CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 06-Dec-2016

Day Change Summary
	Previous	Current
	05-Dec-2016	06-Dec-2016	Change	Change %	Previous Week
Open	0.7421	0.7472	0.0051	0.7%	0.7433
High	0.7496	0.7480	-0.0016	-0.2%	0.7495
Low	0.7412	0.7428	0.0016	0.2%	0.7367
Close	0.7475	0.7455	-0.0020	-0.3%	0.7442
Range	0.0084	0.0052	-0.0032	-38.1%	0.0128
ATR	0.0081	0.0078	-0.0002	-2.5%	0.0000
Volume	94,732	66,509	-28,223	-29.8%	465,911

Daily Pivots for day following 06-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7610	0.7585	0.7484
R3	0.7558	0.7533	0.7469
R2	0.7506	0.7506	0.7465
R1	0.7481	0.7481	0.7460	0.7468
PP	0.7454	0.7454	0.7454	0.7448
S1	0.7429	0.7429	0.7450	0.7416
S2	0.7402	0.7402	0.7445
S3	0.7350	0.7377	0.7441
S4	0.7298	0.7325	0.7426

Weekly Pivots for week ending 02-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7819	0.7758	0.7512
R3	0.7691	0.7630	0.7477
R2	0.7563	0.7563	0.7465
R1	0.7502	0.7502	0.7454	0.7533
PP	0.7435	0.7435	0.7435	0.7450
S1	0.7374	0.7374	0.7430	0.7405
S2	0.7307	0.7307	0.7419
S3	0.7179	0.7246	0.7407
S4	0.7051	0.7118	0.7372

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7496	0.7367	0.0129	1.7%	0.0076	1.0%	68%	False	False	91,615
10	0.7496	0.7358	0.0138	1.9%	0.0073	1.0%	70%	False	False	92,806
20	0.7771	0.7305	0.0466	6.3%	0.0089	1.2%	32%	False	False	110,868
40	0.7771	0.7305	0.0466	6.3%	0.0078	1.0%	32%	False	False	99,272
60	0.7771	0.7305	0.0466	6.3%	0.0074	1.0%	32%	False	False	92,864
80	0.7771	0.7305	0.0466	6.3%	0.0074	1.0%	32%	False	False	70,241
100	0.7771	0.7305	0.0466	6.3%	0.0073	1.0%	32%	False	False	56,252
120	0.7771	0.7272	0.0499	6.7%	0.0074	1.0%	37%	False	False	46,893

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7701
2.618	0.7616
1.618	0.7564
1.000	0.7532
0.618	0.7512
HIGH	0.7480
0.618	0.7460
0.500	0.7454
0.382	0.7448
LOW	0.7428
0.618	0.7396
1.000	0.7376
1.618	0.7344
2.618	0.7292
4.250	0.7207

Fisher Pivots for day following 06-Dec-2016
Pivot	1 day	3 day
R1	0.7455	0.7452
PP	0.7454	0.7450
S1	0.7454	0.7447

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