CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 29-Aug-2016
Day Change Summary
Previous Current
26-Aug-2016 29-Aug-2016 Change Change % Previous Week
Open 0.7615 0.7551 -0.0064 -0.8% 0.7602
High 0.7688 0.7578 -0.0110 -1.4% 0.7688
Low 0.7547 0.7520 -0.0027 -0.4% 0.7547
Close 0.7549 0.7572 0.0023 0.3% 0.7549
Range 0.0141 0.0058 -0.0083 -58.9% 0.0141
ATR 0.0078 0.0076 -0.0001 -1.8% 0.0000
Volume 158,260 91,474 -66,786 -42.2% 420,597
Daily Pivots for day following 29-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7731 0.7709 0.7604
R3 0.7673 0.7651 0.7588
R2 0.7615 0.7615 0.7583
R1 0.7593 0.7593 0.7577 0.7604
PP 0.7557 0.7557 0.7557 0.7562
S1 0.7535 0.7535 0.7567 0.7546
S2 0.7499 0.7499 0.7561
S3 0.7441 0.7477 0.7556
S4 0.7383 0.7419 0.7540
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 0.7520 0.0168 2.2% 0.0065 0.9% 31% False True 89,219
10 0.7743 0.7520 0.0223 2.9% 0.0074 1.0% 23% False True 92,622
20 0.7748 0.7466 0.0282 3.7% 0.0074 1.0% 38% False False 86,516
40 0.7748 0.7388 0.0360 4.8% 0.0079 1.0% 51% False False 86,846
60 0.7748 0.7260 0.0488 6.4% 0.0085 1.1% 64% False False 87,526
80 0.7748 0.7115 0.0633 8.4% 0.0082 1.1% 72% False False 66,003
100 0.7777 0.7115 0.0662 8.7% 0.0083 1.1% 69% False False 52,847
120 0.7777 0.7115 0.0662 8.7% 0.0081 1.1% 69% False False 44,046
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7825
2.618 0.7730
1.618 0.7672
1.000 0.7636
0.618 0.7614
HIGH 0.7578
0.618 0.7556
0.500 0.7549
0.382 0.7542
LOW 0.7520
0.618 0.7484
1.000 0.7462
1.618 0.7426
2.618 0.7368
4.250 0.7274
Fisher Pivots for day following 29-Aug-2016
Pivot 1 day 3 day
R1 0.7564 0.7604
PP 0.7557 0.7593
S1 0.7549 0.7583

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

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