CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 20-Apr-2016
Day Change Summary
Previous Current
19-Apr-2016 20-Apr-2016 Change Change % Previous Week
Open 0.7696 0.7758 0.0062 0.8% 0.7478
High 0.7770 0.7772 0.0002 0.0% 0.7680
Low 0.7696 0.7719 0.0023 0.3% 0.7478
Close 0.7767 0.7749 -0.0018 -0.2% 0.7667
Range 0.0074 0.0053 -0.0021 -28.4% 0.0202
ATR 0.0079 0.0077 -0.0002 -2.4% 0.0000
Volume 192 87 -105 -54.7% 1,036
Daily Pivots for day following 20-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7906 0.7880 0.7778
R3 0.7853 0.7827 0.7764
R2 0.7800 0.7800 0.7759
R1 0.7774 0.7774 0.7754 0.7761
PP 0.7747 0.7747 0.7747 0.7740
S1 0.7721 0.7721 0.7744 0.7708
S2 0.7694 0.7694 0.7739
S3 0.7641 0.7668 0.7734
S4 0.7588 0.7615 0.7720
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 0.7772 0.7567 0.0205 2.6% 0.0076 1.0% 89% True False 226
10 0.7772 0.7448 0.0324 4.2% 0.0083 1.1% 93% True False 157
20 0.7772 0.7420 0.0352 4.5% 0.0078 1.0% 93% True False 101
40 0.7772 0.7028 0.0744 9.6% 0.0064 0.8% 97% True False 59
60 0.7772 0.6946 0.0826 10.7% 0.0044 0.6% 97% True False 39
80 0.7772 0.6789 0.0983 12.7% 0.0035 0.4% 98% True False 29
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7997
2.618 0.7911
1.618 0.7858
1.000 0.7825
0.618 0.7805
HIGH 0.7772
0.618 0.7752
0.500 0.7746
0.382 0.7739
LOW 0.7719
0.618 0.7686
1.000 0.7666
1.618 0.7633
2.618 0.7580
4.250 0.7494
Fisher Pivots for day following 20-Apr-2016
Pivot 1 day 3 day
R1 0.7748 0.7728
PP 0.7747 0.7707
S1 0.7746 0.7686

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

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