CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 09-Sep-2016
Day Change Summary
Previous Current
08-Sep-2016 09-Sep-2016 Change Change % Previous Week
Open 0.7672 0.7641 -0.0031 -0.4% 0.7570
High 0.7730 0.7656 -0.0074 -1.0% 0.7730
Low 0.7635 0.7531 -0.0104 -1.4% 0.7531
Close 0.7641 0.7548 -0.0093 -1.2% 0.7548
Range 0.0095 0.0125 0.0030 31.6% 0.0199
ATR 0.0076 0.0080 0.0003 4.6% 0.0000
Volume 118,084 137,068 18,984 16.1% 492,679
Daily Pivots for day following 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7953 0.7876 0.7617
R3 0.7828 0.7751 0.7582
R2 0.7703 0.7703 0.7571
R1 0.7626 0.7626 0.7559 0.7602
PP 0.7578 0.7578 0.7578 0.7567
S1 0.7501 0.7501 0.7537 0.7477
S2 0.7453 0.7453 0.7525
S3 0.7328 0.7376 0.7514
S4 0.7203 0.7251 0.7479
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.8200 0.8073 0.7657
R3 0.8001 0.7874 0.7603
R2 0.7802 0.7802 0.7584
R1 0.7675 0.7675 0.7566 0.7639
PP 0.7603 0.7603 0.7603 0.7585
S1 0.7476 0.7476 0.7530 0.7440
S2 0.7404 0.7404 0.7512
S3 0.7205 0.7277 0.7493
S4 0.7006 0.7078 0.7439
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7730 0.7531 0.0199 2.6% 0.0095 1.3% 9% False True 122,571
10 0.7730 0.7487 0.0243 3.2% 0.0085 1.1% 25% False False 117,810
20 0.7743 0.7487 0.0256 3.4% 0.0076 1.0% 24% False False 100,322
40 0.7748 0.7407 0.0341 4.5% 0.0078 1.0% 41% False False 89,893
60 0.7748 0.7260 0.0488 6.5% 0.0086 1.1% 59% False False 94,498
80 0.7748 0.7115 0.0633 8.4% 0.0083 1.1% 68% False False 77,573
100 0.7777 0.7115 0.0662 8.8% 0.0083 1.1% 65% False False 62,117
120 0.7777 0.7115 0.0662 8.8% 0.0082 1.1% 65% False False 51,780
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 0.0022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8187
2.618 0.7983
1.618 0.7858
1.000 0.7781
0.618 0.7733
HIGH 0.7656
0.618 0.7608
0.500 0.7594
0.382 0.7579
LOW 0.7531
0.618 0.7454
1.000 0.7406
1.618 0.7329
2.618 0.7204
4.250 0.7000
Fisher Pivots for day following 09-Sep-2016
Pivot 1 day 3 day
R1 0.7594 0.7631
PP 0.7578 0.7603
S1 0.7563 0.7576

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

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