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

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