CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 08-Jul-2016

Day Change Summary
	Previous	Current
	07-Jul-2016	08-Jul-2016	Change	Change %	Previous Week
Open	0.7498	0.7462	-0.0036	-0.5%	0.7441
High	0.7520	0.7555	0.0035	0.5%	0.7555
Low	0.7448	0.7452	0.0004	0.1%	0.7388
Close	0.7456	0.7551	0.0095	1.3%	0.7551
Range	0.0072	0.0103	0.0031	43.1%	0.0167
ATR	0.0100	0.0100	0.0000	0.2%	0.0000
Volume	98,013	111,712	13,699	14.0%	449,786

Daily Pivots for day following 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7828	0.7793	0.7608
R3	0.7725	0.7690	0.7579
R2	0.7622	0.7622	0.7570
R1	0.7587	0.7587	0.7560	0.7605
PP	0.7519	0.7519	0.7519	0.7528
S1	0.7484	0.7484	0.7542	0.7502
S2	0.7416	0.7416	0.7532
S3	0.7313	0.7381	0.7523
S4	0.7210	0.7278	0.7494

Weekly Pivots for week ending 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7999	0.7942	0.7643
R3	0.7832	0.7775	0.7597
R2	0.7665	0.7665	0.7582
R1	0.7608	0.7608	0.7566	0.7637
PP	0.7498	0.7498	0.7498	0.7512
S1	0.7441	0.7441	0.7536	0.7470
S2	0.7331	0.7331	0.7520
S3	0.7164	0.7274	0.7505
S4	0.6997	0.7107	0.7459

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7555	0.7388	0.0167	2.2%	0.0091	1.2%	98%	True	False	103,545
10	0.7620	0.7283	0.0337	4.5%	0.0118	1.6%	80%	False	False	115,846
20	0.7620	0.7260	0.0360	4.8%	0.0101	1.3%	81%	False	False	104,994
40	0.7620	0.7115	0.0505	6.7%	0.0087	1.2%	86%	False	False	56,368
60	0.7777	0.7115	0.0662	8.8%	0.0086	1.1%	66%	False	False	37,671
80	0.7777	0.7115	0.0662	8.8%	0.0085	1.1%	66%	False	False	28,267
100	0.7777	0.7028	0.0749	9.9%	0.0074	1.0%	70%	False	False	22,615
120	0.7777	0.6828	0.0949	12.6%	0.0062	0.8%	76%	False	False	18,846

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	0.7993
2.618	0.7825
1.618	0.7722
1.000	0.7658
0.618	0.7619
HIGH	0.7555
0.618	0.7516
0.500	0.7504
0.382	0.7491
LOW	0.7452
0.618	0.7388
1.000	0.7349
1.618	0.7285
2.618	0.7182
4.250	0.7014

Fisher Pivots for day following 08-Jul-2016
Pivot	1 day	3 day
R1	0.7535	0.7525
PP	0.7519	0.7498
S1	0.7504	0.7472

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