CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 18-Apr-2016
Day Change Summary
Previous Current
15-Apr-2016 18-Apr-2016 Change Change % Previous Week
Open 0.7628 0.7664 0.0036 0.5% 0.7531
High 0.7639 0.7664 0.0025 0.3% 0.7662
Low 0.7628 0.7664 0.0036 0.5% 0.7531
Close 0.7639 0.7664 0.0025 0.3% 0.7639
Range 0.0011 0.0000 -0.0011 -100.0% 0.0131
ATR 0.0056 0.0054 -0.0002 -4.0% 0.0000
Volume 1 0 -1 -100.0% 4
Daily Pivots for day following 18-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7664 0.7664 0.7664
R3 0.7664 0.7664 0.7664
R2 0.7664 0.7664 0.7664
R1 0.7664 0.7664 0.7664 0.7664
PP 0.7664 0.7664 0.7664 0.7664
S1 0.7664 0.7664 0.7664 0.7664
S2 0.7664 0.7664 0.7664
S3 0.7664 0.7664 0.7664
S4 0.7664 0.7664 0.7664
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8004 0.7952 0.7711
R3 0.7873 0.7821 0.7675
R2 0.7742 0.7742 0.7663
R1 0.7690 0.7690 0.7651 0.7716
PP 0.7611 0.7611 0.7611 0.7624
S1 0.7559 0.7559 0.7627 0.7585
S2 0.7480 0.7480 0.7615
S3 0.7349 0.7428 0.7603
S4 0.7218 0.7297 0.7567
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7664 0.7578 0.0086 1.1% 0.0014 0.2% 100% True False
10 0.7664 0.7427 0.0237 3.1% 0.0010 0.1% 100% True False 2
20 0.7664 0.7415 0.0249 3.2% 0.0007 0.1% 100% True False 1
Crabel Price Patterns
NR True
NR4 True
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 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7664
2.618 0.7664
1.618 0.7664
1.000 0.7664
0.618 0.7664
HIGH 0.7664
0.618 0.7664
0.500 0.7664
0.382 0.7664
LOW 0.7664
0.618 0.7664
1.000 0.7664
1.618 0.7664
2.618 0.7664
4.250 0.7664
Fisher Pivots for day following 18-Apr-2016
Pivot 1 day 3 day
R1 0.7664 0.7657
PP 0.7664 0.7650
S1 0.7664 0.7643

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

View Archives - Comment on this page... - Back to Index of Symbols