CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 28-Apr-2016
Day Change Summary
Previous Current
27-Apr-2016 28-Apr-2016 Change Change % Previous Week
Open 0.7702 0.7551 -0.0151 -2.0% 0.7611
High 0.7702 0.7608 -0.0094 -1.2% 0.7777
Low 0.7510 0.7545 0.0035 0.5% 0.7600
Close 0.7533 0.7592 0.0059 0.8% 0.7660
Range 0.0192 0.0063 -0.0129 -67.2% 0.0177
ATR 0.0082 0.0082 -0.0001 -0.6% 0.0000
Volume 954 178 -776 -81.3% 845
Daily Pivots for day following 28-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7771 0.7744 0.7627
R3 0.7708 0.7681 0.7609
R2 0.7645 0.7645 0.7604
R1 0.7618 0.7618 0.7598 0.7632
PP 0.7582 0.7582 0.7582 0.7588
S1 0.7555 0.7555 0.7586 0.7569
S2 0.7519 0.7519 0.7580
S3 0.7456 0.7492 0.7575
S4 0.7393 0.7429 0.7557
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 0.7724 0.7510 0.0214 2.8% 0.0084 1.1% 38% False False 272
10 0.7777 0.7510 0.0267 3.5% 0.0079 1.0% 31% False False 258
20 0.7777 0.7448 0.0329 4.3% 0.0082 1.1% 44% False False 168
40 0.7777 0.7225 0.0552 7.3% 0.0075 1.0% 66% False False 100
60 0.7777 0.6970 0.0807 10.6% 0.0053 0.7% 77% False False 67
80 0.7777 0.6789 0.0988 13.0% 0.0041 0.5% 81% False False 50
100 0.7777 0.6789 0.0988 13.0% 0.0033 0.4% 81% False False 42
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7876
2.618 0.7773
1.618 0.7710
1.000 0.7671
0.618 0.7647
HIGH 0.7608
0.618 0.7584
0.500 0.7577
0.382 0.7569
LOW 0.7545
0.618 0.7506
1.000 0.7482
1.618 0.7443
2.618 0.7380
4.250 0.7277
Fisher Pivots for day following 28-Apr-2016
Pivot 1 day 3 day
R1 0.7587 0.7610
PP 0.7582 0.7604
S1 0.7577 0.7598

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

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