CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 18-Apr-2016
Day Change Summary
Previous Current
15-Apr-2016 18-Apr-2016 Change Change % Previous Week
Open 0.7660 0.7611 -0.0049 -0.6% 0.7478
High 0.7680 0.7706 0.0026 0.3% 0.7680
Low 0.7637 0.7600 -0.0037 -0.5% 0.7478
Close 0.7667 0.7693 0.0026 0.3% 0.7667
Range 0.0043 0.0106 0.0063 146.5% 0.0202
ATR 0.0077 0.0079 0.0002 2.7% 0.0000
Volume 490 147 -343 -70.0% 1,036
Daily Pivots for day following 18-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7984 0.7945 0.7751
R3 0.7878 0.7839 0.7722
R2 0.7772 0.7772 0.7712
R1 0.7733 0.7733 0.7703 0.7752
PP 0.7666 0.7666 0.7666 0.7676
S1 0.7627 0.7627 0.7683 0.7647
S2 0.7560 0.7560 0.7674
S3 0.7454 0.7521 0.7664
S4 0.7348 0.7415 0.7635
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 0.7706 0.7544 0.0162 2.1% 0.0083 1.1% 92% True False 198
10 0.7706 0.7448 0.0258 3.4% 0.0086 1.1% 95% True False 137
20 0.7706 0.7420 0.0286 3.7% 0.0077 1.0% 95% True False 90
40 0.7706 0.7028 0.0678 8.8% 0.0061 0.8% 98% True False 52
60 0.7706 0.6900 0.0806 10.5% 0.0043 0.6% 98% True False 35
80 0.7706 0.6789 0.0917 11.9% 0.0033 0.4% 99% True False 26
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 0.0013
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8156
2.618 0.7984
1.618 0.7878
1.000 0.7812
0.618 0.7772
HIGH 0.7706
0.618 0.7666
0.500 0.7653
0.382 0.7640
LOW 0.7600
0.618 0.7534
1.000 0.7494
1.618 0.7428
2.618 0.7322
4.250 0.7150
Fisher Pivots for day following 18-Apr-2016
Pivot 1 day 3 day
R1 0.7680 0.7674
PP 0.7666 0.7655
S1 0.7653 0.7637

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

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