CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 12-Aug-2016
Day Change Summary
Previous Current
11-Aug-2016 12-Aug-2016 Change Change % Previous Week
Open 0.7702 0.7694 -0.0008 -0.1% 0.7598
High 0.7717 0.7717 0.0000 0.0% 0.7748
Low 0.7683 0.7638 -0.0045 -0.6% 0.7588
Close 0.7697 0.7641 -0.0056 -0.7% 0.7641
Range 0.0034 0.0079 0.0045 132.4% 0.0160
ATR 0.0082 0.0082 0.0000 -0.2% 0.0000
Volume 70,819 89,235 18,416 26.0% 392,983
Daily Pivots for day following 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7902 0.7851 0.7684
R3 0.7823 0.7772 0.7663
R2 0.7744 0.7744 0.7655
R1 0.7693 0.7693 0.7648 0.7679
PP 0.7665 0.7665 0.7665 0.7659
S1 0.7614 0.7614 0.7634 0.7600
S2 0.7586 0.7586 0.7627
S3 0.7507 0.7535 0.7619
S4 0.7428 0.7456 0.7598
Weekly Pivots for week ending 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.8139 0.8050 0.7729
R3 0.7979 0.7890 0.7685
R2 0.7819 0.7819 0.7670
R1 0.7730 0.7730 0.7656 0.7775
PP 0.7659 0.7659 0.7659 0.7681
S1 0.7570 0.7570 0.7626 0.7615
S2 0.7499 0.7499 0.7612
S3 0.7339 0.7410 0.7597
S4 0.7179 0.7250 0.7553
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% 0.0070 0.9% 33% False False 78,596
10 0.7748 0.7466 0.0282 3.7% 0.0077 1.0% 62% False False 81,284
20 0.7748 0.7407 0.0341 4.5% 0.0077 1.0% 69% False False 78,991
40 0.7748 0.7283 0.0465 6.1% 0.0088 1.2% 77% False False 90,189
60 0.7748 0.7115 0.0633 8.3% 0.0085 1.1% 83% False False 71,469
80 0.7777 0.7115 0.0662 8.7% 0.0085 1.1% 79% False False 53,679
100 0.7777 0.7115 0.0662 8.7% 0.0083 1.1% 79% False False 42,964
120 0.7777 0.7028 0.0749 9.8% 0.0078 1.0% 82% False False 35,806
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 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8053
2.618 0.7924
1.618 0.7845
1.000 0.7796
0.618 0.7766
HIGH 0.7717
0.618 0.7687
0.500 0.7678
0.382 0.7668
LOW 0.7638
0.618 0.7589
1.000 0.7559
1.618 0.7510
2.618 0.7431
4.250 0.7302
Fisher Pivots for day following 12-Aug-2016
Pivot 1 day 3 day
R1 0.7678 0.7693
PP 0.7665 0.7676
S1 0.7653 0.7658

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

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