CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 05-Aug-2016
Day Change Summary
Previous Current
04-Aug-2016 05-Aug-2016 Change Change % Previous Week
Open 0.7582 0.7615 0.0033 0.4% 0.7563
High 0.7610 0.7634 0.0024 0.3% 0.7634
Low 0.7564 0.7571 0.0007 0.1% 0.7470
Close 0.7605 0.7598 -0.0007 -0.1% 0.7598
Range 0.0046 0.0063 0.0017 37.0% 0.0164
ATR 0.0078 0.0077 -0.0001 -1.4% 0.0000
Volume 196 205 9 4.6% 1,189
Daily Pivots for day following 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7790 0.7757 0.7633
R3 0.7727 0.7694 0.7615
R2 0.7664 0.7664 0.7610
R1 0.7631 0.7631 0.7604 0.7616
PP 0.7601 0.7601 0.7601 0.7594
S1 0.7568 0.7568 0.7592 0.7553
S2 0.7538 0.7538 0.7586
S3 0.7475 0.7505 0.7581
S4 0.7412 0.7442 0.7563
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.8059 0.7993 0.7688
R3 0.7895 0.7829 0.7643
R2 0.7731 0.7731 0.7628
R1 0.7665 0.7665 0.7613 0.7698
PP 0.7567 0.7567 0.7567 0.7584
S1 0.7501 0.7501 0.7583 0.7534
S2 0.7403 0.7403 0.7568
S3 0.7239 0.7337 0.7553
S4 0.7075 0.7173 0.7508
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7634 0.7470 0.0164 2.2% 0.0074 1.0% 78% True False 237
10 0.7634 0.7394 0.0240 3.2% 0.0078 1.0% 85% True False 248
20 0.7636 0.7394 0.0242 3.2% 0.0071 0.9% 84% False False 182
40 0.7636 0.7242 0.0394 5.2% 0.0072 0.9% 90% False False 145
60 0.7636 0.7121 0.0515 6.8% 0.0053 0.7% 93% False False 104
80 0.7738 0.7121 0.0617 8.1% 0.0042 0.6% 77% False False 78
100 0.7738 0.7121 0.0617 8.1% 0.0036 0.5% 77% False False 63
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 0.0022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7902
2.618 0.7799
1.618 0.7736
1.000 0.7697
0.618 0.7673
HIGH 0.7634
0.618 0.7610
0.500 0.7603
0.382 0.7595
LOW 0.7571
0.618 0.7532
1.000 0.7508
1.618 0.7469
2.618 0.7406
4.250 0.7303
Fisher Pivots for day following 05-Aug-2016
Pivot 1 day 3 day
R1 0.7603 0.7595
PP 0.7601 0.7591
S1 0.7600 0.7588

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

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