CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 23-May-2016
Day Change Summary
Previous Current
20-May-2016 23-May-2016 Change Change % Previous Week
Open 0.7195 0.7199 0.0004 0.1% 0.7222
High 0.7218 0.7226 0.0008 0.1% 0.7332
Low 0.7182 0.7170 -0.0012 -0.2% 0.7145
Close 0.7190 0.7191 0.0001 0.0% 0.7190
Range 0.0036 0.0056 0.0020 55.6% 0.0187
ATR 0.0077 0.0076 -0.0002 -2.0% 0.0000
Volume 650 662 12 1.8% 2,922
Daily Pivots for day following 23-May-2016
Classic Woodie Camarilla DeMark
R4 0.7364 0.7333 0.7222
R3 0.7308 0.7277 0.7206
R2 0.7252 0.7252 0.7201
R1 0.7221 0.7221 0.7196 0.7209
PP 0.7196 0.7196 0.7196 0.7189
S1 0.7165 0.7165 0.7186 0.7153
S2 0.7140 0.7140 0.7181
S3 0.7084 0.7109 0.7176
S4 0.7028 0.7053 0.7160
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 0.7783 0.7674 0.7293
R3 0.7596 0.7487 0.7241
R2 0.7409 0.7409 0.7224
R1 0.7300 0.7300 0.7207 0.7261
PP 0.7222 0.7222 0.7222 0.7203
S1 0.7113 0.7113 0.7173 0.7074
S2 0.7035 0.7035 0.7156
S3 0.6848 0.6926 0.7139
S4 0.6661 0.6739 0.7087
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7332 0.7145 0.0187 2.6% 0.0065 0.9% 25% False False 673
10 0.7367 0.7145 0.0222 3.1% 0.0064 0.9% 21% False False 480
20 0.7710 0.7145 0.0565 7.9% 0.0082 1.1% 8% False False 408
40 0.7777 0.7145 0.0632 8.8% 0.0080 1.1% 7% False False 262
60 0.7777 0.7028 0.0749 10.4% 0.0073 1.0% 22% False False 183
80 0.7777 0.6970 0.0807 11.2% 0.0056 0.8% 27% False False 137
100 0.7777 0.6789 0.0988 13.7% 0.0046 0.6% 41% False False 110
120 0.7777 0.6789 0.0988 13.7% 0.0039 0.5% 41% False False 93
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7464
2.618 0.7373
1.618 0.7317
1.000 0.7282
0.618 0.7261
HIGH 0.7226
0.618 0.7205
0.500 0.7198
0.382 0.7191
LOW 0.7170
0.618 0.7135
1.000 0.7114
1.618 0.7079
2.618 0.7023
4.250 0.6932
Fisher Pivots for day following 23-May-2016
Pivot 1 day 3 day
R1 0.7198 0.7189
PP 0.7196 0.7187
S1 0.7193 0.7186

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

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