CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 11-Aug-2016
Day Change Summary
Previous Current
10-Aug-2016 11-Aug-2016 Change Change % Previous Week
Open 0.7661 0.7702 0.0041 0.5% 0.7584
High 0.7748 0.7717 -0.0031 -0.4% 0.7655
Low 0.7654 0.7683 0.0029 0.4% 0.7466
Close 0.7701 0.7697 -0.0004 -0.1% 0.7617
Range 0.0094 0.0034 -0.0060 -63.8% 0.0189
ATR 0.0085 0.0082 -0.0004 -4.3% 0.0000
Volume 97,178 70,819 -26,359 -27.1% 419,857
Daily Pivots for day following 11-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7801 0.7783 0.7716
R3 0.7767 0.7749 0.7706
R2 0.7733 0.7733 0.7703
R1 0.7715 0.7715 0.7700 0.7707
PP 0.7699 0.7699 0.7699 0.7695
S1 0.7681 0.7681 0.7694 0.7673
S2 0.7665 0.7665 0.7691
S3 0.7631 0.7647 0.7688
S4 0.7597 0.7613 0.7678
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.8146 0.8071 0.7721
R3 0.7957 0.7882 0.7669
R2 0.7768 0.7768 0.7652
R1 0.7693 0.7693 0.7634 0.7731
PP 0.7579 0.7579 0.7579 0.7598
S1 0.7504 0.7504 0.7600 0.7542
S2 0.7390 0.7390 0.7582
S3 0.7201 0.7315 0.7565
S4 0.7012 0.7126 0.7513
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7748 0.7588 0.0160 2.1% 0.0067 0.9% 68% False False 78,651
10 0.7748 0.7466 0.0282 3.7% 0.0081 1.0% 82% False False 83,148
20 0.7748 0.7407 0.0341 4.4% 0.0079 1.0% 85% False False 79,464
40 0.7748 0.7260 0.0488 6.3% 0.0090 1.2% 90% False False 91,586
60 0.7748 0.7115 0.0633 8.2% 0.0085 1.1% 92% False False 69,990
80 0.7777 0.7115 0.0662 8.6% 0.0084 1.1% 88% False False 52,565
100 0.7777 0.7115 0.0662 8.6% 0.0083 1.1% 88% False False 42,072
120 0.7777 0.7028 0.0749 9.7% 0.0077 1.0% 89% False False 35,062
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.7862
2.618 0.7806
1.618 0.7772
1.000 0.7751
0.618 0.7738
HIGH 0.7717
0.618 0.7704
0.500 0.7700
0.382 0.7696
LOW 0.7683
0.618 0.7662
1.000 0.7649
1.618 0.7628
2.618 0.7594
4.250 0.7539
Fisher Pivots for day following 11-Aug-2016
Pivot 1 day 3 day
R1 0.7700 0.7691
PP 0.7699 0.7686
S1 0.7698 0.7680

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

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