CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 20-May-2016
Day Change Summary
Previous Current
19-May-2016 20-May-2016 Change Change % Previous Week
Open 0.7204 0.7195 -0.0009 -0.1% 0.7222
High 0.7206 0.7218 0.0012 0.2% 0.7332
Low 0.7145 0.7182 0.0037 0.5% 0.7145
Close 0.7191 0.7190 -0.0001 0.0% 0.7190
Range 0.0061 0.0036 -0.0025 -41.0% 0.0187
ATR 0.0080 0.0077 -0.0003 -3.9% 0.0000
Volume 1,098 650 -448 -40.8% 2,922
Daily Pivots for day following 20-May-2016
Classic Woodie Camarilla DeMark
R4 0.7305 0.7283 0.7210
R3 0.7269 0.7247 0.7200
R2 0.7233 0.7233 0.7197
R1 0.7211 0.7211 0.7193 0.7204
PP 0.7197 0.7197 0.7197 0.7193
S1 0.7175 0.7175 0.7187 0.7168
S2 0.7161 0.7161 0.7183
S3 0.7125 0.7139 0.7180
S4 0.7089 0.7103 0.7170
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 0.7783 0.7674 0.7293
R3 0.7596 0.7487 0.7241
R2 0.7409 0.7409 0.7224
R1 0.7300 0.7300 0.7207 0.7261
PP 0.7222 0.7222 0.7222 0.7203
S1 0.7113 0.7113 0.7173 0.7074
S2 0.7035 0.7035 0.7156
S3 0.6848 0.6926 0.7139
S4 0.6661 0.6739 0.7087
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7332 0.7145 0.0187 2.6% 0.0065 0.9% 24% False False 584
10 0.7367 0.7145 0.0222 3.1% 0.0066 0.9% 20% False False 451
20 0.7710 0.7145 0.0565 7.9% 0.0080 1.1% 8% False False 377
40 0.7777 0.7145 0.0632 8.8% 0.0079 1.1% 7% False False 247
60 0.7777 0.7028 0.0749 10.4% 0.0072 1.0% 22% False False 172
80 0.7777 0.6970 0.0807 11.2% 0.0056 0.8% 27% False False 129
100 0.7777 0.6789 0.0988 13.7% 0.0046 0.6% 41% False False 103
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0006
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.7371
2.618 0.7312
1.618 0.7276
1.000 0.7254
0.618 0.7240
HIGH 0.7218
0.618 0.7204
0.500 0.7200
0.382 0.7196
LOW 0.7182
0.618 0.7160
1.000 0.7146
1.618 0.7124
2.618 0.7088
4.250 0.7029
Fisher Pivots for day following 20-May-2016
Pivot 1 day 3 day
R1 0.7200 0.7214
PP 0.7197 0.7206
S1 0.7193 0.7198

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

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