CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 17-Aug-2016
Day Change Summary
Previous Current
16-Aug-2016 17-Aug-2016 Change Change % Previous Week
Open 0.7669 0.7691 0.0022 0.3% 0.7598
High 0.7743 0.7703 -0.0040 -0.5% 0.7748
Low 0.7646 0.7602 -0.0044 -0.6% 0.7588
Close 0.7695 0.7644 -0.0051 -0.7% 0.7641
Range 0.0097 0.0101 0.0004 4.1% 0.0160
ATR 0.0081 0.0082 0.0001 1.8% 0.0000
Volume 128,010 108,091 -19,919 -15.6% 392,983
Daily Pivots for day following 17-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7953 0.7899 0.7700
R3 0.7852 0.7798 0.7672
R2 0.7751 0.7751 0.7663
R1 0.7697 0.7697 0.7653 0.7674
PP 0.7650 0.7650 0.7650 0.7638
S1 0.7596 0.7596 0.7635 0.7573
S2 0.7549 0.7549 0.7625
S3 0.7448 0.7495 0.7616
S4 0.7347 0.7394 0.7588
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 0.7743 0.7602 0.0141 1.8% 0.0073 1.0% 30% False True 91,754
10 0.7748 0.7575 0.0173 2.3% 0.0073 0.9% 40% False False 86,038
20 0.7748 0.7407 0.0341 4.5% 0.0080 1.0% 70% False False 83,248
40 0.7748 0.7283 0.0465 6.1% 0.0090 1.2% 78% False False 91,481
60 0.7748 0.7115 0.0633 8.3% 0.0087 1.1% 84% False False 76,408
80 0.7748 0.7115 0.0633 8.3% 0.0085 1.1% 84% False False 57,408
100 0.7777 0.7115 0.0662 8.7% 0.0084 1.1% 80% False False 45,949
120 0.7777 0.7028 0.0749 9.8% 0.0080 1.0% 82% False False 38,295
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 11 trading days
Fibonacci Retracements and Extensions
4.250 0.8132
2.618 0.7967
1.618 0.7866
1.000 0.7804
0.618 0.7765
HIGH 0.7703
0.618 0.7664
0.500 0.7653
0.382 0.7641
LOW 0.7602
0.618 0.7540
1.000 0.7501
1.618 0.7439
2.618 0.7338
4.250 0.7173
Fisher Pivots for day following 17-Aug-2016
Pivot 1 day 3 day
R1 0.7653 0.7673
PP 0.7650 0.7663
S1 0.7647 0.7654

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

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