CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 08-Jul-2016
Day Change Summary
Previous Current
07-Jul-2016 08-Jul-2016 Change Change % Previous Week
Open 0.7471 0.7466 -0.0005 -0.1% 0.7469
High 0.7498 0.7530 0.0032 0.4% 0.7530
Low 0.7433 0.7444 0.0011 0.1% 0.7379
Close 0.7433 0.7528 0.0095 1.3% 0.7528
Range 0.0065 0.0086 0.0021 32.3% 0.0151
ATR 0.0079 0.0080 0.0001 1.7% 0.0000
Volume 125 54 -71 -56.8% 643
Daily Pivots for day following 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7759 0.7729 0.7575
R3 0.7673 0.7643 0.7552
R2 0.7587 0.7587 0.7544
R1 0.7557 0.7557 0.7536 0.7572
PP 0.7501 0.7501 0.7501 0.7508
S1 0.7471 0.7471 0.7520 0.7486
S2 0.7415 0.7415 0.7512
S3 0.7329 0.7385 0.7504
S4 0.7243 0.7299 0.7481
Weekly Pivots for week ending 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7932 0.7881 0.7611
R3 0.7781 0.7730 0.7570
R2 0.7630 0.7630 0.7556
R1 0.7579 0.7579 0.7542 0.7604
PP 0.7479 0.7479 0.7479 0.7492
S1 0.7428 0.7428 0.7514 0.7454
S2 0.7328 0.7328 0.7500
S3 0.7177 0.7277 0.7486
S4 0.7026 0.7126 0.7445
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7530 0.7379 0.0151 2.0% 0.0071 0.9% 99% True False 134
10 0.7586 0.7272 0.0314 4.2% 0.0094 1.2% 82% False False 160
20 0.7586 0.7242 0.0344 4.6% 0.0073 1.0% 83% False False 107
40 0.7586 0.7121 0.0465 6.2% 0.0045 0.6% 88% False False 64
60 0.7738 0.7121 0.0617 8.2% 0.0033 0.4% 66% False False 43
80 0.7738 0.7121 0.0617 8.2% 0.0028 0.4% 66% False False 33
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7895
2.618 0.7755
1.618 0.7669
1.000 0.7616
0.618 0.7583
HIGH 0.7530
0.618 0.7497
0.500 0.7487
0.382 0.7477
LOW 0.7444
0.618 0.7391
1.000 0.7358
1.618 0.7305
2.618 0.7219
4.250 0.7079
Fisher Pivots for day following 08-Jul-2016
Pivot 1 day 3 day
R1 0.7514 0.7504
PP 0.7501 0.7479
S1 0.7487 0.7455

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

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