CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 20-Jun-2016

Day Change Summary
	Previous	Current
	17-Jun-2016	20-Jun-2016	Change	Change %	Previous Week
Open	0.7347	0.7400	0.0053	0.7%	0.7345
High	0.7385	0.7457	0.0072	1.0%	0.7421
Low	0.7339	0.7382	0.0043	0.6%	0.7260
Close	0.7369	0.7430	0.0061	0.8%	0.7369
Range	0.0046	0.0075	0.0029	63.0%	0.0161
ATR	0.0082	0.0082	0.0000	0.5%	0.0000
Volume	77,227	80,077	2,850	3.7%	508,115

Daily Pivots for day following 20-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7648	0.7614	0.7471
R3	0.7573	0.7539	0.7451
R2	0.7498	0.7498	0.7444
R1	0.7464	0.7464	0.7437	0.7481
PP	0.7423	0.7423	0.7423	0.7432
S1	0.7389	0.7389	0.7423	0.7406
S2	0.7348	0.7348	0.7416
S3	0.7273	0.7314	0.7409
S4	0.7198	0.7239	0.7389

Weekly Pivots for week ending 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7833	0.7762	0.7458
R3	0.7672	0.7601	0.7413
R2	0.7511	0.7511	0.7399
R1	0.7440	0.7440	0.7384	0.7476
PP	0.7350	0.7350	0.7350	0.7368
S1	0.7279	0.7279	0.7354	0.7315
S2	0.7189	0.7189	0.7339
S3	0.7028	0.7118	0.7325
S4	0.6867	0.6957	0.7280

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7457	0.7260	0.0197	2.7%	0.0093	1.3%	86%	True	False	100,830
10	0.7478	0.7260	0.0218	2.9%	0.0082	1.1%	78%	False	False	79,822
20	0.7478	0.7115	0.0363	4.9%	0.0080	1.1%	87%	False	False	41,807
40	0.7710	0.7115	0.0595	8.0%	0.0080	1.1%	53%	False	False	21,092
60	0.7777	0.7115	0.0662	8.9%	0.0080	1.1%	48%	False	False	14,100
80	0.7777	0.7028	0.0749	10.1%	0.0074	1.0%	54%	False	False	10,581
100	0.7777	0.6970	0.0807	10.9%	0.0060	0.8%	57%	False	False	8,464
120	0.7777	0.6789	0.0988	13.3%	0.0051	0.7%	65%	False	False	7,054

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7776
2.618	0.7653
1.618	0.7578
1.000	0.7532
0.618	0.7503
HIGH	0.7457
0.618	0.7428
0.500	0.7420
0.382	0.7411
LOW	0.7382
0.618	0.7336
1.000	0.7307
1.618	0.7261
2.618	0.7186
4.250	0.7063

Fisher Pivots for day following 20-Jun-2016
Pivot	1 day	3 day
R1	0.7427	0.7406
PP	0.7423	0.7382
S1	0.7420	0.7359

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols