CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 27-Jun-2016
Day Change Summary
Previous Current
24-Jun-2016 27-Jun-2016 Change Change % Previous Week
Open 0.7615 0.7413 -0.0202 -2.7% 0.7400
High 0.7620 0.7429 -0.0191 -2.5% 0.7620
Low 0.7283 0.7302 0.0019 0.3% 0.7283
Close 0.7480 0.7314 -0.0166 -2.2% 0.7480
Range 0.0337 0.0127 -0.0210 -62.3% 0.0337
ATR 0.0102 0.0107 0.0005 5.3% 0.0000
Volume 213,723 117,123 -96,600 -45.2% 550,399
Daily Pivots for day following 27-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7729 0.7649 0.7384
R3 0.7602 0.7522 0.7349
R2 0.7475 0.7475 0.7337
R1 0.7395 0.7395 0.7326 0.7372
PP 0.7348 0.7348 0.7348 0.7337
S1 0.7268 0.7268 0.7302 0.7245
S2 0.7221 0.7221 0.7291
S3 0.7094 0.7141 0.7279
S4 0.6967 0.7014 0.7244
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.8472 0.8313 0.7665
R3 0.8135 0.7976 0.7573
R2 0.7798 0.7798 0.7542
R1 0.7639 0.7639 0.7511 0.7719
PP 0.7461 0.7461 0.7461 0.7501
S1 0.7302 0.7302 0.7449 0.7382
S2 0.7124 0.7124 0.7418
S3 0.6787 0.6965 0.7387
S4 0.6450 0.6628 0.7295
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7620 0.7283 0.0337 4.6% 0.0145 2.0% 9% False False 117,489
10 0.7620 0.7260 0.0360 4.9% 0.0119 1.6% 15% False False 109,159
20 0.7620 0.7122 0.0498 6.8% 0.0101 1.4% 39% False False 70,991
40 0.7670 0.7115 0.0555 7.6% 0.0088 1.2% 36% False False 35,743
60 0.7777 0.7115 0.0662 9.1% 0.0086 1.2% 30% False False 23,887
80 0.7777 0.7115 0.0662 9.1% 0.0081 1.1% 30% False False 17,923
100 0.7777 0.6970 0.0807 11.0% 0.0068 0.9% 43% False False 14,339
120 0.7777 0.6789 0.0988 13.5% 0.0057 0.8% 53% False False 11,949
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7969
2.618 0.7761
1.618 0.7634
1.000 0.7556
0.618 0.7507
HIGH 0.7429
0.618 0.7380
0.500 0.7366
0.382 0.7351
LOW 0.7302
0.618 0.7224
1.000 0.7175
1.618 0.7097
2.618 0.6970
4.250 0.6762
Fisher Pivots for day following 27-Jun-2016
Pivot 1 day 3 day
R1 0.7366 0.7452
PP 0.7348 0.7406
S1 0.7331 0.7360

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

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