CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 22-Apr-2016
Day Change Summary
Previous Current
21-Apr-2016 22-Apr-2016 Change Change % Previous Week
Open 0.7743 0.7688 -0.0055 -0.7% 0.7611
High 0.7777 0.7724 -0.0053 -0.7% 0.7777
Low 0.7685 0.7650 -0.0035 -0.5% 0.7600
Close 0.7695 0.7660 -0.0035 -0.5% 0.7660
Range 0.0092 0.0074 -0.0018 -19.6% 0.0177
ATR 0.0078 0.0078 0.0000 -0.4% 0.0000
Volume 307 112 -195 -63.5% 845
Daily Pivots for day following 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7900 0.7854 0.7701
R3 0.7826 0.7780 0.7680
R2 0.7752 0.7752 0.7674
R1 0.7706 0.7706 0.7667 0.7692
PP 0.7678 0.7678 0.7678 0.7671
S1 0.7632 0.7632 0.7653 0.7618
S2 0.7604 0.7604 0.7646
S3 0.7530 0.7558 0.7640
S4 0.7456 0.7484 0.7619
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8210 0.8112 0.7757
R3 0.8033 0.7935 0.7709
R2 0.7856 0.7856 0.7692
R1 0.7758 0.7758 0.7676 0.7807
PP 0.7679 0.7679 0.7679 0.7704
S1 0.7581 0.7581 0.7644 0.7630
S2 0.7502 0.7502 0.7628
S3 0.7325 0.7404 0.7611
S4 0.7148 0.7227 0.7563
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% 0.0080 1.0% 34% False False 169
10 0.7777 0.7478 0.0299 3.9% 0.0080 1.0% 61% False False 188
20 0.7777 0.7448 0.0329 4.3% 0.0079 1.0% 64% False False 118
40 0.7777 0.7028 0.0749 9.8% 0.0068 0.9% 84% False False 69
60 0.7777 0.6970 0.0807 10.5% 0.0047 0.6% 86% False False 46
80 0.7777 0.6789 0.0988 12.9% 0.0037 0.5% 88% False False 35
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 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8039
2.618 0.7918
1.618 0.7844
1.000 0.7798
0.618 0.7770
HIGH 0.7724
0.618 0.7696
0.500 0.7687
0.382 0.7678
LOW 0.7650
0.618 0.7604
1.000 0.7576
1.618 0.7530
2.618 0.7456
4.250 0.7335
Fisher Pivots for day following 22-Apr-2016
Pivot 1 day 3 day
R1 0.7687 0.7714
PP 0.7678 0.7696
S1 0.7669 0.7678

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

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