CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 04-Apr-2016
Day Change Summary
Previous Current
01-Apr-2016 04-Apr-2016 Change Change % Previous Week
Open 0.7625 0.7603 -0.0022 -0.3% 0.7480
High 0.7625 0.7603 -0.0022 -0.3% 0.7648
Low 0.7545 0.7546 0.0001 0.0% 0.7461
Close 0.7620 0.7553 -0.0067 -0.9% 0.7620
Range 0.0080 0.0057 -0.0023 -28.8% 0.0187
ATR 0.0072 0.0072 0.0000 0.2% 0.0000
Volume 38 21 -17 -44.7% 275
Daily Pivots for day following 04-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7738 0.7703 0.7584
R3 0.7681 0.7646 0.7569
R2 0.7624 0.7624 0.7563
R1 0.7589 0.7589 0.7558 0.7578
PP 0.7567 0.7567 0.7567 0.7562
S1 0.7532 0.7532 0.7548 0.7521
S2 0.7510 0.7510 0.7543
S3 0.7453 0.7475 0.7537
S4 0.7396 0.7418 0.7522
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% 0.0079 1.1% 49% False False 46
10 0.7648 0.7420 0.0228 3.0% 0.0068 0.9% 58% False False 44
20 0.7648 0.7339 0.0309 4.1% 0.0070 0.9% 69% False False 35
40 0.7648 0.6970 0.0678 9.0% 0.0042 0.6% 86% False False 18
60 0.7648 0.6789 0.0859 11.4% 0.0030 0.4% 89% False False 12
80 0.7648 0.6789 0.0859 11.4% 0.0023 0.3% 89% False False 12
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7845
2.618 0.7752
1.618 0.7695
1.000 0.7660
0.618 0.7638
HIGH 0.7603
0.618 0.7581
0.500 0.7575
0.382 0.7568
LOW 0.7546
0.618 0.7511
1.000 0.7489
1.618 0.7454
2.618 0.7397
4.250 0.7304
Fisher Pivots for day following 04-Apr-2016
Pivot 1 day 3 day
R1 0.7575 0.7596
PP 0.7567 0.7582
S1 0.7560 0.7567

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

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