CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 07-Apr-2016
Day Change Summary
Previous Current
06-Apr-2016 07-Apr-2016 Change Change % Previous Week
Open 0.7487 0.7560 0.0073 1.0% 0.7480
High 0.7552 0.7578 0.0026 0.3% 0.7648
Low 0.7487 0.7448 -0.0039 -0.5% 0.7461
Close 0.7539 0.7454 -0.0085 -1.1% 0.7620
Range 0.0065 0.0130 0.0065 100.0% 0.0187
ATR 0.0073 0.0077 0.0004 5.6% 0.0000
Volume 23 59 36 156.5% 275
Daily Pivots for day following 07-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7883 0.7799 0.7526
R3 0.7753 0.7669 0.7490
R2 0.7623 0.7623 0.7478
R1 0.7539 0.7539 0.7466 0.7516
PP 0.7493 0.7493 0.7493 0.7482
S1 0.7409 0.7409 0.7442 0.7386
S2 0.7363 0.7363 0.7430
S3 0.7233 0.7279 0.7418
S4 0.7103 0.7149 0.7383
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 0.7625 0.7448 0.0177 2.4% 0.0085 1.1% 3% False True 38
10 0.7648 0.7420 0.0228 3.1% 0.0076 1.0% 15% False False 46
20 0.7648 0.7361 0.0287 3.9% 0.0075 1.0% 32% False False 40
40 0.7648 0.7028 0.0620 8.3% 0.0048 0.6% 69% False False 21
60 0.7648 0.6789 0.0859 11.5% 0.0034 0.5% 77% False False 14
80 0.7648 0.6789 0.0859 11.5% 0.0026 0.3% 77% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.8131
2.618 0.7918
1.618 0.7788
1.000 0.7708
0.618 0.7658
HIGH 0.7578
0.618 0.7528
0.500 0.7513
0.382 0.7498
LOW 0.7448
0.618 0.7368
1.000 0.7318
1.618 0.7238
2.618 0.7108
4.250 0.6896
Fisher Pivots for day following 07-Apr-2016
Pivot 1 day 3 day
R1 0.7513 0.7513
PP 0.7493 0.7493
S1 0.7474 0.7474

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

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