CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 11-Aug-2016
Day Change Summary
Previous Current
10-Aug-2016 11-Aug-2016 Change Change % Previous Week
Open 0.7661 0.7687 0.0026 0.3% 0.7563
High 0.7728 0.7697 -0.0031 -0.4% 0.7634
Low 0.7637 0.7665 0.0028 0.4% 0.7470
Close 0.7682 0.7678 -0.0004 -0.1% 0.7598
Range 0.0091 0.0032 -0.0059 -64.8% 0.0164
ATR 0.0077 0.0074 -0.0003 -4.2% 0.0000
Volume 306 321 15 4.9% 1,189
Daily Pivots for day following 11-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7776 0.7759 0.7696
R3 0.7744 0.7727 0.7687
R2 0.7712 0.7712 0.7684
R1 0.7695 0.7695 0.7681 0.7688
PP 0.7680 0.7680 0.7680 0.7676
S1 0.7663 0.7663 0.7675 0.7656
S2 0.7648 0.7648 0.7672
S3 0.7616 0.7631 0.7669
S4 0.7584 0.7599 0.7660
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 0.7569 0.0159 2.1% 0.0065 0.8% 69% False False 246
10 0.7728 0.7464 0.0264 3.4% 0.0075 1.0% 81% False False 229
20 0.7728 0.7394 0.0334 4.4% 0.0072 0.9% 85% False False 225
40 0.7728 0.7242 0.0486 6.3% 0.0073 1.0% 90% False False 162
60 0.7728 0.7121 0.0607 7.9% 0.0057 0.7% 92% False False 121
80 0.7728 0.7121 0.0607 7.9% 0.0045 0.6% 92% False False 91
100 0.7738 0.7121 0.0617 8.0% 0.0037 0.5% 90% False False 73
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 0.0019
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.7833
2.618 0.7781
1.618 0.7749
1.000 0.7729
0.618 0.7717
HIGH 0.7697
0.618 0.7685
0.500 0.7681
0.382 0.7677
LOW 0.7665
0.618 0.7645
1.000 0.7633
1.618 0.7613
2.618 0.7581
4.250 0.7529
Fisher Pivots for day following 11-Aug-2016
Pivot 1 day 3 day
R1 0.7681 0.7673
PP 0.7680 0.7667
S1 0.7679 0.7662

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

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