CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 25-Jul-2016
Day Change Summary
Previous Current
22-Jul-2016 25-Jul-2016 Change Change % Previous Week
Open 0.7431 0.7433 0.0002 0.0% 0.7539
High 0.7471 0.7456 -0.0015 -0.2% 0.7566
Low 0.7410 0.7422 0.0012 0.2% 0.7410
Close 0.7432 0.7434 0.0002 0.0% 0.7432
Range 0.0061 0.0034 -0.0027 -44.3% 0.0156
ATR 0.0074 0.0071 -0.0003 -3.9% 0.0000
Volume 213 459 246 115.5% 915
Daily Pivots for day following 25-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7539 0.7521 0.7453
R3 0.7505 0.7487 0.7443
R2 0.7471 0.7471 0.7440
R1 0.7453 0.7453 0.7437 0.7462
PP 0.7437 0.7437 0.7437 0.7442
S1 0.7419 0.7419 0.7431 0.7428
S2 0.7403 0.7403 0.7428
S3 0.7369 0.7385 0.7425
S4 0.7335 0.7351 0.7415
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 0.7534 0.7410 0.0124 1.7% 0.0059 0.8% 19% False False 257
10 0.7636 0.7410 0.0226 3.0% 0.0063 0.9% 11% False False 160
20 0.7636 0.7281 0.0355 4.8% 0.0065 0.9% 43% False False 154
40 0.7636 0.7151 0.0485 6.5% 0.0059 0.8% 58% False False 102
60 0.7636 0.7121 0.0515 6.9% 0.0041 0.6% 61% False False 70
80 0.7738 0.7121 0.0617 8.3% 0.0034 0.5% 51% False False 53
100 0.7738 0.7121 0.0617 8.3% 0.0031 0.4% 51% False False 42
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7600
2.618 0.7545
1.618 0.7511
1.000 0.7490
0.618 0.7477
HIGH 0.7456
0.618 0.7443
0.500 0.7439
0.382 0.7435
LOW 0.7422
0.618 0.7401
1.000 0.7388
1.618 0.7367
2.618 0.7333
4.250 0.7278
Fisher Pivots for day following 25-Jul-2016
Pivot 1 day 3 day
R1 0.7439 0.7444
PP 0.7437 0.7440
S1 0.7436 0.7437

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

View Archives - Comment on this page... - Back to Index of Symbols