CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 21-Apr-2016
Day Change Summary
Previous Current
20-Apr-2016 21-Apr-2016 Change Change % Previous Week
Open 0.7758 0.7743 -0.0015 -0.2% 0.7478
High 0.7772 0.7777 0.0005 0.1% 0.7680
Low 0.7719 0.7685 -0.0034 -0.4% 0.7478
Close 0.7749 0.7695 -0.0054 -0.7% 0.7667
Range 0.0053 0.0092 0.0039 73.6% 0.0202
ATR 0.0077 0.0078 0.0001 1.4% 0.0000
Volume 87 307 220 252.9% 1,036
Daily Pivots for day following 21-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7995 0.7937 0.7746
R3 0.7903 0.7845 0.7720
R2 0.7811 0.7811 0.7712
R1 0.7753 0.7753 0.7703 0.7736
PP 0.7719 0.7719 0.7719 0.7711
S1 0.7661 0.7661 0.7687 0.7644
S2 0.7627 0.7627 0.7678
S3 0.7535 0.7569 0.7670
S4 0.7443 0.7477 0.7644
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 0.7777 0.7600 0.0177 2.3% 0.0074 1.0% 54% True False 244
10 0.7777 0.7460 0.0317 4.1% 0.0079 1.0% 74% True False 182
20 0.7777 0.7420 0.0357 4.6% 0.0078 1.0% 77% True False 114
40 0.7777 0.7028 0.0749 9.7% 0.0067 0.9% 89% True False 67
60 0.7777 0.6960 0.0817 10.6% 0.0046 0.6% 90% True False 44
80 0.7777 0.6789 0.0988 12.8% 0.0036 0.5% 92% True False 33
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8168
2.618 0.8018
1.618 0.7926
1.000 0.7869
0.618 0.7834
HIGH 0.7777
0.618 0.7742
0.500 0.7731
0.382 0.7720
LOW 0.7685
0.618 0.7628
1.000 0.7593
1.618 0.7536
2.618 0.7444
4.250 0.7294
Fisher Pivots for day following 21-Apr-2016
Pivot 1 day 3 day
R1 0.7731 0.7731
PP 0.7719 0.7719
S1 0.7707 0.7707

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

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