CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 30-Mar-2016
Day Change Summary
Previous Current
29-Mar-2016 30-Mar-2016 Change Change % Previous Week
Open 0.7505 0.7573 0.0068 0.9% 0.7527
High 0.7579 0.7648 0.0069 0.9% 0.7574
Low 0.7461 0.7568 0.0107 1.4% 0.7420
Close 0.7579 0.7613 0.0034 0.4% 0.7463
Range 0.0118 0.0080 -0.0038 -32.2% 0.0154
ATR 0.0071 0.0072 0.0001 0.9% 0.0000
Volume 42 47 5 11.9% 150
Daily Pivots for day following 30-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7850 0.7811 0.7657
R3 0.7770 0.7731 0.7635
R2 0.7690 0.7690 0.7628
R1 0.7651 0.7651 0.7620 0.7671
PP 0.7610 0.7610 0.7610 0.7619
S1 0.7571 0.7571 0.7606 0.7591
S2 0.7530 0.7530 0.7598
S3 0.7450 0.7491 0.7591
S4 0.7370 0.7411 0.7569
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7948 0.7859 0.7548
R3 0.7794 0.7705 0.7505
R2 0.7640 0.7640 0.7491
R1 0.7551 0.7551 0.7477 0.7519
PP 0.7486 0.7486 0.7486 0.7469
S1 0.7397 0.7397 0.7449 0.7365
S2 0.7332 0.7332 0.7435
S3 0.7178 0.7243 0.7421
S4 0.7024 0.7089 0.7378
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7648 0.7420 0.0228 3.0% 0.0077 1.0% 85% True False 48
10 0.7648 0.7361 0.0287 3.8% 0.0077 1.0% 88% True False 40
20 0.7648 0.7225 0.0423 5.6% 0.0066 0.9% 92% True False 28
40 0.7648 0.6970 0.0678 8.9% 0.0037 0.5% 95% True False 14
60 0.7648 0.6789 0.0859 11.3% 0.0027 0.3% 96% True False 9
80 0.7648 0.6789 0.0859 11.3% 0.0020 0.3% 96% True False 10
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 False
Bull Hook False
Stretch 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7988
2.618 0.7857
1.618 0.7777
1.000 0.7728
0.618 0.7697
HIGH 0.7648
0.618 0.7617
0.500 0.7608
0.382 0.7599
LOW 0.7568
0.618 0.7519
1.000 0.7488
1.618 0.7439
2.618 0.7359
4.250 0.7228
Fisher Pivots for day following 30-Mar-2016
Pivot 1 day 3 day
R1 0.7611 0.7594
PP 0.7610 0.7574
S1 0.7608 0.7555

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

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