CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 29-Apr-2016
Day Change Summary
Previous Current
28-Apr-2016 29-Apr-2016 Change Change % Previous Week
Open 0.7551 0.7582 0.0031 0.4% 0.7650
High 0.7608 0.7611 0.0003 0.0% 0.7710
Low 0.7545 0.7556 0.0011 0.1% 0.7510
Close 0.7592 0.7558 -0.0034 -0.4% 0.7558
Range 0.0063 0.0055 -0.0008 -12.7% 0.0200
ATR 0.0082 0.0080 -0.0002 -2.3% 0.0000
Volume 178 127 -51 -28.7% 1,375
Daily Pivots for day following 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7740 0.7704 0.7588
R3 0.7685 0.7649 0.7573
R2 0.7630 0.7630 0.7568
R1 0.7594 0.7594 0.7563 0.7585
PP 0.7575 0.7575 0.7575 0.7570
S1 0.7539 0.7539 0.7553 0.7530
S2 0.7520 0.7520 0.7548
S3 0.7465 0.7484 0.7543
S4 0.7410 0.7429 0.7528
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8193 0.8075 0.7668
R3 0.7993 0.7875 0.7613
R2 0.7793 0.7793 0.7595
R1 0.7675 0.7675 0.7576 0.7634
PP 0.7593 0.7593 0.7593 0.7572
S1 0.7475 0.7475 0.7540 0.7434
S2 0.7393 0.7393 0.7521
S3 0.7193 0.7275 0.7503
S4 0.6993 0.7075 0.7448
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7710 0.7510 0.0200 2.6% 0.0080 1.1% 24% False False 275
10 0.7777 0.7510 0.0267 3.5% 0.0080 1.1% 18% False False 222
20 0.7777 0.7448 0.0329 4.4% 0.0080 1.1% 33% False False 173
40 0.7777 0.7315 0.0462 6.1% 0.0075 1.0% 53% False False 103
60 0.7777 0.6970 0.0807 10.7% 0.0054 0.7% 73% False False 69
80 0.7777 0.6789 0.0988 13.1% 0.0042 0.6% 78% False False 52
100 0.7777 0.6789 0.0988 13.1% 0.0034 0.4% 78% False False 44
Crabel Price Patterns
NR True
NR4 True
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 0.0014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7845
2.618 0.7755
1.618 0.7700
1.000 0.7666
0.618 0.7645
HIGH 0.7611
0.618 0.7590
0.500 0.7584
0.382 0.7577
LOW 0.7556
0.618 0.7522
1.000 0.7501
1.618 0.7467
2.618 0.7412
4.250 0.7322
Fisher Pivots for day following 29-Apr-2016
Pivot 1 day 3 day
R1 0.7584 0.7606
PP 0.7575 0.7590
S1 0.7567 0.7574

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

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