CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 12-Jul-2016
Day Change Summary
Previous Current
11-Jul-2016 12-Jul-2016 Change Change % Previous Week
Open 0.7515 0.7531 0.0016 0.2% 0.7469
High 0.7523 0.7609 0.0086 1.1% 0.7530
Low 0.7486 0.7531 0.0045 0.6% 0.7379
Close 0.7493 0.7596 0.0103 1.4% 0.7528
Range 0.0037 0.0078 0.0041 110.8% 0.0151
ATR 0.0077 0.0080 0.0003 3.6% 0.0000
Volume 27 71 44 163.0% 643
Daily Pivots for day following 12-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7813 0.7782 0.7639
R3 0.7735 0.7704 0.7617
R2 0.7657 0.7657 0.7610
R1 0.7626 0.7626 0.7603 0.7642
PP 0.7579 0.7579 0.7579 0.7586
S1 0.7548 0.7548 0.7589 0.7564
S2 0.7501 0.7501 0.7582
S3 0.7423 0.7470 0.7575
S4 0.7345 0.7392 0.7553
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 0.7609 0.7379 0.0230 3.0% 0.0073 1.0% 94% True False 107
10 0.7609 0.7323 0.0286 3.8% 0.0062 0.8% 95% True False 100
20 0.7609 0.7242 0.0367 4.8% 0.0074 1.0% 96% True False 110
40 0.7609 0.7121 0.0488 6.4% 0.0046 0.6% 97% True False 67
60 0.7738 0.7121 0.0617 8.1% 0.0034 0.4% 77% False False 45
80 0.7738 0.7121 0.0617 8.1% 0.0027 0.4% 77% False False 34
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7941
2.618 0.7813
1.618 0.7735
1.000 0.7687
0.618 0.7657
HIGH 0.7609
0.618 0.7579
0.500 0.7570
0.382 0.7561
LOW 0.7531
0.618 0.7483
1.000 0.7453
1.618 0.7405
2.618 0.7327
4.250 0.7199
Fisher Pivots for day following 12-Jul-2016
Pivot 1 day 3 day
R1 0.7587 0.7573
PP 0.7579 0.7550
S1 0.7570 0.7527

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

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