CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 18-May-2016
Day Change Summary
Previous Current
17-May-2016 18-May-2016 Change Change % Previous Week
Open 0.7253 0.7283 0.0030 0.4% 0.7340
High 0.7332 0.7283 -0.0049 -0.7% 0.7367
Low 0.7252 0.7191 -0.0061 -0.8% 0.7222
Close 0.7289 0.7204 -0.0085 -1.2% 0.7238
Range 0.0080 0.0092 0.0012 15.0% 0.0145
ATR 0.0081 0.0082 0.0001 1.5% 0.0000
Volume 499 460 -39 -7.8% 1,597
Daily Pivots for day following 18-May-2016
Classic Woodie Camarilla DeMark
R4 0.7502 0.7445 0.7255
R3 0.7410 0.7353 0.7229
R2 0.7318 0.7318 0.7221
R1 0.7261 0.7261 0.7212 0.7244
PP 0.7226 0.7226 0.7226 0.7217
S1 0.7169 0.7169 0.7196 0.7152
S2 0.7134 0.7134 0.7187
S3 0.7042 0.7077 0.7179
S4 0.6950 0.6985 0.7153
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 0.7335 0.7191 0.0144 2.0% 0.0071 1.0% 9% False True 360
10 0.7475 0.7191 0.0284 3.9% 0.0075 1.0% 5% False True 342
20 0.7777 0.7191 0.0586 8.1% 0.0084 1.2% 2% False True 310
40 0.7777 0.7191 0.0586 8.1% 0.0081 1.1% 2% False True 206
60 0.7777 0.7028 0.0749 10.4% 0.0071 1.0% 23% False False 143
80 0.7777 0.6946 0.0831 11.5% 0.0054 0.8% 31% False False 107
100 0.7777 0.6789 0.0988 13.7% 0.0045 0.6% 42% False False 86
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 0.0005
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7674
2.618 0.7524
1.618 0.7432
1.000 0.7375
0.618 0.7340
HIGH 0.7283
0.618 0.7248
0.500 0.7237
0.382 0.7226
LOW 0.7191
0.618 0.7134
1.000 0.7099
1.618 0.7042
2.618 0.6950
4.250 0.6800
Fisher Pivots for day following 18-May-2016
Pivot 1 day 3 day
R1 0.7237 0.7262
PP 0.7226 0.7242
S1 0.7215 0.7223

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

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