CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 19-Jul-2016
Day Change Summary
Previous Current
18-Jul-2016 19-Jul-2016 Change Change % Previous Week
Open 0.7539 0.7534 -0.0005 -0.1% 0.7515
High 0.7566 0.7534 -0.0032 -0.4% 0.7636
Low 0.7537 0.7439 -0.0098 -1.3% 0.7486
Close 0.7554 0.7472 -0.0082 -1.1% 0.7558
Range 0.0029 0.0095 0.0066 227.6% 0.0150
ATR 0.0076 0.0079 0.0003 3.7% 0.0000
Volume 89 217 128 143.8% 255
Daily Pivots for day following 19-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7767 0.7714 0.7524
R3 0.7672 0.7619 0.7498
R2 0.7577 0.7577 0.7489
R1 0.7524 0.7524 0.7481 0.7503
PP 0.7482 0.7482 0.7482 0.7471
S1 0.7429 0.7429 0.7463 0.7408
S2 0.7387 0.7387 0.7455
S3 0.7292 0.7334 0.7446
S4 0.7197 0.7239 0.7420
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 0.7439 0.0197 2.6% 0.0071 0.9% 17% False True 92
10 0.7636 0.7379 0.0257 3.4% 0.0072 1.0% 36% False False 99
20 0.7636 0.7272 0.0364 4.9% 0.0079 1.1% 55% False False 114
40 0.7636 0.7121 0.0515 6.9% 0.0054 0.7% 68% False False 78
60 0.7661 0.7121 0.0540 7.2% 0.0039 0.5% 65% False False 52
80 0.7738 0.7121 0.0617 8.3% 0.0031 0.4% 57% False False 40
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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7938
2.618 0.7783
1.618 0.7688
1.000 0.7629
0.618 0.7593
HIGH 0.7534
0.618 0.7498
0.500 0.7487
0.382 0.7475
LOW 0.7439
0.618 0.7380
1.000 0.7344
1.618 0.7285
2.618 0.7190
4.250 0.7035
Fisher Pivots for day following 19-Jul-2016
Pivot 1 day 3 day
R1 0.7487 0.7538
PP 0.7482 0.7516
S1 0.7477 0.7494

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

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