CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 23-Nov-2016
Day Change Summary
Previous Current
22-Nov-2016 23-Nov-2016 Change Change % Previous Week
Open 0.7362 0.7396 0.0034 0.5% 0.7543
High 0.7408 0.7439 0.0031 0.4% 0.7574
Low 0.7358 0.7367 0.0009 0.1% 0.7325
Close 0.7392 0.7382 -0.0010 -0.1% 0.7337
Range 0.0050 0.0072 0.0022 44.0% 0.0249
ATR 0.0082 0.0081 -0.0001 -0.8% 0.0000
Volume 97,279 92,949 -4,330 -4.5% 547,646
Daily Pivots for day following 23-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7612 0.7569 0.7422
R3 0.7540 0.7497 0.7402
R2 0.7468 0.7468 0.7395
R1 0.7425 0.7425 0.7389 0.7411
PP 0.7396 0.7396 0.7396 0.7389
S1 0.7353 0.7353 0.7375 0.7339
S2 0.7324 0.7324 0.7369
S3 0.7252 0.7281 0.7362
S4 0.7180 0.7209 0.7342
Weekly Pivots for week ending 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.8159 0.7997 0.7474
R3 0.7910 0.7748 0.7405
R2 0.7661 0.7661 0.7383
R1 0.7499 0.7499 0.7360 0.7456
PP 0.7412 0.7412 0.7412 0.7390
S1 0.7250 0.7250 0.7314 0.7207
S2 0.7163 0.7163 0.7291
S3 0.6914 0.7001 0.7269
S4 0.6665 0.6752 0.7200
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7495 0.7305 0.0190 2.6% 0.0076 1.0% 41% False False 103,184
10 0.7735 0.7305 0.0430 5.8% 0.0088 1.2% 18% False False 114,406
20 0.7771 0.7305 0.0466 6.3% 0.0082 1.1% 17% False False 106,752
40 0.7771 0.7305 0.0466 6.3% 0.0076 1.0% 17% False False 98,846
60 0.7771 0.7305 0.0466 6.3% 0.0074 1.0% 17% False False 81,290
80 0.7771 0.7305 0.0466 6.3% 0.0072 1.0% 17% False False 61,057
100 0.7771 0.7305 0.0466 6.3% 0.0073 1.0% 17% False False 48,880
120 0.7771 0.7242 0.0529 7.2% 0.0072 1.0% 26% False False 40,750
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7745
2.618 0.7627
1.618 0.7555
1.000 0.7511
0.618 0.7483
HIGH 0.7439
0.618 0.7411
0.500 0.7403
0.382 0.7395
LOW 0.7367
0.618 0.7323
1.000 0.7295
1.618 0.7251
2.618 0.7179
4.250 0.7061
Fisher Pivots for day following 23-Nov-2016
Pivot 1 day 3 day
R1 0.7403 0.7379
PP 0.7396 0.7375
S1 0.7389 0.7372

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

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