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

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