CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 03-Aug-2016
Day Change Summary
Previous Current
02-Aug-2016 03-Aug-2016 Change Change % Previous Week
Open 0.7495 0.7568 0.0073 1.0% 0.7433
High 0.7606 0.7583 -0.0023 -0.3% 0.7578
Low 0.7470 0.7541 0.0071 1.0% 0.7394
Close 0.7577 0.7551 -0.0026 -0.3% 0.7571
Range 0.0136 0.0042 -0.0094 -69.1% 0.0184
ATR 0.0083 0.0080 -0.0003 -3.5% 0.0000
Volume 438 199 -239 -54.6% 1,296
Daily Pivots for day following 03-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7684 0.7660 0.7574
R3 0.7642 0.7618 0.7563
R2 0.7600 0.7600 0.7559
R1 0.7576 0.7576 0.7555 0.7567
PP 0.7558 0.7558 0.7558 0.7554
S1 0.7534 0.7534 0.7547 0.7525
S2 0.7516 0.7516 0.7543
S3 0.7474 0.7492 0.7539
S4 0.7432 0.7450 0.7528
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 0.7606 0.7462 0.0144 1.9% 0.0086 1.1% 62% False False 189
10 0.7606 0.7394 0.0212 2.8% 0.0079 1.0% 74% False False 245
20 0.7636 0.7394 0.0242 3.2% 0.0073 1.0% 65% False False 171
40 0.7636 0.7242 0.0394 5.2% 0.0071 0.9% 78% False False 139
60 0.7636 0.7121 0.0515 6.8% 0.0052 0.7% 83% False False 97
80 0.7738 0.7121 0.0617 8.2% 0.0041 0.5% 70% False False 73
100 0.7738 0.7121 0.0617 8.2% 0.0036 0.5% 70% False False 59
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7762
2.618 0.7693
1.618 0.7651
1.000 0.7625
0.618 0.7609
HIGH 0.7583
0.618 0.7567
0.500 0.7562
0.382 0.7557
LOW 0.7541
0.618 0.7515
1.000 0.7499
1.618 0.7473
2.618 0.7431
4.250 0.7363
Fisher Pivots for day following 03-Aug-2016
Pivot 1 day 3 day
R1 0.7562 0.7547
PP 0.7558 0.7542
S1 0.7555 0.7538

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

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