CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 13-Apr-2016
Day Change Summary
Previous Current
12-Apr-2016 13-Apr-2016 Change Change % Previous Week
Open 0.7544 0.7636 0.0092 1.2% 0.7603
High 0.7636 0.7662 0.0026 0.3% 0.7603
Low 0.7544 0.7590 0.0046 0.6% 0.7448
Close 0.7636 0.7605 -0.0031 -0.4% 0.7503
Range 0.0092 0.0072 -0.0020 -21.7% 0.0155
ATR 0.0079 0.0078 0.0000 -0.6% 0.0000
Volume 76 64 -12 -15.8% 209
Daily Pivots for day following 13-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7835 0.7792 0.7645
R3 0.7763 0.7720 0.7625
R2 0.7691 0.7691 0.7618
R1 0.7648 0.7648 0.7612 0.7634
PP 0.7619 0.7619 0.7619 0.7612
S1 0.7576 0.7576 0.7598 0.7562
S2 0.7547 0.7547 0.7592
S3 0.7475 0.7504 0.7585
S4 0.7403 0.7432 0.7565
Weekly Pivots for week ending 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7983 0.7898 0.7588
R3 0.7828 0.7743 0.7546
R2 0.7673 0.7673 0.7531
R1 0.7588 0.7588 0.7517 0.7553
PP 0.7518 0.7518 0.7518 0.7501
S1 0.7433 0.7433 0.7489 0.7398
S2 0.7363 0.7363 0.7475
S3 0.7208 0.7278 0.7460
S4 0.7053 0.7123 0.7418
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7662 0.7448 0.0214 2.8% 0.0090 1.2% 73% True False 89
10 0.7662 0.7448 0.0214 2.8% 0.0081 1.1% 73% True False 66
20 0.7662 0.7361 0.0301 4.0% 0.0079 1.0% 81% True False 53
40 0.7662 0.7028 0.0634 8.3% 0.0056 0.7% 91% True False 31
60 0.7662 0.6828 0.0834 11.0% 0.0038 0.5% 93% True False 20
80 0.7662 0.6789 0.0873 11.5% 0.0030 0.4% 93% True False 15
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 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7968
2.618 0.7850
1.618 0.7778
1.000 0.7734
0.618 0.7706
HIGH 0.7662
0.618 0.7634
0.500 0.7626
0.382 0.7618
LOW 0.7590
0.618 0.7546
1.000 0.7518
1.618 0.7474
2.618 0.7402
4.250 0.7284
Fisher Pivots for day following 13-Apr-2016
Pivot 1 day 3 day
R1 0.7626 0.7593
PP 0.7619 0.7582
S1 0.7612 0.7570

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

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