CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 19-Apr-2016
Day Change Summary
Previous Current
18-Apr-2016 19-Apr-2016 Change Change % Previous Week
Open 0.7611 0.7696 0.0085 1.1% 0.7478
High 0.7706 0.7770 0.0064 0.8% 0.7680
Low 0.7600 0.7696 0.0096 1.3% 0.7478
Close 0.7693 0.7767 0.0074 1.0% 0.7667
Range 0.0106 0.0074 -0.0032 -30.2% 0.0202
ATR 0.0079 0.0079 0.0000 -0.2% 0.0000
Volume 147 192 45 30.6% 1,036
Daily Pivots for day following 19-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7966 0.7941 0.7808
R3 0.7892 0.7867 0.7787
R2 0.7818 0.7818 0.7781
R1 0.7793 0.7793 0.7774 0.7806
PP 0.7744 0.7744 0.7744 0.7751
S1 0.7719 0.7719 0.7760 0.7732
S2 0.7670 0.7670 0.7753
S3 0.7596 0.7645 0.7747
S4 0.7522 0.7571 0.7726
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 0.7770 0.7567 0.0203 2.6% 0.0079 1.0% 99% True False 221
10 0.7770 0.7448 0.0322 4.1% 0.0084 1.1% 99% True False 151
20 0.7770 0.7420 0.0350 4.5% 0.0079 1.0% 99% True False 99
40 0.7770 0.7028 0.0742 9.6% 0.0063 0.8% 100% True False 57
60 0.7770 0.6900 0.0870 11.2% 0.0044 0.6% 100% True False 38
80 0.7770 0.6789 0.0981 12.6% 0.0034 0.4% 100% True False 28
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8085
2.618 0.7964
1.618 0.7890
1.000 0.7844
0.618 0.7816
HIGH 0.7770
0.618 0.7742
0.500 0.7733
0.382 0.7724
LOW 0.7696
0.618 0.7650
1.000 0.7622
1.618 0.7576
2.618 0.7502
4.250 0.7382
Fisher Pivots for day following 19-Apr-2016
Pivot 1 day 3 day
R1 0.7756 0.7740
PP 0.7744 0.7712
S1 0.7733 0.7685

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

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