CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 11-Jul-2016
Day Change Summary
Previous Current
08-Jul-2016 11-Jul-2016 Change Change % Previous Week
Open 0.7466 0.7515 0.0049 0.7% 0.7469
High 0.7530 0.7523 -0.0007 -0.1% 0.7530
Low 0.7444 0.7486 0.0042 0.6% 0.7379
Close 0.7528 0.7493 -0.0035 -0.5% 0.7528
Range 0.0086 0.0037 -0.0049 -57.0% 0.0151
ATR 0.0080 0.0077 -0.0003 -3.4% 0.0000
Volume 54 27 -27 -50.0% 643
Daily Pivots for day following 11-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7612 0.7589 0.7513
R3 0.7575 0.7552 0.7503
R2 0.7538 0.7538 0.7500
R1 0.7515 0.7515 0.7496 0.7508
PP 0.7501 0.7501 0.7501 0.7497
S1 0.7478 0.7478 0.7490 0.7471
S2 0.7464 0.7464 0.7486
S3 0.7427 0.7441 0.7483
S4 0.7390 0.7404 0.7473
Weekly Pivots for week ending 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7932 0.7881 0.7611
R3 0.7781 0.7730 0.7570
R2 0.7630 0.7630 0.7556
R1 0.7579 0.7579 0.7542 0.7604
PP 0.7479 0.7479 0.7479 0.7492
S1 0.7428 0.7428 0.7514 0.7454
S2 0.7328 0.7328 0.7500
S3 0.7177 0.7277 0.7486
S4 0.7026 0.7126 0.7445
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7530 0.7379 0.0151 2.0% 0.0075 1.0% 75% False False 134
10 0.7530 0.7281 0.0249 3.3% 0.0066 0.9% 85% False False 148
20 0.7586 0.7242 0.0344 4.6% 0.0073 1.0% 73% False False 107
40 0.7586 0.7121 0.0465 6.2% 0.0044 0.6% 80% False False 65
60 0.7738 0.7121 0.0617 8.2% 0.0033 0.4% 60% False False 44
80 0.7738 0.7121 0.0617 8.2% 0.0027 0.4% 60% False False 33
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7680
2.618 0.7620
1.618 0.7583
1.000 0.7560
0.618 0.7546
HIGH 0.7523
0.618 0.7509
0.500 0.7505
0.382 0.7500
LOW 0.7486
0.618 0.7463
1.000 0.7449
1.618 0.7426
2.618 0.7389
4.250 0.7329
Fisher Pivots for day following 11-Jul-2016
Pivot 1 day 3 day
R1 0.7505 0.7489
PP 0.7501 0.7485
S1 0.7497 0.7482

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

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