CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 19-Jul-2016
Day Change Summary
Previous Current
18-Jul-2016 19-Jul-2016 Change Change % Previous Week
Open 0.7573 0.7566 -0.0007 -0.1% 0.7545
High 0.7590 0.7571 -0.0019 -0.3% 0.7661
Low 0.7558 0.7459 -0.0099 -1.3% 0.7503
Close 0.7576 0.7493 -0.0083 -1.1% 0.7580
Range 0.0032 0.0112 0.0080 250.0% 0.0158
ATR 0.0091 0.0093 0.0002 2.0% 0.0000
Volume 53,635 93,970 40,335 75.2% 455,390
Daily Pivots for day following 19-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7844 0.7780 0.7555
R3 0.7732 0.7668 0.7524
R2 0.7620 0.7620 0.7514
R1 0.7556 0.7556 0.7503 0.7532
PP 0.7508 0.7508 0.7508 0.7496
S1 0.7444 0.7444 0.7483 0.7420
S2 0.7396 0.7396 0.7472
S3 0.7284 0.7332 0.7462
S4 0.7172 0.7220 0.7431
Weekly Pivots for week ending 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.8055 0.7976 0.7667
R3 0.7897 0.7818 0.7623
R2 0.7739 0.7739 0.7609
R1 0.7660 0.7660 0.7594 0.7700
PP 0.7581 0.7581 0.7581 0.7601
S1 0.7502 0.7502 0.7566 0.7542
S2 0.7423 0.7423 0.7551
S3 0.7265 0.7344 0.7537
S4 0.7107 0.7186 0.7493
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7661 0.7459 0.0202 2.7% 0.0077 1.0% 17% False True 84,823
10 0.7661 0.7388 0.0273 3.6% 0.0086 1.1% 38% False False 92,572
20 0.7661 0.7283 0.0378 5.0% 0.0100 1.3% 56% False False 100,903
40 0.7661 0.7115 0.0546 7.3% 0.0090 1.2% 69% False False 71,355
60 0.7710 0.7115 0.0595 7.9% 0.0087 1.2% 64% False False 47,695
80 0.7777 0.7115 0.0662 8.8% 0.0085 1.1% 57% False False 35,801
100 0.7777 0.7028 0.0749 10.0% 0.0079 1.1% 62% False False 28,645
120 0.7777 0.6970 0.0807 10.8% 0.0067 0.9% 65% False False 23,871
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 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8047
2.618 0.7864
1.618 0.7752
1.000 0.7683
0.618 0.7640
HIGH 0.7571
0.618 0.7528
0.500 0.7515
0.382 0.7502
LOW 0.7459
0.618 0.7390
1.000 0.7347
1.618 0.7278
2.618 0.7166
4.250 0.6983
Fisher Pivots for day following 19-Jul-2016
Pivot 1 day 3 day
R1 0.7515 0.7560
PP 0.7508 0.7538
S1 0.7500 0.7515

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

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