CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 05-Apr-2016
Day Change Summary
Previous Current
04-Apr-2016 05-Apr-2016 Change Change % Previous Week
Open 0.7526 0.7450 -0.0076 -1.0% 0.7470
High 0.7526 0.7456 -0.0070 -0.9% 0.7592
Low 0.7526 0.7435 -0.0091 -1.2% 0.7457
Close 0.7526 0.7456 -0.0070 -0.9% 0.7592
Range 0.0000 0.0021 0.0021 0.0135
ATR 0.0054 0.0057 0.0003 4.9% 0.0000
Volume 0 21 21 1
Daily Pivots for day following 05-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7512 0.7505 0.7468
R3 0.7491 0.7484 0.7462
R2 0.7470 0.7470 0.7460
R1 0.7463 0.7463 0.7458 0.7466
PP 0.7449 0.7449 0.7449 0.7451
S1 0.7442 0.7442 0.7454 0.7446
S2 0.7428 0.7428 0.7452
S3 0.7407 0.7421 0.7450
S4 0.7386 0.7400 0.7444
Weekly Pivots for week ending 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7952 0.7907 0.7666
R3 0.7817 0.7772 0.7629
R2 0.7682 0.7682 0.7617
R1 0.7637 0.7637 0.7604 0.7659
PP 0.7547 0.7547 0.7547 0.7558
S1 0.7502 0.7502 0.7580 0.7525
S2 0.7412 0.7412 0.7567
S3 0.7277 0.7367 0.7555
S4 0.7142 0.7232 0.7518
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7592 0.7435 0.0157 2.1% 0.0004 0.1% 13% False True 4
10 0.7592 0.7415 0.0177 2.4% 0.0005 0.1% 23% False False 2
20 0.7592 0.7338 0.0254 3.4% 0.0015 0.2% 46% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7545
2.618 0.7511
1.618 0.7490
1.000 0.7477
0.618 0.7469
HIGH 0.7456
0.618 0.7448
0.500 0.7446
0.382 0.7443
LOW 0.7435
0.618 0.7422
1.000 0.7414
1.618 0.7401
2.618 0.7380
4.250 0.7346
Fisher Pivots for day following 05-Apr-2016
Pivot 1 day 3 day
R1 0.7453 0.7514
PP 0.7449 0.7494
S1 0.7446 0.7475

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

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