CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 02-May-2016
Day Change Summary
Previous Current
29-Apr-2016 02-May-2016 Change Change % Previous Week
Open 0.7582 0.7568 -0.0014 -0.2% 0.7650
High 0.7611 0.7628 0.0017 0.2% 0.7710
Low 0.7556 0.7559 0.0003 0.0% 0.7510
Close 0.7558 0.7613 0.0055 0.7% 0.7558
Range 0.0055 0.0069 0.0014 25.5% 0.0200
ATR 0.0080 0.0079 -0.0001 -0.9% 0.0000
Volume 127 149 22 17.3% 1,375
Daily Pivots for day following 02-May-2016
Classic Woodie Camarilla DeMark
R4 0.7807 0.7779 0.7651
R3 0.7738 0.7710 0.7632
R2 0.7669 0.7669 0.7626
R1 0.7641 0.7641 0.7619 0.7655
PP 0.7600 0.7600 0.7600 0.7607
S1 0.7572 0.7572 0.7607 0.7586
S2 0.7531 0.7531 0.7600
S3 0.7462 0.7503 0.7594
S4 0.7393 0.7434 0.7575
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% 0.0088 1.2% 52% False False 298
10 0.7777 0.7510 0.0267 3.5% 0.0076 1.0% 39% False False 222
20 0.7777 0.7448 0.0329 4.3% 0.0081 1.1% 50% False False 179
40 0.7777 0.7339 0.0438 5.8% 0.0075 1.0% 63% False False 107
60 0.7777 0.6970 0.0807 10.6% 0.0055 0.7% 80% False False 72
80 0.7777 0.6789 0.0988 13.0% 0.0043 0.6% 83% False False 54
100 0.7777 0.6789 0.0988 13.0% 0.0034 0.5% 83% False False 45
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7921
2.618 0.7809
1.618 0.7740
1.000 0.7697
0.618 0.7671
HIGH 0.7628
0.618 0.7602
0.500 0.7594
0.382 0.7585
LOW 0.7559
0.618 0.7516
1.000 0.7490
1.618 0.7447
2.618 0.7378
4.250 0.7266
Fisher Pivots for day following 02-May-2016
Pivot 1 day 3 day
R1 0.7607 0.7604
PP 0.7600 0.7595
S1 0.7594 0.7587

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

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