CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 11-May-2016
Day Change Summary
Previous Current
10-May-2016 11-May-2016 Change Change % Previous Week
Open 0.7301 0.7320 0.0019 0.3% 0.7588
High 0.7301 0.7320 0.0019 0.3% 0.7588
Low 0.7301 0.7320 0.0019 0.3% 0.7290
Close 0.7301 0.7320 0.0019 0.3% 0.7304
Range
ATR 0.0056 0.0053 -0.0003 -4.7% 0.0000
Volume
Daily Pivots for day following 11-May-2016
Classic Woodie Camarilla DeMark
R4 0.7320 0.7320 0.7320
R3 0.7320 0.7320 0.7320
R2 0.7320 0.7320 0.7320
R1 0.7320 0.7320 0.7320 0.7320
PP 0.7320 0.7320 0.7320 0.7320
S1 0.7320 0.7320 0.7320 0.7320
S2 0.7320 0.7320 0.7320
S3 0.7320 0.7320 0.7320
S4 0.7320 0.7320 0.7320
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 0.8288 0.8094 0.7468
R3 0.7990 0.7796 0.7386
R2 0.7692 0.7692 0.7359
R1 0.7498 0.7498 0.7331 0.7446
PP 0.7394 0.7394 0.7394 0.7368
S1 0.7200 0.7200 0.7277 0.7148
S2 0.7096 0.7096 0.7249
S3 0.6798 0.6902 0.7222
S4 0.6500 0.6604 0.7140
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7399 0.7263 0.0136 1.9% 0.0003 0.0% 42% False False
10 0.7588 0.7263 0.0325 4.4% 0.0004 0.1% 18% False False 1
20 0.7738 0.7263 0.0475 6.5% 0.0009 0.1% 12% False False 1
40 0.7738 0.7263 0.0475 6.5% 0.0011 0.1% 12% 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 0.0000
Fibonacci Retracements and Extensions
4.250 0.7320
2.618 0.7320
1.618 0.7320
1.000 0.7320
0.618 0.7320
HIGH 0.7320
0.618 0.7320
0.500 0.7320
0.382 0.7320
LOW 0.7320
0.618 0.7320
1.000 0.7320
1.618 0.7320
2.618 0.7320
4.250 0.7320
Fisher Pivots for day following 11-May-2016
Pivot 1 day 3 day
R1 0.7320 0.7311
PP 0.7320 0.7301
S1 0.7320 0.7292

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

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