CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 16-Nov-2016
Day Change Summary
Previous Current
15-Nov-2016 16-Nov-2016 Change Change % Previous Week
Open 0.7554 0.7550 -0.0004 -0.1% 0.7663
High 0.7574 0.7563 -0.0011 -0.1% 0.7771
Low 0.7504 0.7453 -0.0051 -0.7% 0.7518
Close 0.7543 0.7474 -0.0069 -0.9% 0.7527
Range 0.0070 0.0110 0.0040 57.1% 0.0253
ATR 0.0081 0.0083 0.0002 2.6% 0.0000
Volume 106,838 121,473 14,635 13.7% 711,740
Daily Pivots for day following 16-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7827 0.7760 0.7535
R3 0.7717 0.7650 0.7504
R2 0.7607 0.7607 0.7494
R1 0.7540 0.7540 0.7484 0.7519
PP 0.7497 0.7497 0.7497 0.7486
S1 0.7430 0.7430 0.7464 0.7409
S2 0.7387 0.7387 0.7454
S3 0.7277 0.7320 0.7444
S4 0.7167 0.7210 0.7414
Weekly Pivots for week ending 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.8364 0.8199 0.7666
R3 0.8111 0.7946 0.7597
R2 0.7858 0.7858 0.7573
R1 0.7693 0.7693 0.7550 0.7649
PP 0.7605 0.7605 0.7605 0.7584
S1 0.7440 0.7440 0.7504 0.7396
S2 0.7352 0.7352 0.7481
S3 0.7099 0.7187 0.7457
S4 0.6846 0.6934 0.7388
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7735 0.7453 0.0282 3.8% 0.0100 1.3% 7% False True 125,629
10 0.7771 0.7453 0.0318 4.3% 0.0095 1.3% 7% False True 119,569
20 0.7771 0.7453 0.0318 4.3% 0.0082 1.1% 7% False True 102,838
40 0.7771 0.7453 0.0318 4.3% 0.0073 1.0% 7% False True 95,667
60 0.7771 0.7423 0.0348 4.7% 0.0074 1.0% 15% False False 72,719
80 0.7771 0.7394 0.0377 5.0% 0.0074 1.0% 21% False False 54,623
100 0.7771 0.7323 0.0448 6.0% 0.0072 1.0% 34% False False 43,726
120 0.7771 0.7160 0.0611 8.2% 0.0070 0.9% 51% False False 36,451
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0025
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8031
2.618 0.7851
1.618 0.7741
1.000 0.7673
0.618 0.7631
HIGH 0.7563
0.618 0.7521
0.500 0.7508
0.382 0.7495
LOW 0.7453
0.618 0.7385
1.000 0.7343
1.618 0.7275
2.618 0.7165
4.250 0.6986
Fisher Pivots for day following 16-Nov-2016
Pivot 1 day 3 day
R1 0.7508 0.7514
PP 0.7497 0.7500
S1 0.7485 0.7487

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

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