CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 22-Aug-2016

Day Change Summary
	Previous	Current
	19-Aug-2016	22-Aug-2016	Change	Change %	Previous Week
Open	0.7680	0.7602	-0.0078	-1.0%	0.7650
High	0.7685	0.7635	-0.0050	-0.7%	0.7743
Low	0.7593	0.7578	-0.0015	-0.2%	0.7593
Close	0.7615	0.7625	0.0010	0.1%	0.7615
Range	0.0092	0.0057	-0.0035	-38.0%	0.0150
ATR	0.0083	0.0081	-0.0002	-2.2%	0.0000
Volume	85,763	65,976	-19,787	-23.1%	476,776

Daily Pivots for day following 22-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7784	0.7761	0.7656
R3	0.7727	0.7704	0.7641
R2	0.7670	0.7670	0.7635
R1	0.7647	0.7647	0.7630	0.7659
PP	0.7613	0.7613	0.7613	0.7618
S1	0.7590	0.7590	0.7620	0.7602
S2	0.7556	0.7556	0.7615
S3	0.7499	0.7533	0.7609
S4	0.7442	0.7476	0.7594

Weekly Pivots for week ending 19-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8100	0.8008	0.7698
R3	0.7950	0.7858	0.7656
R2	0.7800	0.7800	0.7643
R1	0.7708	0.7708	0.7629	0.7679
PP	0.7650	0.7650	0.7650	0.7636
S1	0.7558	0.7558	0.7601	0.7529
S2	0.7500	0.7500	0.7588
S3	0.7350	0.7408	0.7574
S4	0.7200	0.7258	0.7533

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7743	0.7578	0.0165	2.2%	0.0084	1.1%	28%	False	True	96,026
10	0.7748	0.7578	0.0170	2.2%	0.0075	1.0%	28%	False	True	87,517
20	0.7748	0.7407	0.0341	4.5%	0.0083	1.1%	64%	False	False	86,019
40	0.7748	0.7302	0.0446	5.8%	0.0082	1.1%	72%	False	False	88,067
60	0.7748	0.7122	0.0626	8.2%	0.0087	1.1%	80%	False	False	80,428
80	0.7748	0.7115	0.0633	8.3%	0.0084	1.1%	81%	False	False	60,443
100	0.7777	0.7115	0.0662	8.7%	0.0084	1.1%	77%	False	False	48,388
120	0.7777	0.7115	0.0662	8.7%	0.0081	1.1%	77%	False	False	40,329

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7877
2.618	0.7784
1.618	0.7727
1.000	0.7692
0.618	0.7670
HIGH	0.7635
0.618	0.7613
0.500	0.7607
0.382	0.7600
LOW	0.7578
0.618	0.7543
1.000	0.7521
1.618	0.7486
2.618	0.7429
4.250	0.7336

Fisher Pivots for day following 22-Aug-2016
Pivot	1 day	3 day
R1	0.7619	0.7647
PP	0.7613	0.7640
S1	0.7607	0.7632

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