CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 28-Jul-2016
Day Change Summary
Previous Current
27-Jul-2016 28-Jul-2016 Change Change % Previous Week
Open 0.7480 0.7495 0.0015 0.2% 0.7539
High 0.7529 0.7515 -0.0014 -0.2% 0.7566
Low 0.7394 0.7462 0.0068 0.9% 0.7410
Close 0.7449 0.7470 0.0021 0.3% 0.7432
Range 0.0135 0.0053 -0.0082 -60.7% 0.0156
ATR 0.0076 0.0075 -0.0001 -0.9% 0.0000
Volume 477 79 -398 -83.4% 915
Daily Pivots for day following 28-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7641 0.7609 0.7499
R3 0.7588 0.7556 0.7485
R2 0.7535 0.7535 0.7480
R1 0.7503 0.7503 0.7475 0.7493
PP 0.7482 0.7482 0.7482 0.7477
S1 0.7450 0.7450 0.7465 0.7440
S2 0.7429 0.7429 0.7460
S3 0.7376 0.7397 0.7455
S4 0.7323 0.7344 0.7441
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 0.7529 0.7394 0.0135 1.8% 0.0071 1.0% 56% False False 286
10 0.7636 0.7394 0.0242 3.2% 0.0070 0.9% 31% False False 221
20 0.7636 0.7370 0.0266 3.6% 0.0066 0.9% 38% False False 154
40 0.7636 0.7160 0.0476 6.4% 0.0065 0.9% 65% False False 120
60 0.7636 0.7121 0.0515 6.9% 0.0046 0.6% 68% False False 82
80 0.7738 0.7121 0.0617 8.3% 0.0037 0.5% 57% False False 62
100 0.7738 0.7121 0.0617 8.3% 0.0032 0.4% 57% False False 50
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7740
2.618 0.7654
1.618 0.7601
1.000 0.7568
0.618 0.7548
HIGH 0.7515
0.618 0.7495
0.500 0.7489
0.382 0.7482
LOW 0.7462
0.618 0.7429
1.000 0.7409
1.618 0.7376
2.618 0.7323
4.250 0.7237
Fisher Pivots for day following 28-Jul-2016
Pivot 1 day 3 day
R1 0.7489 0.7467
PP 0.7482 0.7464
S1 0.7476 0.7462

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

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