CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 25-Aug-2016

Day Change Summary
	Previous	Current
	24-Aug-2016	25-Aug-2016	Change	Change %	Previous Week
Open	0.7613	0.7610	-0.0003	0.0%	0.7650
High	0.7629	0.7634	0.0005	0.1%	0.7743
Low	0.7584	0.7597	0.0013	0.2%	0.7593
Close	0.7605	0.7611	0.0006	0.1%	0.7615
Range	0.0045	0.0037	-0.0008	-17.8%	0.0150
ATR	0.0076	0.0073	-0.0003	-3.6%	0.0000
Volume	68,753	60,465	-8,288	-12.1%	476,776

Daily Pivots for day following 25-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7725	0.7705	0.7631
R3	0.7688	0.7668	0.7621
R2	0.7651	0.7651	0.7618
R1	0.7631	0.7631	0.7614	0.7641
PP	0.7614	0.7614	0.7614	0.7619
S1	0.7594	0.7594	0.7608	0.7604
S2	0.7577	0.7577	0.7604
S3	0.7540	0.7557	0.7601
S4	0.7503	0.7520	0.7591

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	0.7685	0.7578	0.0107	1.4%	0.0055	0.7%	31%	False	False	69,620
10	0.7743	0.7578	0.0165	2.2%	0.0068	0.9%	20%	False	False	82,834
20	0.7748	0.7466	0.0282	3.7%	0.0074	1.0%	51%	False	False	82,991
40	0.7748	0.7351	0.0397	5.2%	0.0078	1.0%	65%	False	False	85,379
60	0.7748	0.7175	0.0573	7.5%	0.0085	1.1%	76%	False	False	83,570
80	0.7748	0.7115	0.0633	8.3%	0.0081	1.1%	78%	False	False	62,889
100	0.7777	0.7115	0.0662	8.7%	0.0083	1.1%	75%	False	False	50,351
120	0.7777	0.7115	0.0662	8.7%	0.0081	1.1%	75%	False	False	41,965

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7791
2.618	0.7731
1.618	0.7694
1.000	0.7671
0.618	0.7657
HIGH	0.7634
0.618	0.7620
0.500	0.7616
0.382	0.7611
LOW	0.7597
0.618	0.7574
1.000	0.7560
1.618	0.7537
2.618	0.7500
4.250	0.7440

Fisher Pivots for day following 25-Aug-2016
Pivot	1 day	3 day
R1	0.7616	0.7617
PP	0.7614	0.7615
S1	0.7613	0.7613

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