644
0.618 0.7616
1.000 0.7598
1.618 0.7570
2.618 0.7524
4.250 0.7449
Fisher Pivots for day following 04-Nov-2016
Pivot 1 day 3 day
R1 0.7668 0.7661
PP 0.7667 0.7654
S1 0.7667 0.7647

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

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