CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 01-Jul-2016

Day Change Summary
	Previous	Current
	30-Jun-2016	01-Jul-2016	Change	Change %	Previous Week
Open	0.7424	0.7423	-0.0001	0.0%	0.7413
High	0.7452	0.7483	0.0031	0.4%	0.7483
Low	0.7351	0.7416	0.0065	0.9%	0.7302
Close	0.7424	0.7463	0.0039	0.5%	0.7463
Range	0.0101	0.0067	-0.0034	-33.7%	0.0181
ATR	0.0104	0.0102	-0.0003	-2.6%	0.0000
Volume	123,104	67,942	-55,162	-44.8%	494,958

Daily Pivots for day following 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7655	0.7626	0.7500
R3	0.7588	0.7559	0.7481
R2	0.7521	0.7521	0.7475
R1	0.7492	0.7492	0.7469	0.7507
PP	0.7454	0.7454	0.7454	0.7461
S1	0.7425	0.7425	0.7457	0.7440
S2	0.7387	0.7387	0.7451
S3	0.7320	0.7358	0.7445
S4	0.7253	0.7291	0.7426

Weekly Pivots for week ending 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7959	0.7892	0.7563
R3	0.7778	0.7711	0.7513
R2	0.7597	0.7597	0.7496
R1	0.7530	0.7530	0.7480	0.7564
PP	0.7416	0.7416	0.7416	0.7433
S1	0.7349	0.7349	0.7446	0.7383
S2	0.7235	0.7235	0.7430
S3	0.7054	0.7168	0.7413
S4	0.6873	0.6987	0.7363

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7483	0.7302	0.0181	2.4%	0.0091	1.2%	89%	True	False	98,991
10	0.7620	0.7283	0.0337	4.5%	0.0113	1.5%	53%	False	False	104,535
20	0.7620	0.7260	0.0360	4.8%	0.0097	1.3%	56%	False	False	88,886
40	0.7620	0.7115	0.0505	6.8%	0.0086	1.2%	69%	False	False	45,159
60	0.7777	0.7115	0.0662	8.9%	0.0085	1.1%	53%	False	False	30,181
80	0.7777	0.7115	0.0662	8.9%	0.0083	1.1%	53%	False	False	22,646
100	0.7777	0.7028	0.0749	10.0%	0.0070	0.9%	58%	False	False	18,117
120	0.7777	0.6789	0.0988	13.2%	0.0060	0.8%	68%	False	False	15,098

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.0012
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7768
2.618	0.7658
1.618	0.7591
1.000	0.7550
0.618	0.7524
HIGH	0.7483
0.618	0.7457
0.500	0.7450
0.382	0.7442
LOW	0.7416
0.618	0.7375
1.000	0.7349
1.618	0.7308
2.618	0.7241
4.250	0.7131

Fisher Pivots for day following 01-Jul-2016
Pivot	1 day	3 day
R1	0.7459	0.7448
PP	0.7454	0.7432
S1	0.7450	0.7417

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