CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 17-May-2016
Day Change Summary
Previous Current
16-May-2016 17-May-2016 Change Change % Previous Week
Open 0.7222 0.7253 0.0031 0.4% 0.7340
High 0.7275 0.7332 0.0057 0.8% 0.7367
Low 0.7221 0.7252 0.0031 0.4% 0.7222
Close 0.7254 0.7289 0.0035 0.5% 0.7238
Range 0.0054 0.0080 0.0026 48.1% 0.0145
ATR 0.0081 0.0081 0.0000 -0.1% 0.0000
Volume 215 499 284 132.1% 1,597
Daily Pivots for day following 17-May-2016
Classic Woodie Camarilla DeMark
R4 0.7531 0.7490 0.7333
R3 0.7451 0.7410 0.7311
R2 0.7371 0.7371 0.7304
R1 0.7330 0.7330 0.7296 0.7351
PP 0.7291 0.7291 0.7291 0.7301
S1 0.7250 0.7250 0.7282 0.7271
S2 0.7211 0.7211 0.7274
S3 0.7131 0.7170 0.7267
S4 0.7051 0.7090 0.7245
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% 0.0065 0.9% 47% False False 298
10 0.7479 0.7221 0.0258 3.5% 0.0073 1.0% 26% False False 338
20 0.7777 0.7221 0.0556 7.6% 0.0082 1.1% 12% False False 292
40 0.7777 0.7221 0.0556 7.6% 0.0081 1.1% 12% False False 195
60 0.7777 0.7028 0.0749 10.3% 0.0069 1.0% 35% False False 135
80 0.7777 0.6900 0.0877 12.0% 0.0053 0.7% 44% False False 101
100 0.7777 0.6789 0.0988 13.6% 0.0044 0.6% 51% False False 81
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7672
2.618 0.7541
1.618 0.7461
1.000 0.7412
0.618 0.7381
HIGH 0.7332
0.618 0.7301
0.500 0.7292
0.382 0.7283
LOW 0.7252
0.618 0.7203
1.000 0.7172
1.618 0.7123
2.618 0.7043
4.250 0.6912
Fisher Pivots for day following 17-May-2016
Pivot 1 day 3 day
R1 0.7292 0.7285
PP 0.7291 0.7281
S1 0.7290 0.7277

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

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