CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 09-Dec-2016
Day Change Summary
Previous Current
08-Dec-2016 09-Dec-2016 Change Change % Previous Week
Open 0.7479 0.7447 -0.0032 -0.4% 0.7421
High 0.7507 0.7495 -0.0012 -0.2% 0.7507
Low 0.7427 0.7433 0.0006 0.1% 0.7412
Close 0.7458 0.7452 -0.0006 -0.1% 0.7452
Range 0.0080 0.0062 -0.0018 -22.5% 0.0095
ATR 0.0078 0.0077 -0.0001 -1.5% 0.0000
Volume 105,448 76,241 -29,207 -27.7% 425,065
Daily Pivots for day following 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7646 0.7611 0.7486
R3 0.7584 0.7549 0.7469
R2 0.7522 0.7522 0.7463
R1 0.7487 0.7487 0.7458 0.7505
PP 0.7460 0.7460 0.7460 0.7469
S1 0.7425 0.7425 0.7446 0.7443
S2 0.7398 0.7398 0.7441
S3 0.7336 0.7363 0.7435
S4 0.7274 0.7301 0.7418
Weekly Pivots for week ending 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7742 0.7692 0.7504
R3 0.7647 0.7597 0.7478
R2 0.7552 0.7552 0.7469
R1 0.7502 0.7502 0.7461 0.7527
PP 0.7457 0.7457 0.7457 0.7470
S1 0.7407 0.7407 0.7443 0.7432
S2 0.7362 0.7362 0.7435
S3 0.7267 0.7312 0.7426
S4 0.7172 0.7217 0.7400
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7507 0.7412 0.0095 1.3% 0.0069 0.9% 42% False False 85,013
10 0.7507 0.7367 0.0140 1.9% 0.0071 1.0% 61% False False 89,097
20 0.7623 0.7305 0.0318 4.3% 0.0076 1.0% 46% False False 98,616
40 0.7771 0.7305 0.0466 6.3% 0.0078 1.0% 32% False False 98,333
60 0.7771 0.7305 0.0466 6.3% 0.0073 1.0% 32% False False 94,776
80 0.7771 0.7305 0.0466 6.3% 0.0073 1.0% 32% False False 73,524
100 0.7771 0.7305 0.0466 6.3% 0.0073 1.0% 32% False False 58,885
120 0.7771 0.7272 0.0499 6.7% 0.0074 1.0% 36% False False 49,091
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 False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7759
2.618 0.7657
1.618 0.7595
1.000 0.7557
0.618 0.7533
HIGH 0.7495
0.618 0.7471
0.500 0.7464
0.382 0.7457
LOW 0.7433
0.618 0.7395
1.000 0.7371
1.618 0.7333
2.618 0.7271
4.250 0.7170
Fisher Pivots for day following 09-Dec-2016
Pivot 1 day 3 day
R1 0.7464 0.7461
PP 0.7460 0.7458
S1 0.7456 0.7455

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

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