CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 25-Apr-2016
Day Change Summary
Previous Current
22-Apr-2016 25-Apr-2016 Change Change % Previous Week
Open 0.7632 0.7631 -0.0001 0.0% 0.7664
High 0.7632 0.7631 -0.0001 0.0% 0.7738
Low 0.7632 0.7631 -0.0001 0.0% 0.7632
Close 0.7632 0.7631 -0.0001 0.0% 0.7632
Range
ATR 0.0052 0.0048 -0.0004 -7.0% 0.0000
Volume
Daily Pivots for day following 25-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7631 0.7631 0.7631
R3 0.7631 0.7631 0.7631
R2 0.7631 0.7631 0.7631
R1 0.7631 0.7631 0.7631 0.7631
PP 0.7631 0.7631 0.7631 0.7631
S1 0.7631 0.7631 0.7631 0.7631
S2 0.7631 0.7631 0.7631
S3 0.7631 0.7631 0.7631
S4 0.7631 0.7631 0.7631
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7985 0.7915 0.7690
R3 0.7879 0.7809 0.7661
R2 0.7773 0.7773 0.7651
R1 0.7703 0.7703 0.7642 0.7685
PP 0.7667 0.7667 0.7667 0.7659
S1 0.7597 0.7597 0.7622 0.7579
S2 0.7561 0.7561 0.7613
S3 0.7455 0.7491 0.7603
S4 0.7349 0.7385 0.7574
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7738 0.7631 0.0107 1.4% 0.0011 0.1% 0% False True
10 0.7738 0.7578 0.0160 2.1% 0.0013 0.2% 33% False False
20 0.7738 0.7427 0.0311 4.1% 0.0008 0.1% 66% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Fibonacci Retracements and Extensions
4.250 0.7631
2.618 0.7631
1.618 0.7631
1.000 0.7631
0.618 0.7631
HIGH 0.7631
0.618 0.7631
0.500 0.7631
0.382 0.7631
LOW 0.7631
0.618 0.7631
1.000 0.7631
1.618 0.7631
2.618 0.7631
4.250 0.7631
Fisher Pivots for day following 25-Apr-2016
Pivot 1 day 3 day
R1 0.7631 0.7675
PP 0.7631 0.7660
S1 0.7631 0.7646

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

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