CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 16-May-2016
Day Change Summary
Previous Current
13-May-2016 16-May-2016 Change Change % Previous Week
Open 0.7291 0.7222 -0.0069 -0.9% 0.7340
High 0.7291 0.7275 -0.0016 -0.2% 0.7367
Low 0.7222 0.7221 -0.0001 0.0% 0.7222
Close 0.7238 0.7254 0.0016 0.2% 0.7238
Range 0.0069 0.0054 -0.0015 -21.7% 0.0145
ATR 0.0083 0.0081 -0.0002 -2.5% 0.0000
Volume 406 215 -191 -47.0% 1,597
Daily Pivots for day following 16-May-2016
Classic Woodie Camarilla DeMark
R4 0.7412 0.7387 0.7284
R3 0.7358 0.7333 0.7269
R2 0.7304 0.7304 0.7264
R1 0.7279 0.7279 0.7259 0.7292
PP 0.7250 0.7250 0.7250 0.7256
S1 0.7225 0.7225 0.7249 0.7238
S2 0.7196 0.7196 0.7244
S3 0.7142 0.7171 0.7239
S4 0.7088 0.7117 0.7224
Weekly Pivots for week ending 13-May-2016
Classic Woodie Camarilla DeMark
R4 0.7711 0.7619 0.7318
R3 0.7566 0.7474 0.7278
R2 0.7421 0.7421 0.7265
R1 0.7329 0.7329 0.7251 0.7303
PP 0.7276 0.7276 0.7276 0.7262
S1 0.7184 0.7184 0.7225 0.7157
S2 0.7131 0.7131 0.7211
S3 0.6986 0.7039 0.7198
S4 0.6841 0.6894 0.7158
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7367 0.7221 0.0146 2.0% 0.0063 0.9% 23% False True 287
10 0.7670 0.7221 0.0449 6.2% 0.0087 1.2% 7% False True 331
20 0.7777 0.7221 0.0556 7.7% 0.0082 1.1% 6% False True 276
40 0.7777 0.7221 0.0556 7.7% 0.0079 1.1% 6% False True 183
60 0.7777 0.7028 0.0749 10.3% 0.0068 0.9% 30% False False 127
80 0.7777 0.6900 0.0877 12.1% 0.0052 0.7% 40% False False 95
100 0.7777 0.6789 0.0988 13.6% 0.0043 0.6% 47% False False 76
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0011
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.7505
2.618 0.7416
1.618 0.7362
1.000 0.7329
0.618 0.7308
HIGH 0.7275
0.618 0.7254
0.500 0.7248
0.382 0.7242
LOW 0.7221
0.618 0.7188
1.000 0.7167
1.618 0.7134
2.618 0.7080
4.250 0.6992
Fisher Pivots for day following 16-May-2016
Pivot 1 day 3 day
R1 0.7252 0.7278
PP 0.7250 0.7270
S1 0.7248 0.7262

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

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