CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 28-Jul-2016
Day Change Summary
Previous Current
27-Jul-2016 28-Jul-2016 Change Change % Previous Week
Open 0.7495 0.7480 -0.0015 -0.2% 0.7573
High 0.7568 0.7537 -0.0031 -0.4% 0.7590
Low 0.7407 0.7474 0.0067 0.9% 0.7428
Close 0.7469 0.7490 0.0021 0.3% 0.7452
Range 0.0161 0.0063 -0.0098 -60.9% 0.0162
ATR 0.0088 0.0087 -0.0001 -1.6% 0.0000
Volume 114,453 69,116 -45,337 -39.6% 354,763
Daily Pivots for day following 28-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7689 0.7653 0.7525
R3 0.7626 0.7590 0.7507
R2 0.7563 0.7563 0.7502
R1 0.7527 0.7527 0.7496 0.7545
PP 0.7500 0.7500 0.7500 0.7510
S1 0.7464 0.7464 0.7484 0.7482
S2 0.7437 0.7437 0.7478
S3 0.7374 0.7401 0.7473
S4 0.7311 0.7338 0.7455
Weekly Pivots for week ending 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7976 0.7876 0.7541
R3 0.7814 0.7714 0.7497
R2 0.7652 0.7652 0.7482
R1 0.7552 0.7552 0.7467 0.7521
PP 0.7490 0.7490 0.7490 0.7475
S1 0.7390 0.7390 0.7437 0.7359
S2 0.7328 0.7328 0.7422
S3 0.7166 0.7228 0.7407
S4 0.7004 0.7066 0.7363
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7568 0.7407 0.0161 2.1% 0.0081 1.1% 52% False False 74,592
10 0.7661 0.7407 0.0254 3.4% 0.0078 1.0% 33% False False 75,780
20 0.7661 0.7351 0.0310 4.1% 0.0082 1.1% 45% False False 87,766
40 0.7661 0.7175 0.0486 6.5% 0.0091 1.2% 65% False False 83,859
60 0.7661 0.7115 0.0546 7.3% 0.0084 1.1% 69% False False 56,188
80 0.7777 0.7115 0.0662 8.8% 0.0085 1.1% 57% False False 42,190
100 0.7777 0.7115 0.0662 8.8% 0.0082 1.1% 57% False False 33,760
120 0.7777 0.6970 0.0807 10.8% 0.0071 1.0% 64% False False 28,133
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7805
2.618 0.7702
1.618 0.7639
1.000 0.7600
0.618 0.7576
HIGH 0.7537
0.618 0.7513
0.500 0.7506
0.382 0.7498
LOW 0.7474
0.618 0.7435
1.000 0.7411
1.618 0.7372
2.618 0.7309
4.250 0.7206
Fisher Pivots for day following 28-Jul-2016
Pivot 1 day 3 day
R1 0.7506 0.7489
PP 0.7500 0.7488
S1 0.7495 0.7488

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

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