CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 11-May-2016
Day Change Summary
Previous Current
10-May-2016 11-May-2016 Change Change % Previous Week
Open 0.7272 0.7336 0.0064 0.9% 0.7568
High 0.7335 0.7367 0.0032 0.4% 0.7670
Low 0.7268 0.7302 0.0034 0.5% 0.7300
Close 0.7323 0.7342 0.0019 0.3% 0.7326
Range 0.0067 0.0065 -0.0002 -3.0% 0.0370
ATR 0.0087 0.0085 -0.0002 -1.8% 0.0000
Volume 442 152 -290 -65.6% 1,652
Daily Pivots for day following 11-May-2016
Classic Woodie Camarilla DeMark
R4 0.7532 0.7502 0.7378
R3 0.7467 0.7437 0.7360
R2 0.7402 0.7402 0.7354
R1 0.7372 0.7372 0.7348 0.7387
PP 0.7337 0.7337 0.7337 0.7345
S1 0.7307 0.7307 0.7336 0.7322
S2 0.7272 0.7272 0.7330
S3 0.7207 0.7242 0.7324
S4 0.7142 0.7177 0.7306
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 0.7475 0.7268 0.0207 2.8% 0.0079 1.1% 36% False False 324
10 0.7670 0.7268 0.0402 5.5% 0.0088 1.2% 18% False False 292
20 0.7777 0.7268 0.0509 6.9% 0.0085 1.2% 15% False False 277
40 0.7777 0.7268 0.0509 6.9% 0.0082 1.1% 15% False False 165
60 0.7777 0.7028 0.0749 10.2% 0.0066 0.9% 42% False False 113
80 0.7777 0.6828 0.0949 12.9% 0.0050 0.7% 54% False False 85
100 0.7777 0.6789 0.0988 13.5% 0.0041 0.6% 56% False False 68
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 0.0015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7643
2.618 0.7537
1.618 0.7472
1.000 0.7432
0.618 0.7407
HIGH 0.7367
0.618 0.7342
0.500 0.7335
0.382 0.7327
LOW 0.7302
0.618 0.7262
1.000 0.7237
1.618 0.7197
2.618 0.7132
4.250 0.7026
Fisher Pivots for day following 11-May-2016
Pivot 1 day 3 day
R1 0.7340 0.7334
PP 0.7337 0.7326
S1 0.7335 0.7318

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

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