CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 09-Nov-2016
Day Change Summary
Previous Current
08-Nov-2016 09-Nov-2016 Change Change % Previous Week
Open 0.7719 0.7736 0.0017 0.2% 0.7583
High 0.7771 0.7764 -0.0007 -0.1% 0.7690
Low 0.7681 0.7571 -0.0110 -1.4% 0.7574
Close 0.7745 0.7640 -0.0105 -1.4% 0.7668
Range 0.0090 0.0193 0.0103 114.4% 0.0116
ATR 0.0067 0.0076 0.0009 13.4% 0.0000
Volume 76,482 258,989 182,507 238.6% 405,773
Daily Pivots for day following 09-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.8237 0.8132 0.7746
R3 0.8044 0.7939 0.7693
R2 0.7851 0.7851 0.7675
R1 0.7746 0.7746 0.7658 0.7702
PP 0.7658 0.7658 0.7658 0.7637
S1 0.7553 0.7553 0.7622 0.7509
S2 0.7465 0.7465 0.7605
S3 0.7272 0.7360 0.7587
S4 0.7079 0.7167 0.7534
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 0.7571 0.0200 2.6% 0.0089 1.2% 35% False True 113,508
10 0.7771 0.7547 0.0224 2.9% 0.0076 1.0% 42% False False 99,097
20 0.7771 0.7494 0.0277 3.6% 0.0074 1.0% 53% False False 94,933
40 0.7771 0.7429 0.0342 4.5% 0.0069 0.9% 62% False False 89,960
60 0.7771 0.7423 0.0348 4.6% 0.0071 0.9% 62% False False 62,281
80 0.7771 0.7394 0.0377 4.9% 0.0071 0.9% 65% False False 46,787
100 0.7771 0.7272 0.0499 6.5% 0.0073 1.0% 74% False False 37,453
120 0.7771 0.7121 0.0650 8.5% 0.0066 0.9% 80% False False 31,218
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 96 trading days
Fibonacci Retracements and Extensions
4.250 0.8584
2.618 0.8269
1.618 0.8076
1.000 0.7957
0.618 0.7883
HIGH 0.7764
0.618 0.7690
0.500 0.7668
0.382 0.7645
LOW 0.7571
0.618 0.7452
1.000 0.7378
1.618 0.7259
2.618 0.7066
4.250 0.6751
Fisher Pivots for day following 09-Nov-2016
Pivot 1 day 3 day
R1 0.7668 0.7671
PP 0.7658 0.7661
S1 0.7649 0.7650

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

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