CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 26-Aug-2016
Day Change Summary
Previous Current
25-Aug-2016 26-Aug-2016 Change Change % Previous Week
Open 0.7610 0.7615 0.0005 0.1% 0.7602
High 0.7634 0.7688 0.0054 0.7% 0.7688
Low 0.7597 0.7547 -0.0050 -0.7% 0.7547
Close 0.7611 0.7549 -0.0062 -0.8% 0.7549
Range 0.0037 0.0141 0.0104 281.1% 0.0141
ATR 0.0073 0.0078 0.0005 6.7% 0.0000
Volume 60,465 158,260 97,795 161.7% 420,597
Daily Pivots for day following 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.8018 0.7924 0.7627
R3 0.7877 0.7783 0.7588
R2 0.7736 0.7736 0.7575
R1 0.7642 0.7642 0.7562 0.7619
PP 0.7595 0.7595 0.7595 0.7583
S1 0.7501 0.7501 0.7536 0.7478
S2 0.7454 0.7454 0.7523
S3 0.7313 0.7360 0.7510
S4 0.7172 0.7219 0.7471
Weekly Pivots for week ending 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.8018 0.7924 0.7627
R3 0.7877 0.7783 0.7588
R2 0.7736 0.7736 0.7575
R1 0.7642 0.7642 0.7562 0.7619
PP 0.7595 0.7595 0.7595 0.7583
S1 0.7501 0.7501 0.7536 0.7478
S2 0.7454 0.7454 0.7523
S3 0.7313 0.7360 0.7510
S4 0.7172 0.7219 0.7471
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7688 0.7547 0.0141 1.9% 0.0064 0.9% 1% True True 84,119
10 0.7743 0.7547 0.0196 2.6% 0.0074 1.0% 1% False True 89,737
20 0.7748 0.7466 0.0282 3.7% 0.0075 1.0% 29% False False 85,510
40 0.7748 0.7388 0.0360 4.8% 0.0079 1.0% 45% False False 86,258
60 0.7748 0.7193 0.0555 7.4% 0.0086 1.1% 64% False False 86,178
80 0.7748 0.7115 0.0633 8.4% 0.0082 1.1% 69% False False 64,862
100 0.7777 0.7115 0.0662 8.8% 0.0083 1.1% 66% False False 51,933
120 0.7777 0.7115 0.0662 8.8% 0.0082 1.1% 66% False False 43,284
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.8287
2.618 0.8057
1.618 0.7916
1.000 0.7829
0.618 0.7775
HIGH 0.7688
0.618 0.7634
0.500 0.7618
0.382 0.7601
LOW 0.7547
0.618 0.7460
1.000 0.7406
1.618 0.7319
2.618 0.7178
4.250 0.6948
Fisher Pivots for day following 26-Aug-2016
Pivot 1 day 3 day
R1 0.7618 0.7618
PP 0.7595 0.7595
S1 0.7572 0.7572

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

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