CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 01-Apr-2016
Day Change Summary
Previous Current
31-Mar-2016 01-Apr-2016 Change Change % Previous Week
Open 0.7585 0.7625 0.0040 0.5% 0.7480
High 0.7647 0.7625 -0.0022 -0.3% 0.7648
Low 0.7585 0.7545 -0.0040 -0.5% 0.7461
Close 0.7618 0.7620 0.0002 0.0% 0.7620
Range 0.0062 0.0080 0.0018 29.0% 0.0187
ATR 0.0071 0.0072 0.0001 0.9% 0.0000
Volume 84 38 -46 -54.8% 275
Daily Pivots for day following 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7837 0.7808 0.7664
R3 0.7757 0.7728 0.7642
R2 0.7677 0.7677 0.7635
R1 0.7648 0.7648 0.7627 0.7623
PP 0.7597 0.7597 0.7597 0.7584
S1 0.7568 0.7568 0.7613 0.7543
S2 0.7517 0.7517 0.7605
S3 0.7437 0.7488 0.7598
S4 0.7357 0.7408 0.7576
Weekly Pivots for week ending 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8137 0.8066 0.7723
R3 0.7950 0.7879 0.7671
R2 0.7763 0.7763 0.7654
R1 0.7692 0.7692 0.7637 0.7728
PP 0.7576 0.7576 0.7576 0.7594
S1 0.7505 0.7505 0.7603 0.7541
S2 0.7389 0.7389 0.7586
S3 0.7202 0.7318 0.7569
S4 0.7015 0.7131 0.7517
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7648 0.7461 0.0187 2.5% 0.0072 1.0% 85% False False 55
10 0.7648 0.7420 0.0228 3.0% 0.0068 0.9% 88% False False 43
20 0.7648 0.7315 0.0333 4.4% 0.0069 0.9% 92% False False 34
40 0.7648 0.6970 0.0678 8.9% 0.0041 0.5% 96% False False 17
60 0.7648 0.6789 0.0859 11.3% 0.0029 0.4% 97% False False 12
80 0.7648 0.6789 0.0859 11.3% 0.0022 0.3% 97% False False 12
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7965
2.618 0.7834
1.618 0.7754
1.000 0.7705
0.618 0.7674
HIGH 0.7625
0.618 0.7594
0.500 0.7585
0.382 0.7576
LOW 0.7545
0.618 0.7496
1.000 0.7465
1.618 0.7416
2.618 0.7336
4.250 0.7205
Fisher Pivots for day following 01-Apr-2016
Pivot 1 day 3 day
R1 0.7608 0.7612
PP 0.7597 0.7604
S1 0.7585 0.7597

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

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