CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 19-Apr-2016
Day Change Summary
Previous Current
18-Apr-2016 19-Apr-2016 Change Change % Previous Week
Open 0.7664 0.7738 0.0074 1.0% 0.7531
High 0.7664 0.7738 0.0074 1.0% 0.7662
Low 0.7664 0.7738 0.0074 1.0% 0.7531
Close 0.7664 0.7738 0.0074 1.0% 0.7639
Range
ATR 0.0054 0.0055 0.0001 2.7% 0.0000
Volume
Daily Pivots for day following 19-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7738 0.7738 0.7738
R3 0.7738 0.7738 0.7738
R2 0.7738 0.7738 0.7738
R1 0.7738 0.7738 0.7738 0.7738
PP 0.7738 0.7738 0.7738 0.7738
S1 0.7738 0.7738 0.7738 0.7738
S2 0.7738 0.7738 0.7738
S3 0.7738 0.7738 0.7738
S4 0.7738 0.7738 0.7738
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8004 0.7952 0.7711
R3 0.7873 0.7821 0.7675
R2 0.7742 0.7742 0.7663
R1 0.7690 0.7690 0.7651 0.7716
PP 0.7611 0.7611 0.7611 0.7624
S1 0.7559 0.7559 0.7627 0.7585
S2 0.7480 0.7480 0.7615
S3 0.7349 0.7428 0.7603
S4 0.7218 0.7297 0.7567
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7738 0.7578 0.0160 2.1% 0.0014 0.2% 100% True False
10 0.7738 0.7427 0.0311 4.0% 0.0008 0.1% 100% True False
20 0.7738 0.7415 0.0323 4.2% 0.0007 0.1% 100% True False 1
Crabel Price Patterns
NR False
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 False
Bull Hook False
Stretch 0.0001
Fibonacci Retracements and Extensions
4.250 0.7738
2.618 0.7738
1.618 0.7738
1.000 0.7738
0.618 0.7738
HIGH 0.7738
0.618 0.7738
0.500 0.7738
0.382 0.7738
LOW 0.7738
0.618 0.7738
1.000 0.7738
1.618 0.7738
2.618 0.7738
4.250 0.7738
Fisher Pivots for day following 19-Apr-2016
Pivot 1 day 3 day
R1 0.7738 0.7720
PP 0.7738 0.7701
S1 0.7738 0.7683

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

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