CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 01-Sep-2016
Day Change Summary
Previous Current
31-Aug-2016 01-Sep-2016 Change Change % Previous Week
Open 0.7507 0.7512 0.0005 0.1% 0.7602
High 0.7529 0.7556 0.0027 0.4% 0.7688
Low 0.7487 0.7502 0.0015 0.2% 0.7547
Close 0.7510 0.7552 0.0042 0.6% 0.7549
Range 0.0042 0.0054 0.0012 28.6% 0.0141
ATR 0.0074 0.0073 -0.0001 -1.9% 0.0000
Volume 103,340 110,611 7,271 7.0% 420,597
Daily Pivots for day following 01-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7699 0.7679 0.7582
R3 0.7645 0.7625 0.7567
R2 0.7591 0.7591 0.7562
R1 0.7571 0.7571 0.7557 0.7581
PP 0.7537 0.7537 0.7537 0.7542
S1 0.7517 0.7517 0.7547 0.7527
S2 0.7483 0.7483 0.7542
S3 0.7429 0.7463 0.7537
S4 0.7375 0.7409 0.7522
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 0.7487 0.0201 2.7% 0.0075 1.0% 32% False False 113,049
10 0.7688 0.7487 0.0201 2.7% 0.0065 0.9% 32% False False 91,334
20 0.7748 0.7487 0.0261 3.5% 0.0070 0.9% 25% False False 89,342
40 0.7748 0.7407 0.0341 4.5% 0.0076 1.0% 43% False False 86,282
60 0.7748 0.7260 0.0488 6.5% 0.0084 1.1% 60% False False 91,535
80 0.7748 0.7115 0.0633 8.4% 0.0081 1.1% 69% False False 69,931
100 0.7777 0.7115 0.0662 8.8% 0.0082 1.1% 66% False False 55,999
120 0.7777 0.7115 0.0662 8.8% 0.0081 1.1% 66% False False 46,674
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7786
2.618 0.7697
1.618 0.7643
1.000 0.7610
0.618 0.7589
HIGH 0.7556
0.618 0.7535
0.500 0.7529
0.382 0.7523
LOW 0.7502
0.618 0.7469
1.000 0.7448
1.618 0.7415
2.618 0.7361
4.250 0.7273
Fisher Pivots for day following 01-Sep-2016
Pivot 1 day 3 day
R1 0.7544 0.7545
PP 0.7537 0.7538
S1 0.7529 0.7532

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

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