CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 06-Jul-2016
Day Change Summary
Previous Current
05-Jul-2016 06-Jul-2016 Change Change % Previous Week
Open 0.7441 0.7442 0.0001 0.0% 0.7413
High 0.7527 0.7509 -0.0018 -0.2% 0.7483
Low 0.7433 0.7388 -0.0045 -0.6% 0.7302
Close 0.7440 0.7499 0.0059 0.8% 0.7463
Range 0.0094 0.0121 0.0027 28.7% 0.0181
ATR 0.0101 0.0102 0.0001 1.4% 0.0000
Volume 127,057 113,004 -14,053 -11.1% 494,958
Daily Pivots for day following 06-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7828 0.7785 0.7566
R3 0.7707 0.7664 0.7532
R2 0.7586 0.7586 0.7521
R1 0.7543 0.7543 0.7510 0.7565
PP 0.7465 0.7465 0.7465 0.7476
S1 0.7422 0.7422 0.7488 0.7444
S2 0.7344 0.7344 0.7477
S3 0.7223 0.7301 0.7466
S4 0.7102 0.7180 0.7432
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 0.7527 0.7351 0.0176 2.3% 0.0092 1.2% 84% False False 105,517
10 0.7620 0.7283 0.0337 4.5% 0.0120 1.6% 64% False False 111,557
20 0.7620 0.7260 0.0360 4.8% 0.0099 1.3% 66% False False 99,280
40 0.7620 0.7115 0.0505 6.7% 0.0086 1.1% 76% False False 51,140
60 0.7777 0.7115 0.0662 8.8% 0.0086 1.2% 58% False False 34,178
80 0.7777 0.7115 0.0662 8.8% 0.0084 1.1% 58% False False 25,646
100 0.7777 0.7028 0.0749 10.0% 0.0073 1.0% 63% False False 20,518
120 0.7777 0.6789 0.0988 13.2% 0.0061 0.8% 72% False False 17,098
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8023
2.618 0.7826
1.618 0.7705
1.000 0.7630
0.618 0.7584
HIGH 0.7509
0.618 0.7463
0.500 0.7449
0.382 0.7434
LOW 0.7388
0.618 0.7313
1.000 0.7267
1.618 0.7192
2.618 0.7071
4.250 0.6874
Fisher Pivots for day following 06-Jul-2016
Pivot 1 day 3 day
R1 0.7482 0.7485
PP 0.7465 0.7471
S1 0.7449 0.7458

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

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