CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 16-Aug-2016
Day Change Summary
Previous Current
15-Aug-2016 16-Aug-2016 Change Change % Previous Week
Open 0.7650 0.7669 0.0019 0.2% 0.7598
High 0.7684 0.7743 0.0059 0.8% 0.7748
Low 0.7629 0.7646 0.0017 0.2% 0.7588
Close 0.7671 0.7695 0.0024 0.3% 0.7641
Range 0.0055 0.0097 0.0042 76.4% 0.0160
ATR 0.0080 0.0081 0.0001 1.6% 0.0000
Volume 62,619 128,010 65,391 104.4% 392,983
Daily Pivots for day following 16-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7986 0.7937 0.7748
R3 0.7889 0.7840 0.7722
R2 0.7792 0.7792 0.7713
R1 0.7743 0.7743 0.7704 0.7768
PP 0.7695 0.7695 0.7695 0.7707
S1 0.7646 0.7646 0.7686 0.7671
S2 0.7598 0.7598 0.7677
S3 0.7501 0.7549 0.7668
S4 0.7404 0.7452 0.7642
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 0.7629 0.0119 1.5% 0.0072 0.9% 55% False False 89,572
10 0.7748 0.7558 0.0190 2.5% 0.0067 0.9% 72% False False 82,307
20 0.7748 0.7407 0.0341 4.4% 0.0078 1.0% 84% False False 81,142
40 0.7748 0.7283 0.0465 6.0% 0.0089 1.2% 89% False False 91,022
60 0.7748 0.7115 0.0633 8.2% 0.0086 1.1% 92% False False 74,617
80 0.7748 0.7115 0.0633 8.2% 0.0085 1.1% 92% False False 56,057
100 0.7777 0.7115 0.0662 8.6% 0.0083 1.1% 88% False False 44,869
120 0.7777 0.7028 0.0749 9.7% 0.0079 1.0% 89% False False 37,395
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8155
2.618 0.7997
1.618 0.7900
1.000 0.7840
0.618 0.7803
HIGH 0.7743
0.618 0.7706
0.500 0.7695
0.382 0.7683
LOW 0.7646
0.618 0.7586
1.000 0.7549
1.618 0.7489
2.618 0.7392
4.250 0.7234
Fisher Pivots for day following 16-Aug-2016
Pivot 1 day 3 day
R1 0.7695 0.7692
PP 0.7695 0.7689
S1 0.7695 0.7686

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

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