CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 04-May-2016
Day Change Summary
Previous Current
03-May-2016 04-May-2016 Change Change % Previous Week
Open 0.7628 0.7464 -0.0164 -2.1% 0.7650
High 0.7670 0.7479 -0.0191 -2.5% 0.7710
Low 0.7447 0.7408 -0.0039 -0.5% 0.7510
Close 0.7447 0.7419 -0.0028 -0.4% 0.7558
Range 0.0223 0.0071 -0.0152 -68.2% 0.0200
ATR 0.0089 0.0088 -0.0001 -1.5% 0.0000
Volume 430 419 -11 -2.6% 1,375
Daily Pivots for day following 04-May-2016
Classic Woodie Camarilla DeMark
R4 0.7648 0.7605 0.7458
R3 0.7577 0.7534 0.7439
R2 0.7506 0.7506 0.7432
R1 0.7463 0.7463 0.7426 0.7449
PP 0.7435 0.7435 0.7435 0.7429
S1 0.7392 0.7392 0.7412 0.7378
S2 0.7364 0.7364 0.7406
S3 0.7293 0.7321 0.7399
S4 0.7222 0.7250 0.7380
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 0.7670 0.7408 0.0262 3.5% 0.0096 1.3% 4% False True 260
10 0.7777 0.7408 0.0369 5.0% 0.0093 1.3% 3% False True 279
20 0.7777 0.7408 0.0369 5.0% 0.0088 1.2% 3% False True 218
40 0.7777 0.7350 0.0427 5.8% 0.0081 1.1% 16% False False 128
60 0.7777 0.6970 0.0807 10.9% 0.0060 0.8% 56% False False 86
80 0.7777 0.6789 0.0988 13.3% 0.0046 0.6% 64% False False 64
100 0.7777 0.6789 0.0988 13.3% 0.0037 0.5% 64% False False 51
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 0.7781
2.618 0.7665
1.618 0.7594
1.000 0.7550
0.618 0.7523
HIGH 0.7479
0.618 0.7452
0.500 0.7444
0.382 0.7435
LOW 0.7408
0.618 0.7364
1.000 0.7337
1.618 0.7293
2.618 0.7222
4.250 0.7106
Fisher Pivots for day following 04-May-2016
Pivot 1 day 3 day
R1 0.7444 0.7539
PP 0.7435 0.7499
S1 0.7427 0.7459

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

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