CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 21-Jul-2016
Day Change Summary
Previous Current
20-Jul-2016 21-Jul-2016 Change Change % Previous Week
Open 0.7478 0.7438 -0.0040 -0.5% 0.7515
High 0.7478 0.7477 -0.0001 0.0% 0.7636
Low 0.7427 0.7422 -0.0005 -0.1% 0.7486
Close 0.7439 0.7453 0.0014 0.2% 0.7558
Range 0.0051 0.0055 0.0004 7.8% 0.0150
ATR 0.0077 0.0075 -0.0002 -2.0% 0.0000
Volume 239 157 -82 -34.3% 255
Daily Pivots for day following 21-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7616 0.7589 0.7483
R3 0.7561 0.7534 0.7468
R2 0.7506 0.7506 0.7463
R1 0.7479 0.7479 0.7458 0.7492
PP 0.7451 0.7451 0.7451 0.7457
S1 0.7424 0.7424 0.7448 0.7438
S2 0.7396 0.7396 0.7443
S3 0.7341 0.7369 0.7438
S4 0.7286 0.7314 0.7423
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 0.7422 0.0214 2.9% 0.0068 0.9% 14% False True 156
10 0.7636 0.7422 0.0214 2.9% 0.0066 0.9% 14% False True 101
20 0.7636 0.7272 0.0364 4.9% 0.0079 1.1% 50% False False 132
40 0.7636 0.7149 0.0487 6.5% 0.0057 0.8% 62% False False 85
60 0.7636 0.7121 0.0515 6.9% 0.0041 0.5% 64% False False 59
80 0.7738 0.7121 0.0617 8.3% 0.0032 0.4% 54% False False 44
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7711
2.618 0.7621
1.618 0.7566
1.000 0.7532
0.618 0.7511
HIGH 0.7477
0.618 0.7456
0.500 0.7450
0.382 0.7443
LOW 0.7422
0.618 0.7388
1.000 0.7367
1.618 0.7333
2.618 0.7278
4.250 0.7188
Fisher Pivots for day following 21-Jul-2016
Pivot 1 day 3 day
R1 0.7452 0.7478
PP 0.7451 0.7470
S1 0.7450 0.7461

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

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