CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 15-Nov-2016
Day Change Summary
Previous Current
14-Nov-2016 15-Nov-2016 Change Change % Previous Week
Open 0.7543 0.7554 0.0011 0.1% 0.7663
High 0.7559 0.7574 0.0015 0.2% 0.7771
Low 0.7517 0.7504 -0.0013 -0.2% 0.7518
Close 0.7536 0.7543 0.0007 0.1% 0.7527
Range 0.0042 0.0070 0.0028 66.7% 0.0253
ATR 0.0082 0.0081 -0.0001 -1.0% 0.0000
Volume 99,419 106,838 7,419 7.5% 711,740
Daily Pivots for day following 15-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7750 0.7717 0.7581
R3 0.7680 0.7647 0.7562
R2 0.7610 0.7610 0.7556
R1 0.7577 0.7577 0.7549 0.7559
PP 0.7540 0.7540 0.7540 0.7531
S1 0.7507 0.7507 0.7537 0.7489
S2 0.7470 0.7470 0.7530
S3 0.7400 0.7437 0.7524
S4 0.7330 0.7367 0.7505
Weekly Pivots for week ending 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.8364 0.8199 0.7666
R3 0.8111 0.7946 0.7597
R2 0.7858 0.7858 0.7573
R1 0.7693 0.7693 0.7550 0.7649
PP 0.7605 0.7605 0.7605 0.7584
S1 0.7440 0.7440 0.7504 0.7396
S2 0.7352 0.7352 0.7481
S3 0.7099 0.7187 0.7457
S4 0.6846 0.6934 0.7388
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7764 0.7504 0.0260 3.4% 0.0117 1.6% 15% False True 153,132
10 0.7771 0.7504 0.0267 3.5% 0.0090 1.2% 15% False True 115,794
20 0.7771 0.7504 0.0267 3.5% 0.0080 1.1% 15% False True 101,359
40 0.7771 0.7494 0.0277 3.7% 0.0073 1.0% 18% False False 95,538
60 0.7771 0.7423 0.0348 4.6% 0.0073 1.0% 34% False False 70,697
80 0.7771 0.7394 0.0377 5.0% 0.0074 1.0% 40% False False 53,107
100 0.7771 0.7281 0.0490 6.5% 0.0072 1.0% 53% False False 42,517
120 0.7771 0.7151 0.0620 8.2% 0.0069 0.9% 63% False False 35,439
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7871
2.618 0.7757
1.618 0.7687
1.000 0.7644
0.618 0.7617
HIGH 0.7574
0.618 0.7547
0.500 0.7539
0.382 0.7531
LOW 0.7504
0.618 0.7461
1.000 0.7434
1.618 0.7391
2.618 0.7321
4.250 0.7207
Fisher Pivots for day following 15-Nov-2016
Pivot 1 day 3 day
R1 0.7542 0.7564
PP 0.7540 0.7557
S1 0.7539 0.7550

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

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