CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 01-Aug-2016
Day Change Summary
Previous Current
29-Jul-2016 01-Aug-2016 Change Change % Previous Week
Open 0.7479 0.7563 0.0084 1.1% 0.7433
High 0.7578 0.7581 0.0003 0.0% 0.7578
Low 0.7464 0.7497 0.0033 0.4% 0.7394
Close 0.7571 0.7532 -0.0039 -0.5% 0.7571
Range 0.0114 0.0084 -0.0030 -26.3% 0.0184
ATR 0.0078 0.0079 0.0000 0.5% 0.0000
Volume 79 151 72 91.1% 1,296
Daily Pivots for day following 01-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7789 0.7744 0.7578
R3 0.7705 0.7660 0.7555
R2 0.7621 0.7621 0.7547
R1 0.7576 0.7576 0.7540 0.7557
PP 0.7537 0.7537 0.7537 0.7527
S1 0.7492 0.7492 0.7524 0.7473
S2 0.7453 0.7453 0.7517
S3 0.7369 0.7408 0.7509
S4 0.7285 0.7324 0.7486
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 0.7581 0.7394 0.0187 2.5% 0.0092 1.2% 74% True False 197
10 0.7581 0.7394 0.0187 2.5% 0.0076 1.0% 74% True False 227
20 0.7636 0.7379 0.0257 3.4% 0.0073 1.0% 60% False False 163
40 0.7636 0.7242 0.0394 5.2% 0.0068 0.9% 74% False False 126
60 0.7636 0.7121 0.0515 6.8% 0.0049 0.6% 80% False False 86
80 0.7738 0.7121 0.0617 8.2% 0.0039 0.5% 67% False False 65
100 0.7738 0.7121 0.0617 8.2% 0.0034 0.5% 67% False False 52
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7938
2.618 0.7801
1.618 0.7717
1.000 0.7665
0.618 0.7633
HIGH 0.7581
0.618 0.7549
0.500 0.7539
0.382 0.7529
LOW 0.7497
0.618 0.7445
1.000 0.7413
1.618 0.7361
2.618 0.7277
4.250 0.7140
Fisher Pivots for day following 01-Aug-2016
Pivot 1 day 3 day
R1 0.7539 0.7529
PP 0.7537 0.7525
S1 0.7534 0.7522

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

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