CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 06-May-2016
Day Change Summary
Previous Current
05-May-2016 06-May-2016 Change Change % Previous Week
Open 0.7421 0.7429 0.0008 0.1% 0.7568
High 0.7475 0.7435 -0.0040 -0.5% 0.7670
Low 0.7420 0.7300 -0.0120 -1.6% 0.7300
Close 0.7422 0.7326 -0.0096 -1.3% 0.7326
Range 0.0055 0.0135 0.0080 145.5% 0.0370
ATR 0.0086 0.0089 0.0004 4.1% 0.0000
Volume 197 457 260 132.0% 1,652
Daily Pivots for day following 06-May-2016
Classic Woodie Camarilla DeMark
R4 0.7759 0.7677 0.7400
R3 0.7624 0.7542 0.7363
R2 0.7489 0.7489 0.7351
R1 0.7407 0.7407 0.7338 0.7381
PP 0.7354 0.7354 0.7354 0.7340
S1 0.7272 0.7272 0.7314 0.7245
S2 0.7219 0.7219 0.7301
S3 0.7084 0.7137 0.7289
S4 0.6949 0.7002 0.7252
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 0.8542 0.8304 0.7530
R3 0.8172 0.7934 0.7428
R2 0.7802 0.7802 0.7394
R1 0.7564 0.7564 0.7360 0.7498
PP 0.7432 0.7432 0.7432 0.7399
S1 0.7194 0.7194 0.7292 0.7128
S2 0.7062 0.7062 0.7258
S3 0.6692 0.6824 0.7224
S4 0.6322 0.6454 0.7123
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7670 0.7300 0.0370 5.1% 0.0111 1.5% 7% False True 330
10 0.7710 0.7300 0.0410 5.6% 0.0095 1.3% 6% False True 302
20 0.7777 0.7300 0.0477 6.5% 0.0088 1.2% 5% False True 245
40 0.7777 0.7300 0.0477 6.5% 0.0082 1.1% 5% False True 144
60 0.7777 0.7028 0.0749 10.2% 0.0062 0.9% 40% False False 97
80 0.7777 0.6789 0.0988 13.5% 0.0048 0.7% 54% False False 72
100 0.7777 0.6789 0.0988 13.5% 0.0039 0.5% 54% False False 58
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 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8009
2.618 0.7788
1.618 0.7653
1.000 0.7570
0.618 0.7518
HIGH 0.7435
0.618 0.7383
0.500 0.7368
0.382 0.7352
LOW 0.7300
0.618 0.7217
1.000 0.7165
1.618 0.7082
2.618 0.6947
4.250 0.6726
Fisher Pivots for day following 06-May-2016
Pivot 1 day 3 day
R1 0.7368 0.7390
PP 0.7354 0.7368
S1 0.7340 0.7347

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

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