CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 20-Jul-2016
Day Change Summary
Previous Current
19-Jul-2016 20-Jul-2016 Change Change % Previous Week
Open 0.7534 0.7478 -0.0056 -0.7% 0.7515
High 0.7534 0.7478 -0.0056 -0.7% 0.7636
Low 0.7439 0.7427 -0.0012 -0.2% 0.7486
Close 0.7472 0.7439 -0.0033 -0.4% 0.7558
Range 0.0095 0.0051 -0.0044 -46.3% 0.0150
ATR 0.0079 0.0077 -0.0002 -2.5% 0.0000
Volume 217 239 22 10.1% 255
Daily Pivots for day following 20-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7601 0.7571 0.7467
R3 0.7550 0.7520 0.7453
R2 0.7499 0.7499 0.7448
R1 0.7469 0.7469 0.7444 0.7459
PP 0.7448 0.7448 0.7448 0.7443
S1 0.7418 0.7418 0.7434 0.7408
S2 0.7397 0.7397 0.7430
S3 0.7346 0.7367 0.7425
S4 0.7295 0.7316 0.7411
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 0.7427 0.0209 2.8% 0.0069 0.9% 6% False True 132
10 0.7636 0.7427 0.0209 2.8% 0.0067 0.9% 6% False True 97
20 0.7636 0.7272 0.0364 4.9% 0.0079 1.1% 46% False False 125
40 0.7636 0.7121 0.0515 6.9% 0.0056 0.7% 62% False False 84
60 0.7661 0.7121 0.0540 7.3% 0.0040 0.5% 59% False False 56
80 0.7738 0.7121 0.0617 8.3% 0.0032 0.4% 52% False False 42
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7695
2.618 0.7612
1.618 0.7561
1.000 0.7529
0.618 0.7510
HIGH 0.7478
0.618 0.7459
0.500 0.7453
0.382 0.7446
LOW 0.7427
0.618 0.7395
1.000 0.7376
1.618 0.7344
2.618 0.7293
4.250 0.7210
Fisher Pivots for day following 20-Jul-2016
Pivot 1 day 3 day
R1 0.7453 0.7497
PP 0.7448 0.7477
S1 0.7444 0.7458

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

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