CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 17-Oct-2016
Day Change Summary
Previous Current
14-Oct-2016 17-Oct-2016 Change Change % Previous Week
Open 0.7552 0.7608 0.0056 0.7% 0.7584
High 0.7636 0.7619 -0.0017 -0.2% 0.7636
Low 0.7545 0.7569 0.0024 0.3% 0.7494
Close 0.7599 0.7615 0.0016 0.2% 0.7599
Range 0.0091 0.0050 -0.0041 -45.1% 0.0142
ATR 0.0070 0.0068 -0.0001 -2.0% 0.0000
Volume 116,639 63,338 -53,301 -45.7% 475,687
Daily Pivots for day following 17-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7751 0.7733 0.7643
R3 0.7701 0.7683 0.7629
R2 0.7651 0.7651 0.7624
R1 0.7633 0.7633 0.7620 0.7642
PP 0.7601 0.7601 0.7601 0.7606
S1 0.7583 0.7583 0.7610 0.7592
S2 0.7551 0.7551 0.7606
S3 0.7501 0.7533 0.7601
S4 0.7451 0.7483 0.7588
Weekly Pivots for week ending 14-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.8002 0.7943 0.7677
R3 0.7860 0.7801 0.7638
R2 0.7718 0.7718 0.7625
R1 0.7659 0.7659 0.7612 0.7688
PP 0.7576 0.7576 0.7576 0.7591
S1 0.7517 0.7517 0.7586 0.7547
S2 0.7434 0.7434 0.7573
S3 0.7292 0.7375 0.7560
S4 0.7150 0.7233 0.7521
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7636 0.7494 0.0142 1.9% 0.0070 0.9% 85% False False 96,274
10 0.7678 0.7494 0.0184 2.4% 0.0067 0.9% 66% False False 94,775
20 0.7696 0.7494 0.0202 2.7% 0.0064 0.8% 60% False False 88,579
40 0.7713 0.7423 0.0290 3.8% 0.0069 0.9% 66% False False 53,191
60 0.7728 0.7394 0.0334 4.4% 0.0071 0.9% 66% False False 35,579
80 0.7728 0.7272 0.0456 6.0% 0.0073 1.0% 75% False False 26,719
100 0.7728 0.7151 0.0577 7.6% 0.0066 0.9% 80% False False 21,384
120 0.7728 0.7121 0.0607 8.0% 0.0056 0.7% 81% False False 17,821
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7832
2.618 0.7750
1.618 0.7700
1.000 0.7669
0.618 0.7650
HIGH 0.7619
0.618 0.7600
0.500 0.7594
0.382 0.7588
LOW 0.7569
0.618 0.7538
1.000 0.7519
1.618 0.7488
2.618 0.7438
4.250 0.7357
Fisher Pivots for day following 17-Oct-2016
Pivot 1 day 3 day
R1 0.7608 0.7598
PP 0.7601 0.7582
S1 0.7594 0.7565

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

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