CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 16-Aug-2016
Day Change Summary
Previous Current
15-Aug-2016 16-Aug-2016 Change Change % Previous Week
Open 0.7642 0.7642 0.0000 0.0% 0.7585
High 0.7664 0.7726 0.0062 0.8% 0.7728
Low 0.7612 0.7629 0.0017 0.2% 0.7569
Close 0.7653 0.7677 0.0024 0.3% 0.7623
Range 0.0052 0.0097 0.0045 86.5% 0.0159
ATR 0.0073 0.0074 0.0002 2.4% 0.0000
Volume 178 333 155 87.1% 2,538
Daily Pivots for day following 16-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7968 0.7920 0.7730
R3 0.7871 0.7823 0.7704
R2 0.7774 0.7774 0.7695
R1 0.7726 0.7726 0.7686 0.7750
PP 0.7677 0.7677 0.7677 0.7690
S1 0.7629 0.7629 0.7668 0.7653
S2 0.7580 0.7580 0.7659
S3 0.7483 0.7532 0.7650
S4 0.7386 0.7435 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 0.7612 0.0116 1.5% 0.0070 0.9% 56% False False 529
10 0.7728 0.7541 0.0187 2.4% 0.0064 0.8% 73% False False 364
20 0.7728 0.7394 0.0334 4.4% 0.0072 0.9% 85% False False 307
40 0.7728 0.7272 0.0456 5.9% 0.0076 1.0% 89% False False 210
60 0.7728 0.7121 0.0607 7.9% 0.0060 0.8% 92% False False 154
80 0.7728 0.7121 0.0607 7.9% 0.0047 0.6% 92% False False 116
100 0.7738 0.7121 0.0617 8.0% 0.0039 0.5% 90% False False 93
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8138
2.618 0.7980
1.618 0.7883
1.000 0.7823
0.618 0.7786
HIGH 0.7726
0.618 0.7689
0.500 0.7678
0.382 0.7666
LOW 0.7629
0.618 0.7569
1.000 0.7532
1.618 0.7472
2.618 0.7375
4.250 0.7217
Fisher Pivots for day following 16-Aug-2016
Pivot 1 day 3 day
R1 0.7678 0.7674
PP 0.7677 0.7672
S1 0.7677 0.7669

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

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