CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 01-Aug-2016

Day Change Summary
	Previous	Current
	29-Jul-2016	01-Aug-2016	Change	Change %	Previous Week
Open	0.7494	0.7584	0.0090	1.2%	0.7446
High	0.7599	0.7604	0.0005	0.1%	0.7599
Low	0.7481	0.7516	0.0035	0.5%	0.7407
Close	0.7591	0.7553	-0.0038	-0.5%	0.7591
Range	0.0118	0.0088	-0.0030	-25.4%	0.0192
ATR	0.0089	0.0089	0.0000	-0.1%	0.0000
Volume	107,881	71,349	-36,532	-33.9%	412,229

Daily Pivots for day following 01-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7822	0.7775	0.7601
R3	0.7734	0.7687	0.7577
R2	0.7646	0.7646	0.7569
R1	0.7599	0.7599	0.7561	0.7579
PP	0.7558	0.7558	0.7558	0.7547
S1	0.7511	0.7511	0.7545	0.7491
S2	0.7470	0.7470	0.7537
S3	0.7382	0.7423	0.7529
S4	0.7294	0.7335	0.7505

Weekly Pivots for week ending 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8108	0.8042	0.7697
R3	0.7916	0.7850	0.7644
R2	0.7724	0.7724	0.7626
R1	0.7658	0.7658	0.7609	0.7691
PP	0.7532	0.7532	0.7532	0.7549
S1	0.7466	0.7466	0.7573	0.7499
S2	0.7340	0.7340	0.7556
S3	0.7148	0.7274	0.7538
S4	0.6956	0.7082	0.7485

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7604	0.7407	0.0197	2.6%	0.0102	1.3%	74%	True	False	87,230
10	0.7604	0.7407	0.0197	2.6%	0.0083	1.1%	74%	True	False	78,470
20	0.7661	0.7388	0.0273	3.6%	0.0084	1.1%	60%	False	False	87,175
40	0.7661	0.7260	0.0401	5.3%	0.0090	1.2%	73%	False	False	88,031
60	0.7661	0.7115	0.0546	7.2%	0.0085	1.1%	80%	False	False	59,165
80	0.7777	0.7115	0.0662	8.8%	0.0085	1.1%	66%	False	False	44,430
100	0.7777	0.7115	0.0662	8.8%	0.0083	1.1%	66%	False	False	35,552
120	0.7777	0.7028	0.0749	9.9%	0.0073	1.0%	70%	False	False	29,627

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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7978
2.618	0.7834
1.618	0.7746
1.000	0.7692
0.618	0.7658
HIGH	0.7604
0.618	0.7570
0.500	0.7560
0.382	0.7550
LOW	0.7516
0.618	0.7462
1.000	0.7428
1.618	0.7374
2.618	0.7286
4.250	0.7142

Fisher Pivots for day following 01-Aug-2016
Pivot	1 day	3 day
R1	0.7560	0.7548
PP	0.7558	0.7544
S1	0.7555	0.7539

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