CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 15-Apr-2016
Day Change Summary
Previous Current
14-Apr-2016 15-Apr-2016 Change Change % Previous Week
Open 0.7607 0.7660 0.0053 0.7% 0.7478
High 0.7669 0.7680 0.0011 0.1% 0.7680
Low 0.7567 0.7637 0.0070 0.9% 0.7478
Close 0.7650 0.7667 0.0017 0.2% 0.7667
Range 0.0102 0.0043 -0.0059 -57.8% 0.0202
ATR 0.0080 0.0077 -0.0003 -3.3% 0.0000
Volume 215 490 275 127.9% 1,036
Daily Pivots for day following 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7790 0.7772 0.7691
R3 0.7747 0.7729 0.7679
R2 0.7704 0.7704 0.7675
R1 0.7686 0.7686 0.7671 0.7695
PP 0.7661 0.7661 0.7661 0.7666
S1 0.7643 0.7643 0.7663 0.7652
S2 0.7618 0.7618 0.7659
S3 0.7575 0.7600 0.7655
S4 0.7532 0.7557 0.7643
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8214 0.8143 0.7778
R3 0.8012 0.7941 0.7723
R2 0.7810 0.7810 0.7704
R1 0.7739 0.7739 0.7686 0.7774
PP 0.7608 0.7608 0.7608 0.7626
S1 0.7537 0.7537 0.7648 0.7573
S2 0.7406 0.7406 0.7630
S3 0.7204 0.7335 0.7611
S4 0.7002 0.7133 0.7556
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7680 0.7478 0.0202 2.6% 0.0080 1.0% 94% True False 207
10 0.7680 0.7448 0.0232 3.0% 0.0081 1.1% 94% True False 124
20 0.7680 0.7420 0.0260 3.4% 0.0074 1.0% 95% True False 84
40 0.7680 0.7028 0.0652 8.5% 0.0059 0.8% 98% True False 48
60 0.7680 0.6900 0.0780 10.2% 0.0041 0.5% 98% True False 32
80 0.7680 0.6789 0.0891 11.6% 0.0032 0.4% 99% True False 24
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0012
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.7863
2.618 0.7793
1.618 0.7750
1.000 0.7723
0.618 0.7707
HIGH 0.7680
0.618 0.7664
0.500 0.7659
0.382 0.7653
LOW 0.7637
0.618 0.7610
1.000 0.7594
1.618 0.7567
2.618 0.7524
4.250 0.7454
Fisher Pivots for day following 15-Apr-2016
Pivot 1 day 3 day
R1 0.7664 0.7653
PP 0.7661 0.7638
S1 0.7659 0.7624

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

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