CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 16-Dec-2016
Day Change Summary
Previous Current
15-Dec-2016 16-Dec-2016 Change Change % Previous Week
Open 0.7399 0.7362 -0.0037 -0.5% 0.7437
High 0.7430 0.7368 -0.0062 -0.8% 0.7524
Low 0.7337 0.7266 -0.0071 -1.0% 0.7266
Close 0.7364 0.7292 -0.0072 -1.0% 0.7292
Range 0.0093 0.0102 0.0009 9.7% 0.0258
ATR 0.0079 0.0081 0.0002 2.1% 0.0000
Volume 115,270 18,899 -96,371 -83.6% 396,831
Daily Pivots for day following 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7615 0.7555 0.7348
R3 0.7513 0.7453 0.7320
R2 0.7411 0.7411 0.7311
R1 0.7351 0.7351 0.7301 0.7330
PP 0.7309 0.7309 0.7309 0.7298
S1 0.7249 0.7249 0.7283 0.7228
S2 0.7207 0.7207 0.7273
S3 0.7105 0.7147 0.7264
S4 0.7003 0.7045 0.7236
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.8135 0.7971 0.7434
R3 0.7877 0.7713 0.7363
R2 0.7619 0.7619 0.7339
R1 0.7455 0.7455 0.7316 0.7408
PP 0.7361 0.7361 0.7361 0.7337
S1 0.7197 0.7197 0.7268 0.7150
S2 0.7103 0.7103 0.7245
S3 0.6845 0.6939 0.7221
S4 0.6587 0.6681 0.7150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7524 0.7266 0.0258 3.5% 0.0088 1.2% 10% False True 79,366
10 0.7524 0.7266 0.0258 3.5% 0.0079 1.1% 10% False True 82,189
20 0.7524 0.7266 0.0258 3.5% 0.0077 1.1% 10% False True 89,984
40 0.7771 0.7266 0.0505 6.9% 0.0079 1.1% 5% False True 96,434
60 0.7771 0.7266 0.0505 6.9% 0.0075 1.0% 5% False True 94,200
80 0.7771 0.7266 0.0505 6.9% 0.0075 1.0% 5% False True 78,466
100 0.7771 0.7266 0.0505 6.9% 0.0074 1.0% 5% False True 62,838
120 0.7771 0.7266 0.0505 6.9% 0.0073 1.0% 5% False True 52,391
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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7802
2.618 0.7635
1.618 0.7533
1.000 0.7470
0.618 0.7431
HIGH 0.7368
0.618 0.7329
0.500 0.7317
0.382 0.7305
LOW 0.7266
0.618 0.7203
1.000 0.7164
1.618 0.7101
2.618 0.6999
4.250 0.6833
Fisher Pivots for day following 16-Dec-2016
Pivot 1 day 3 day
R1 0.7317 0.7395
PP 0.7309 0.7361
S1 0.7300 0.7326

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

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