CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 07-Jul-2016
Day Change Summary
Previous Current
06-Jul-2016 07-Jul-2016 Change Change % Previous Week
Open 0.7442 0.7498 0.0056 0.8% 0.7413
High 0.7509 0.7520 0.0011 0.1% 0.7483
Low 0.7388 0.7448 0.0060 0.8% 0.7302
Close 0.7499 0.7456 -0.0043 -0.6% 0.7463
Range 0.0121 0.0072 -0.0049 -40.5% 0.0181
ATR 0.0102 0.0100 -0.0002 -2.1% 0.0000
Volume 113,004 98,013 -14,991 -13.3% 494,958
Daily Pivots for day following 07-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7691 0.7645 0.7496
R3 0.7619 0.7573 0.7476
R2 0.7547 0.7547 0.7469
R1 0.7501 0.7501 0.7463 0.7488
PP 0.7475 0.7475 0.7475 0.7468
S1 0.7429 0.7429 0.7449 0.7416
S2 0.7403 0.7403 0.7443
S3 0.7331 0.7357 0.7436
S4 0.7259 0.7285 0.7416
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 2.4% 0.0091 1.2% 60% False False 105,824
10 0.7620 0.7283 0.0337 4.5% 0.0119 1.6% 51% False False 113,932
20 0.7620 0.7260 0.0360 4.8% 0.0100 1.3% 54% False False 102,042
40 0.7620 0.7115 0.0505 6.8% 0.0086 1.2% 68% False False 53,579
60 0.7777 0.7115 0.0662 8.9% 0.0086 1.2% 52% False False 35,810
80 0.7777 0.7115 0.0662 8.9% 0.0084 1.1% 52% False False 26,870
100 0.7777 0.7028 0.0749 10.0% 0.0073 1.0% 57% False False 21,498
120 0.7777 0.6789 0.0988 13.3% 0.0062 0.8% 68% False False 17,915
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7826
2.618 0.7708
1.618 0.7636
1.000 0.7592
0.618 0.7564
HIGH 0.7520
0.618 0.7492
0.500 0.7484
0.382 0.7476
LOW 0.7448
0.618 0.7404
1.000 0.7376
1.618 0.7332
2.618 0.7260
4.250 0.7142
Fisher Pivots for day following 07-Jul-2016
Pivot 1 day 3 day
R1 0.7484 0.7458
PP 0.7475 0.7457
S1 0.7465 0.7457

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

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