CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 27-May-2016
Day Change Summary
Previous Current
26-May-2016 27-May-2016 Change Change % Previous Week
Open 0.7165 0.7195 0.0030 0.4% 0.7199
High 0.7216 0.7203 -0.0013 -0.2% 0.7226
Low 0.7146 0.7145 -0.0001 0.0% 0.7115
Close 0.7186 0.7171 -0.0015 -0.2% 0.7171
Range 0.0070 0.0058 -0.0012 -17.1% 0.0111
ATR 0.0073 0.0072 -0.0001 -1.5% 0.0000
Volume 876 281 -595 -67.9% 3,757
Daily Pivots for day following 27-May-2016
Classic Woodie Camarilla DeMark
R4 0.7347 0.7317 0.7203
R3 0.7289 0.7259 0.7187
R2 0.7231 0.7231 0.7182
R1 0.7201 0.7201 0.7176 0.7187
PP 0.7173 0.7173 0.7173 0.7166
S1 0.7143 0.7143 0.7166 0.7129
S2 0.7115 0.7115 0.7160
S3 0.7057 0.7085 0.7155
S4 0.6999 0.7027 0.7139
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 0.7504 0.7448 0.7232
R3 0.7393 0.7337 0.7202
R2 0.7282 0.7282 0.7191
R1 0.7226 0.7226 0.7181 0.7199
PP 0.7171 0.7171 0.7171 0.7157
S1 0.7115 0.7115 0.7161 0.7088
S2 0.7060 0.7060 0.7151
S3 0.6949 0.7004 0.7140
S4 0.6838 0.6893 0.7110
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% 0.0061 0.8% 50% False False 751
10 0.7332 0.7115 0.0217 3.0% 0.0063 0.9% 26% False False 667
20 0.7670 0.7115 0.0555 7.7% 0.0076 1.1% 10% False False 496
40 0.7777 0.7115 0.0662 9.2% 0.0078 1.1% 8% False False 334
60 0.7777 0.7115 0.0662 9.2% 0.0075 1.0% 8% False False 234
80 0.7777 0.6970 0.0807 11.3% 0.0059 0.8% 25% False False 176
100 0.7777 0.6789 0.0988 13.8% 0.0049 0.7% 39% False False 141
120 0.7777 0.6789 0.0988 13.8% 0.0041 0.6% 39% False False 119
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7450
2.618 0.7355
1.618 0.7297
1.000 0.7261
0.618 0.7239
HIGH 0.7203
0.618 0.7181
0.500 0.7174
0.382 0.7167
LOW 0.7145
0.618 0.7109
1.000 0.7087
1.618 0.7051
2.618 0.6993
4.250 0.6899
Fisher Pivots for day following 27-May-2016
Pivot 1 day 3 day
R1 0.7174 0.7181
PP 0.7173 0.7177
S1 0.7172 0.7174

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

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