CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 08-Nov-2016
Day Change Summary
Previous Current
07-Nov-2016 08-Nov-2016 Change Change % Previous Week
Open 0.7663 0.7719 0.0056 0.7% 0.7583
High 0.7721 0.7771 0.0050 0.6% 0.7690
Low 0.7658 0.7681 0.0023 0.3% 0.7574
Close 0.7709 0.7745 0.0036 0.5% 0.7668
Range 0.0063 0.0090 0.0027 42.9% 0.0116
ATR 0.0065 0.0067 0.0002 2.7% 0.0000
Volume 75,852 76,482 630 0.8% 405,773
Daily Pivots for day following 08-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.8002 0.7964 0.7795
R3 0.7912 0.7874 0.7770
R2 0.7822 0.7822 0.7762
R1 0.7784 0.7784 0.7753 0.7803
PP 0.7732 0.7732 0.7732 0.7742
S1 0.7694 0.7694 0.7737 0.7713
S2 0.7642 0.7642 0.7729
S3 0.7552 0.7604 0.7720
S4 0.7462 0.7514 0.7696
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 0.7771 0.7604 0.0167 2.2% 0.0063 0.8% 84% True False 78,456
10 0.7771 0.7547 0.0224 2.9% 0.0065 0.8% 88% True False 84,264
20 0.7771 0.7494 0.0277 3.6% 0.0068 0.9% 91% True False 86,729
40 0.7771 0.7429 0.0342 4.4% 0.0066 0.8% 92% True False 84,850
60 0.7771 0.7423 0.0348 4.5% 0.0069 0.9% 93% True False 57,970
80 0.7771 0.7394 0.0377 4.9% 0.0070 0.9% 93% True False 43,553
100 0.7771 0.7272 0.0499 6.4% 0.0071 0.9% 95% True False 34,863
120 0.7771 0.7121 0.0650 8.4% 0.0064 0.8% 96% True False 29,059
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8154
2.618 0.8007
1.618 0.7917
1.000 0.7861
0.618 0.7827
HIGH 0.7771
0.618 0.7737
0.500 0.7726
0.382 0.7715
LOW 0.7681
0.618 0.7625
1.000 0.7591
1.618 0.7535
2.618 0.7445
4.250 0.7299
Fisher Pivots for day following 08-Nov-2016
Pivot 1 day 3 day
R1 0.7739 0.7733
PP 0.7732 0.7720
S1 0.7726 0.7708

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

View Archives - Comment on this page... - Back to Index of Symbols