CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 10-Aug-2016
Day Change Summary
Previous Current
09-Aug-2016 10-Aug-2016 Change Change % Previous Week
Open 0.7623 0.7661 0.0038 0.5% 0.7563
High 0.7659 0.7728 0.0069 0.9% 0.7634
Low 0.7595 0.7637 0.0042 0.6% 0.7470
Close 0.7639 0.7682 0.0043 0.6% 0.7598
Range 0.0064 0.0091 0.0027 42.2% 0.0164
ATR 0.0076 0.0077 0.0001 1.4% 0.0000
Volume 277 306 29 10.5% 1,189
Daily Pivots for day following 10-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7955 0.7910 0.7732
R3 0.7864 0.7819 0.7707
R2 0.7773 0.7773 0.7699
R1 0.7728 0.7728 0.7690 0.7750
PP 0.7682 0.7682 0.7682 0.7694
S1 0.7637 0.7637 0.7674 0.7660
S2 0.7591 0.7591 0.7665
S3 0.7500 0.7546 0.7657
S4 0.7409 0.7455 0.7632
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 0.7728 0.7564 0.0164 2.1% 0.0068 0.9% 72% True False 221
10 0.7728 0.7462 0.0266 3.5% 0.0077 1.0% 83% True False 205
20 0.7728 0.7394 0.0334 4.3% 0.0074 1.0% 86% True False 211
40 0.7728 0.7242 0.0486 6.3% 0.0075 1.0% 91% True False 157
60 0.7728 0.7121 0.0607 7.9% 0.0056 0.7% 92% True False 115
80 0.7738 0.7121 0.0617 8.0% 0.0045 0.6% 91% False False 87
100 0.7738 0.7121 0.0617 8.0% 0.0037 0.5% 91% False False 70
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8115
2.618 0.7966
1.618 0.7875
1.000 0.7819
0.618 0.7784
HIGH 0.7728
0.618 0.7693
0.500 0.7683
0.382 0.7672
LOW 0.7637
0.618 0.7581
1.000 0.7546
1.618 0.7490
2.618 0.7399
4.250 0.7250
Fisher Pivots for day following 10-Aug-2016
Pivot 1 day 3 day
R1 0.7683 0.7671
PP 0.7682 0.7660
S1 0.7682 0.7649

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

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