CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 14-Apr-2016
Day Change Summary
Previous Current
13-Apr-2016 14-Apr-2016 Change Change % Previous Week
Open 0.7636 0.7607 -0.0029 -0.4% 0.7603
High 0.7662 0.7669 0.0007 0.1% 0.7603
Low 0.7590 0.7567 -0.0023 -0.3% 0.7448
Close 0.7605 0.7650 0.0045 0.6% 0.7503
Range 0.0072 0.0102 0.0030 41.7% 0.0155
ATR 0.0078 0.0080 0.0002 2.2% 0.0000
Volume 64 215 151 235.9% 209
Daily Pivots for day following 14-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7935 0.7894 0.7706
R3 0.7833 0.7792 0.7678
R2 0.7731 0.7731 0.7669
R1 0.7690 0.7690 0.7659 0.7711
PP 0.7629 0.7629 0.7629 0.7639
S1 0.7588 0.7588 0.7641 0.7609
S2 0.7527 0.7527 0.7631
S3 0.7425 0.7486 0.7622
S4 0.7323 0.7384 0.7594
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 0.7669 0.7460 0.0209 2.7% 0.0084 1.1% 91% True False 120
10 0.7669 0.7448 0.0221 2.9% 0.0085 1.1% 91% True False 79
20 0.7669 0.7420 0.0249 3.3% 0.0078 1.0% 92% True False 63
40 0.7669 0.7028 0.0641 8.4% 0.0057 0.8% 97% True False 36
60 0.7669 0.6828 0.0841 11.0% 0.0040 0.5% 98% True False 24
80 0.7669 0.6789 0.0880 11.5% 0.0031 0.4% 98% True False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8103
2.618 0.7936
1.618 0.7834
1.000 0.7771
0.618 0.7732
HIGH 0.7669
0.618 0.7630
0.500 0.7618
0.382 0.7606
LOW 0.7567
0.618 0.7504
1.000 0.7465
1.618 0.7402
2.618 0.7300
4.250 0.7133
Fisher Pivots for day following 14-Apr-2016
Pivot 1 day 3 day
R1 0.7639 0.7636
PP 0.7629 0.7621
S1 0.7618 0.7607

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

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