CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 26-Apr-2016
Day Change Summary
Previous Current
25-Apr-2016 26-Apr-2016 Change Change % Previous Week
Open 0.7631 0.7661 0.0030 0.4% 0.7664
High 0.7631 0.7661 0.0030 0.4% 0.7738
Low 0.7631 0.7661 0.0030 0.4% 0.7632
Close 0.7631 0.7661 0.0030 0.4% 0.7632
Range
ATR 0.0048 0.0047 -0.0001 -2.7% 0.0000
Volume
Daily Pivots for day following 26-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7661 0.7661 0.7661
R3 0.7661 0.7661 0.7661
R2 0.7661 0.7661 0.7661
R1 0.7661 0.7661 0.7661 0.7661
PP 0.7661 0.7661 0.7661 0.7661
S1 0.7661 0.7661 0.7661 0.7661
S2 0.7661 0.7661 0.7661
S3 0.7661 0.7661 0.7661
S4 0.7661 0.7661 0.7661
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 0.7722 0.7631 0.0091 1.2% 0.0011 0.1% 33% False False
10 0.7738 0.7578 0.0160 2.1% 0.0013 0.2% 52% False False
20 0.7738 0.7427 0.0311 4.1% 0.0008 0.1% 75% 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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Fibonacci Retracements and Extensions
4.250 0.7661
2.618 0.7661
1.618 0.7661
1.000 0.7661
0.618 0.7661
HIGH 0.7661
0.618 0.7661
0.500 0.7661
0.382 0.7661
LOW 0.7661
0.618 0.7661
1.000 0.7661
1.618 0.7661
2.618 0.7661
4.250 0.7661
Fisher Pivots for day following 26-Apr-2016
Pivot 1 day 3 day
R1 0.7661 0.7656
PP 0.7661 0.7651
S1 0.7661 0.7646

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

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