CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 22-Jul-2016
Day Change Summary
Previous Current
21-Jul-2016 22-Jul-2016 Change Change % Previous Week
Open 0.7438 0.7431 -0.0007 -0.1% 0.7539
High 0.7477 0.7471 -0.0006 -0.1% 0.7566
Low 0.7422 0.7410 -0.0012 -0.2% 0.7410
Close 0.7453 0.7432 -0.0021 -0.3% 0.7432
Range 0.0055 0.0061 0.0006 10.9% 0.0156
ATR 0.0075 0.0074 -0.0001 -1.4% 0.0000
Volume 157 213 56 35.7% 915
Daily Pivots for day following 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7621 0.7587 0.7466
R3 0.7560 0.7526 0.7449
R2 0.7499 0.7499 0.7443
R1 0.7465 0.7465 0.7438 0.7482
PP 0.7438 0.7438 0.7438 0.7446
S1 0.7404 0.7404 0.7426 0.7421
S2 0.7377 0.7377 0.7421
S3 0.7316 0.7343 0.7415
S4 0.7255 0.7282 0.7398
Weekly Pivots for week ending 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7937 0.7841 0.7518
R3 0.7781 0.7685 0.7475
R2 0.7625 0.7625 0.7461
R1 0.7529 0.7529 0.7446 0.7499
PP 0.7469 0.7469 0.7469 0.7455
S1 0.7373 0.7373 0.7418 0.7343
S2 0.7313 0.7313 0.7403
S3 0.7157 0.7217 0.7389
S4 0.7001 0.7061 0.7346
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7566 0.7410 0.0156 2.1% 0.0058 0.8% 14% False True 183
10 0.7636 0.7410 0.0226 3.0% 0.0063 0.9% 10% False True 117
20 0.7636 0.7272 0.0364 4.9% 0.0079 1.1% 44% False False 138
40 0.7636 0.7151 0.0485 6.5% 0.0058 0.8% 58% False False 90
60 0.7636 0.7121 0.0515 6.9% 0.0041 0.6% 60% False False 62
80 0.7738 0.7121 0.0617 8.3% 0.0033 0.4% 50% False False 47
100 0.7738 0.7121 0.0617 8.3% 0.0031 0.4% 50% False False 38
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7730
2.618 0.7631
1.618 0.7570
1.000 0.7532
0.618 0.7509
HIGH 0.7471
0.618 0.7448
0.500 0.7441
0.382 0.7433
LOW 0.7410
0.618 0.7372
1.000 0.7349
1.618 0.7311
2.618 0.7250
4.250 0.7151
Fisher Pivots for day following 22-Jul-2016
Pivot 1 day 3 day
R1 0.7441 0.7444
PP 0.7438 0.7440
S1 0.7435 0.7436

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

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