CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 15-Jul-2016
Day Change Summary
Previous Current
14-Jul-2016 15-Jul-2016 Change Change % Previous Week
Open 0.7562 0.7588 0.0026 0.3% 0.7515
High 0.7611 0.7636 0.0025 0.3% 0.7636
Low 0.7552 0.7524 -0.0028 -0.4% 0.7486
Close 0.7598 0.7558 -0.0040 -0.5% 0.7558
Range 0.0059 0.0112 0.0053 89.8% 0.0150
ATR 0.0077 0.0080 0.0002 3.2% 0.0000
Volume 38 81 43 113.2% 255
Daily Pivots for day following 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7909 0.7845 0.7620
R3 0.7797 0.7733 0.7589
R2 0.7685 0.7685 0.7579
R1 0.7621 0.7621 0.7568 0.7597
PP 0.7573 0.7573 0.7573 0.7561
S1 0.7509 0.7509 0.7548 0.7485
S2 0.7461 0.7461 0.7537
S3 0.7349 0.7397 0.7527
S4 0.7237 0.7285 0.7496
Weekly Pivots for week ending 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.8010 0.7934 0.7641
R3 0.7860 0.7784 0.7599
R2 0.7710 0.7710 0.7586
R1 0.7634 0.7634 0.7572 0.7672
PP 0.7560 0.7560 0.7560 0.7579
S1 0.7484 0.7484 0.7544 0.7522
S2 0.7410 0.7410 0.7531
S3 0.7260 0.7334 0.7517
S4 0.7110 0.7184 0.7476
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7636 0.7486 0.0150 2.0% 0.0069 0.9% 48% True False 51
10 0.7636 0.7379 0.0257 3.4% 0.0070 0.9% 70% True False 92
20 0.7636 0.7272 0.0364 4.8% 0.0076 1.0% 79% True False 101
40 0.7636 0.7121 0.0515 6.8% 0.0052 0.7% 85% True False 71
60 0.7719 0.7121 0.0598 7.9% 0.0038 0.5% 73% False False 47
80 0.7738 0.7121 0.0617 8.2% 0.0030 0.4% 71% False False 36
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.8112
2.618 0.7929
1.618 0.7817
1.000 0.7748
0.618 0.7705
HIGH 0.7636
0.618 0.7593
0.500 0.7580
0.382 0.7567
LOW 0.7524
0.618 0.7455
1.000 0.7412
1.618 0.7343
2.618 0.7231
4.250 0.7048
Fisher Pivots for day following 15-Jul-2016
Pivot 1 day 3 day
R1 0.7580 0.7580
PP 0.7573 0.7573
S1 0.7565 0.7565

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

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