CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 15-Aug-2016
Day Change Summary
Previous Current
12-Aug-2016 15-Aug-2016 Change Change % Previous Week
Open 0.7667 0.7642 -0.0025 -0.3% 0.7585
High 0.7698 0.7664 -0.0034 -0.4% 0.7728
Low 0.7620 0.7612 -0.0008 -0.1% 0.7569
Close 0.7623 0.7653 0.0030 0.4% 0.7623
Range 0.0078 0.0052 -0.0026 -33.3% 0.0159
ATR 0.0074 0.0073 -0.0002 -2.1% 0.0000
Volume 1,510 178 -1,332 -88.2% 2,538
Daily Pivots for day following 15-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7799 0.7778 0.7682
R3 0.7747 0.7726 0.7667
R2 0.7695 0.7695 0.7663
R1 0.7674 0.7674 0.7658 0.7684
PP 0.7643 0.7643 0.7643 0.7648
S1 0.7622 0.7622 0.7648 0.7633
S2 0.7591 0.7591 0.7643
S3 0.7539 0.7570 0.7639
S4 0.7487 0.7518 0.7624
Weekly Pivots for week ending 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.8117 0.8029 0.7710
R3 0.7958 0.7870 0.7667
R2 0.7799 0.7799 0.7652
R1 0.7711 0.7711 0.7638 0.7755
PP 0.7640 0.7640 0.7640 0.7662
S1 0.7552 0.7552 0.7608 0.7596
S2 0.7481 0.7481 0.7594
S3 0.7322 0.7393 0.7579
S4 0.7163 0.7234 0.7536
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7728 0.7595 0.0133 1.7% 0.0063 0.8% 44% False False 518
10 0.7728 0.7470 0.0258 3.4% 0.0068 0.9% 71% False False 375
20 0.7728 0.7394 0.0334 4.4% 0.0072 0.9% 78% False False 301
40 0.7728 0.7272 0.0456 6.0% 0.0074 1.0% 84% False False 203
60 0.7728 0.7121 0.0607 7.9% 0.0059 0.8% 88% False False 149
80 0.7728 0.7121 0.0607 7.9% 0.0046 0.6% 88% False False 112
100 0.7738 0.7121 0.0617 8.1% 0.0039 0.5% 86% False False 90
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 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7885
2.618 0.7800
1.618 0.7748
1.000 0.7716
0.618 0.7696
HIGH 0.7664
0.618 0.7644
0.500 0.7638
0.382 0.7632
LOW 0.7612
0.618 0.7580
1.000 0.7560
1.618 0.7528
2.618 0.7476
4.250 0.7391
Fisher Pivots for day following 15-Aug-2016
Pivot 1 day 3 day
R1 0.7648 0.7655
PP 0.7643 0.7654
S1 0.7638 0.7654

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

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