CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 18-Jul-2016
Day Change Summary
Previous Current
15-Jul-2016 18-Jul-2016 Change Change % Previous Week
Open 0.7588 0.7539 -0.0049 -0.6% 0.7515
High 0.7636 0.7566 -0.0070 -0.9% 0.7636
Low 0.7524 0.7537 0.0013 0.2% 0.7486
Close 0.7558 0.7554 -0.0004 -0.1% 0.7558
Range 0.0112 0.0029 -0.0083 -74.1% 0.0150
ATR 0.0080 0.0076 -0.0004 -4.5% 0.0000
Volume 81 89 8 9.9% 255
Daily Pivots for day following 18-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7639 0.7626 0.7570
R3 0.7610 0.7597 0.7562
R2 0.7581 0.7581 0.7559
R1 0.7568 0.7568 0.7557 0.7575
PP 0.7552 0.7552 0.7552 0.7556
S1 0.7539 0.7539 0.7551 0.7546
S2 0.7523 0.7523 0.7549
S3 0.7494 0.7510 0.7546
S4 0.7465 0.7481 0.7538
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 0.7524 0.0112 1.5% 0.0067 0.9% 27% False False 63
10 0.7636 0.7379 0.0257 3.4% 0.0071 0.9% 68% False False 98
20 0.7636 0.7272 0.0364 4.8% 0.0076 1.0% 77% False False 105
40 0.7636 0.7121 0.0515 6.8% 0.0052 0.7% 84% False False 73
60 0.7661 0.7121 0.0540 7.1% 0.0037 0.5% 80% False False 49
80 0.7738 0.7121 0.0617 8.2% 0.0030 0.4% 70% False False 37
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0020
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7689
2.618 0.7642
1.618 0.7613
1.000 0.7595
0.618 0.7584
HIGH 0.7566
0.618 0.7555
0.500 0.7552
0.382 0.7548
LOW 0.7537
0.618 0.7519
1.000 0.7508
1.618 0.7490
2.618 0.7461
4.250 0.7414
Fisher Pivots for day following 18-Jul-2016
Pivot 1 day 3 day
R1 0.7553 0.7580
PP 0.7552 0.7571
S1 0.7552 0.7563

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

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