CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 08-Aug-2016
Day Change Summary
Previous Current
05-Aug-2016 08-Aug-2016 Change Change % Previous Week
Open 0.7615 0.7585 -0.0030 -0.4% 0.7563
High 0.7634 0.7644 0.0010 0.1% 0.7634
Low 0.7571 0.7569 -0.0002 0.0% 0.7470
Close 0.7598 0.7625 0.0027 0.4% 0.7598
Range 0.0063 0.0075 0.0012 19.0% 0.0164
ATR 0.0077 0.0077 0.0000 -0.2% 0.0000
Volume 205 124 -81 -39.5% 1,189
Daily Pivots for day following 08-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7838 0.7806 0.7666
R3 0.7763 0.7731 0.7646
R2 0.7688 0.7688 0.7639
R1 0.7656 0.7656 0.7632 0.7672
PP 0.7613 0.7613 0.7613 0.7621
S1 0.7581 0.7581 0.7618 0.7597
S2 0.7538 0.7538 0.7611
S3 0.7463 0.7506 0.7604
S4 0.7388 0.7431 0.7584
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 0.7644 0.7470 0.0174 2.3% 0.0072 0.9% 89% True False 232
10 0.7644 0.7394 0.0250 3.3% 0.0082 1.1% 92% True False 215
20 0.7644 0.7394 0.0250 3.3% 0.0073 1.0% 92% True False 187
40 0.7644 0.7242 0.0402 5.3% 0.0073 1.0% 95% True False 147
60 0.7644 0.7121 0.0523 6.9% 0.0054 0.7% 96% True False 106
80 0.7738 0.7121 0.0617 8.1% 0.0043 0.6% 82% False False 79
100 0.7738 0.7121 0.0617 8.1% 0.0036 0.5% 82% False False 64
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7963
2.618 0.7840
1.618 0.7765
1.000 0.7719
0.618 0.7690
HIGH 0.7644
0.618 0.7615
0.500 0.7607
0.382 0.7598
LOW 0.7569
0.618 0.7523
1.000 0.7494
1.618 0.7448
2.618 0.7373
4.250 0.7250
Fisher Pivots for day following 08-Aug-2016
Pivot 1 day 3 day
R1 0.7619 0.7618
PP 0.7613 0.7611
S1 0.7607 0.7604

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

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