CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 27-Apr-2016
Day Change Summary
Previous Current
26-Apr-2016 27-Apr-2016 Change Change % Previous Week
Open 0.7660 0.7702 0.0042 0.5% 0.7611
High 0.7710 0.7702 -0.0008 -0.1% 0.7777
Low 0.7650 0.7510 -0.0140 -1.8% 0.7600
Close 0.7688 0.7533 -0.0155 -2.0% 0.7660
Range 0.0060 0.0192 0.0132 220.0% 0.0177
ATR 0.0074 0.0082 0.0008 11.5% 0.0000
Volume 83 954 871 1,049.4% 845
Daily Pivots for day following 27-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8158 0.8037 0.7639
R3 0.7966 0.7845 0.7586
R2 0.7774 0.7774 0.7568
R1 0.7653 0.7653 0.7551 0.7618
PP 0.7582 0.7582 0.7582 0.7564
S1 0.7461 0.7461 0.7515 0.7425
S2 0.7390 0.7390 0.7498
S3 0.7198 0.7269 0.7480
S4 0.7006 0.7077 0.7427
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 0.7510 0.0267 3.5% 0.0090 1.2% 9% False True 297
10 0.7777 0.7510 0.0267 3.5% 0.0083 1.1% 9% False True 262
20 0.7777 0.7448 0.0329 4.4% 0.0082 1.1% 26% False False 164
40 0.7777 0.7225 0.0552 7.3% 0.0074 1.0% 56% False False 96
60 0.7777 0.6970 0.0807 10.7% 0.0052 0.7% 70% False False 64
80 0.7777 0.6789 0.0988 13.1% 0.0040 0.5% 75% False False 48
100 0.7777 0.6789 0.0988 13.1% 0.0033 0.4% 75% False False 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 103 trading days
Fibonacci Retracements and Extensions
4.250 0.8518
2.618 0.8205
1.618 0.8013
1.000 0.7894
0.618 0.7821
HIGH 0.7702
0.618 0.7629
0.500 0.7606
0.382 0.7583
LOW 0.7510
0.618 0.7391
1.000 0.7318
1.618 0.7199
2.618 0.7007
4.250 0.6694
Fisher Pivots for day following 27-Apr-2016
Pivot 1 day 3 day
R1 0.7606 0.7610
PP 0.7582 0.7584
S1 0.7557 0.7559

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

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