CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 05-May-2016
Day Change Summary
Previous Current
04-May-2016 05-May-2016 Change Change % Previous Week
Open 0.7464 0.7421 -0.0043 -0.6% 0.7650
High 0.7479 0.7475 -0.0004 -0.1% 0.7710
Low 0.7408 0.7420 0.0012 0.2% 0.7510
Close 0.7419 0.7422 0.0003 0.0% 0.7558
Range 0.0071 0.0055 -0.0016 -22.5% 0.0200
ATR 0.0088 0.0086 -0.0002 -2.6% 0.0000
Volume 419 197 -222 -53.0% 1,375
Daily Pivots for day following 05-May-2016
Classic Woodie Camarilla DeMark
R4 0.7604 0.7568 0.7452
R3 0.7549 0.7513 0.7437
R2 0.7494 0.7494 0.7432
R1 0.7458 0.7458 0.7427 0.7476
PP 0.7439 0.7439 0.7439 0.7448
S1 0.7403 0.7403 0.7417 0.7421
S2 0.7384 0.7384 0.7412
S3 0.7329 0.7348 0.7407
S4 0.7274 0.7293 0.7392
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% 0.0095 1.3% 5% False False 264
10 0.7724 0.7408 0.0316 4.3% 0.0089 1.2% 4% False False 268
20 0.7777 0.7408 0.0369 5.0% 0.0084 1.1% 4% False False 225
40 0.7777 0.7361 0.0416 5.6% 0.0079 1.1% 15% False False 133
60 0.7777 0.7028 0.0749 10.1% 0.0060 0.8% 53% False False 89
80 0.7777 0.6789 0.0988 13.3% 0.0047 0.6% 64% False False 67
100 0.7777 0.6789 0.0988 13.3% 0.0038 0.5% 64% False False 53
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7709
2.618 0.7619
1.618 0.7564
1.000 0.7530
0.618 0.7509
HIGH 0.7475
0.618 0.7454
0.500 0.7448
0.382 0.7441
LOW 0.7420
0.618 0.7386
1.000 0.7365
1.618 0.7331
2.618 0.7276
4.250 0.7186
Fisher Pivots for day following 05-May-2016
Pivot 1 day 3 day
R1 0.7448 0.7539
PP 0.7439 0.7500
S1 0.7431 0.7461

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

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