CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 29-Jul-2016
Day Change Summary
Previous Current
28-Jul-2016 29-Jul-2016 Change Change % Previous Week
Open 0.7495 0.7479 -0.0016 -0.2% 0.7433
High 0.7515 0.7578 0.0063 0.8% 0.7578
Low 0.7462 0.7464 0.0002 0.0% 0.7394
Close 0.7470 0.7571 0.0101 1.4% 0.7571
Range 0.0053 0.0114 0.0061 115.1% 0.0184
ATR 0.0075 0.0078 0.0003 3.7% 0.0000
Volume 79 79 0 0.0% 1,296
Daily Pivots for day following 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7880 0.7839 0.7634
R3 0.7766 0.7725 0.7602
R2 0.7652 0.7652 0.7592
R1 0.7611 0.7611 0.7581 0.7631
PP 0.7538 0.7538 0.7538 0.7548
S1 0.7497 0.7497 0.7561 0.7518
S2 0.7424 0.7424 0.7550
S3 0.7310 0.7383 0.7540
S4 0.7196 0.7269 0.7508
Weekly Pivots for week ending 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.8066 0.8003 0.7672
R3 0.7882 0.7819 0.7622
R2 0.7698 0.7698 0.7605
R1 0.7635 0.7635 0.7588 0.7666
PP 0.7514 0.7514 0.7514 0.7530
S1 0.7451 0.7451 0.7554 0.7483
S2 0.7330 0.7330 0.7537
S3 0.7146 0.7267 0.7520
S4 0.6962 0.7083 0.7470
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7578 0.7394 0.0184 2.4% 0.0082 1.1% 96% True False 259
10 0.7578 0.7394 0.0184 2.4% 0.0070 0.9% 96% True False 221
20 0.7636 0.7379 0.0257 3.4% 0.0070 0.9% 75% False False 157
40 0.7636 0.7242 0.0394 5.2% 0.0067 0.9% 84% False False 122
60 0.7636 0.7121 0.0515 6.8% 0.0047 0.6% 87% False False 84
80 0.7738 0.7121 0.0617 8.1% 0.0038 0.5% 73% False False 63
100 0.7738 0.7121 0.0617 8.1% 0.0033 0.4% 73% False False 51
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8062
2.618 0.7876
1.618 0.7762
1.000 0.7692
0.618 0.7648
HIGH 0.7578
0.618 0.7534
0.500 0.7521
0.382 0.7508
LOW 0.7464
0.618 0.7394
1.000 0.7350
1.618 0.7280
2.618 0.7166
4.250 0.6980
Fisher Pivots for day following 29-Jul-2016
Pivot 1 day 3 day
R1 0.7554 0.7543
PP 0.7538 0.7514
S1 0.7521 0.7486

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

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