CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 25-May-2016
Day Change Summary
Previous Current
24-May-2016 25-May-2016 Change Change % Previous Week
Open 0.7191 0.7163 -0.0028 -0.4% 0.7222
High 0.7194 0.7188 -0.0006 -0.1% 0.7332
Low 0.7115 0.7147 0.0032 0.4% 0.7145
Close 0.7151 0.7168 0.0017 0.2% 0.7190
Range 0.0079 0.0041 -0.0038 -48.1% 0.0187
ATR 0.0076 0.0073 -0.0002 -3.3% 0.0000
Volume 1,684 254 -1,430 -84.9% 2,922
Daily Pivots for day following 25-May-2016
Classic Woodie Camarilla DeMark
R4 0.7291 0.7270 0.7191
R3 0.7250 0.7229 0.7179
R2 0.7209 0.7209 0.7176
R1 0.7188 0.7188 0.7172 0.7199
PP 0.7168 0.7168 0.7168 0.7173
S1 0.7147 0.7147 0.7164 0.7158
S2 0.7127 0.7127 0.7160
S3 0.7086 0.7106 0.7157
S4 0.7045 0.7065 0.7145
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 0.7226 0.7115 0.0111 1.5% 0.0055 0.8% 48% False False 869
10 0.7335 0.7115 0.0220 3.1% 0.0063 0.9% 24% False False 614
20 0.7670 0.7115 0.0555 7.7% 0.0075 1.0% 10% False False 453
40 0.7777 0.7115 0.0662 9.2% 0.0078 1.1% 8% False False 308
60 0.7777 0.7115 0.0662 9.2% 0.0074 1.0% 8% False False 215
80 0.7777 0.6970 0.0807 11.3% 0.0058 0.8% 25% False False 161
100 0.7777 0.6789 0.0988 13.8% 0.0047 0.7% 38% False False 129
120 0.7777 0.6789 0.0988 13.8% 0.0040 0.6% 38% False False 109
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7362
2.618 0.7295
1.618 0.7254
1.000 0.7229
0.618 0.7213
HIGH 0.7188
0.618 0.7172
0.500 0.7168
0.382 0.7163
LOW 0.7147
0.618 0.7122
1.000 0.7106
1.618 0.7081
2.618 0.7040
4.250 0.6973
Fisher Pivots for day following 25-May-2016
Pivot 1 day 3 day
R1 0.7168 0.7171
PP 0.7168 0.7170
S1 0.7168 0.7169

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

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