CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 09-Aug-2016
Day Change Summary
Previous Current
08-Aug-2016 09-Aug-2016 Change Change % Previous Week
Open 0.7585 0.7623 0.0038 0.5% 0.7563
High 0.7644 0.7659 0.0015 0.2% 0.7634
Low 0.7569 0.7595 0.0026 0.3% 0.7470
Close 0.7625 0.7639 0.0014 0.2% 0.7598
Range 0.0075 0.0064 -0.0011 -14.7% 0.0164
ATR 0.0077 0.0076 -0.0001 -1.2% 0.0000
Volume 124 277 153 123.4% 1,189
Daily Pivots for day following 09-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7823 0.7795 0.7674
R3 0.7759 0.7731 0.7657
R2 0.7695 0.7695 0.7651
R1 0.7667 0.7667 0.7645 0.7681
PP 0.7631 0.7631 0.7631 0.7638
S1 0.7603 0.7603 0.7633 0.7617
S2 0.7567 0.7567 0.7627
S3 0.7503 0.7539 0.7621
S4 0.7439 0.7475 0.7604
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 0.7659 0.7541 0.0118 1.5% 0.0058 0.8% 83% True False 200
10 0.7659 0.7394 0.0265 3.5% 0.0081 1.1% 92% True False 222
20 0.7659 0.7394 0.0265 3.5% 0.0072 0.9% 92% True False 197
40 0.7659 0.7242 0.0417 5.5% 0.0073 1.0% 95% True False 154
60 0.7659 0.7121 0.0538 7.0% 0.0055 0.7% 96% True False 110
80 0.7738 0.7121 0.0617 8.1% 0.0043 0.6% 84% False False 83
100 0.7738 0.7121 0.0617 8.1% 0.0036 0.5% 84% False False 67
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 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7931
2.618 0.7827
1.618 0.7763
1.000 0.7723
0.618 0.7699
HIGH 0.7659
0.618 0.7635
0.500 0.7627
0.382 0.7619
LOW 0.7595
0.618 0.7555
1.000 0.7531
1.618 0.7491
2.618 0.7427
4.250 0.7323
Fisher Pivots for day following 09-Aug-2016
Pivot 1 day 3 day
R1 0.7635 0.7631
PP 0.7631 0.7622
S1 0.7627 0.7614

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

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