CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 10-May-2016
Day Change Summary
Previous Current
09-May-2016 10-May-2016 Change Change % Previous Week
Open 0.7340 0.7272 -0.0068 -0.9% 0.7568
High 0.7346 0.7335 -0.0011 -0.1% 0.7670
Low 0.7273 0.7268 -0.0005 -0.1% 0.7300
Close 0.7285 0.7323 0.0038 0.5% 0.7326
Range 0.0073 0.0067 -0.0006 -8.2% 0.0370
ATR 0.0088 0.0087 -0.0002 -1.7% 0.0000
Volume 376 442 66 17.6% 1,652
Daily Pivots for day following 10-May-2016
Classic Woodie Camarilla DeMark
R4 0.7510 0.7483 0.7360
R3 0.7443 0.7416 0.7341
R2 0.7376 0.7376 0.7335
R1 0.7349 0.7349 0.7329 0.7363
PP 0.7309 0.7309 0.7309 0.7315
S1 0.7282 0.7282 0.7317 0.7296
S2 0.7242 0.7242 0.7311
S3 0.7175 0.7215 0.7305
S4 0.7108 0.7148 0.7286
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 0.8542 0.8304 0.7530
R3 0.8172 0.7934 0.7428
R2 0.7802 0.7802 0.7394
R1 0.7564 0.7564 0.7360 0.7498
PP 0.7432 0.7432 0.7432 0.7399
S1 0.7194 0.7194 0.7292 0.7128
S2 0.7062 0.7062 0.7258
S3 0.6692 0.6824 0.7224
S4 0.6322 0.6454 0.7123
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7479 0.7268 0.0211 2.9% 0.0080 1.1% 26% False True 378
10 0.7702 0.7268 0.0434 5.9% 0.0100 1.4% 13% False True 372
20 0.7777 0.7268 0.0509 7.0% 0.0086 1.2% 11% False True 272
40 0.7777 0.7268 0.0509 7.0% 0.0081 1.1% 11% False True 161
60 0.7777 0.7028 0.0749 10.2% 0.0065 0.9% 39% False False 110
80 0.7777 0.6789 0.0988 13.5% 0.0050 0.7% 54% False False 83
100 0.7777 0.6789 0.0988 13.5% 0.0040 0.6% 54% False False 66
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7620
2.618 0.7510
1.618 0.7443
1.000 0.7402
0.618 0.7376
HIGH 0.7335
0.618 0.7309
0.500 0.7302
0.382 0.7294
LOW 0.7268
0.618 0.7227
1.000 0.7201
1.618 0.7160
2.618 0.7093
4.250 0.6983
Fisher Pivots for day following 10-May-2016
Pivot 1 day 3 day
R1 0.7316 0.7352
PP 0.7309 0.7342
S1 0.7302 0.7333

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

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