CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 24-Aug-2016
Day Change Summary
Previous Current
23-Aug-2016 24-Aug-2016 Change Change % Previous Week
Open 0.7608 0.7589 -0.0019 -0.2% 0.7642
High 0.7632 0.7611 -0.0021 -0.3% 0.7726
Low 0.7592 0.7568 -0.0024 -0.3% 0.7576
Close 0.7601 0.7588 -0.0013 -0.2% 0.7597
Range 0.0040 0.0043 0.0003 7.5% 0.0150
ATR 0.0073 0.0070 -0.0002 -2.9% 0.0000
Volume 138 304 166 120.3% 2,085
Daily Pivots for day following 24-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7718 0.7696 0.7612
R3 0.7675 0.7653 0.7600
R2 0.7632 0.7632 0.7596
R1 0.7610 0.7610 0.7592 0.7600
PP 0.7589 0.7589 0.7589 0.7584
S1 0.7567 0.7567 0.7584 0.7557
S2 0.7546 0.7546 0.7580
S3 0.7503 0.7524 0.7576
S4 0.7460 0.7481 0.7564
Weekly Pivots for week ending 19-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.8083 0.7990 0.7680
R3 0.7933 0.7840 0.7638
R2 0.7783 0.7783 0.7625
R1 0.7690 0.7690 0.7611 0.7662
PP 0.7633 0.7633 0.7633 0.7619
S1 0.7540 0.7540 0.7583 0.7512
S2 0.7483 0.7483 0.7570
S3 0.7333 0.7390 0.7556
S4 0.7183 0.7240 0.7515
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7697 0.7561 0.0136 1.8% 0.0056 0.7% 20% False False 307
10 0.7726 0.7561 0.0165 2.2% 0.0063 0.8% 16% False False 449
20 0.7728 0.7462 0.0266 3.5% 0.0070 0.9% 47% False False 327
40 0.7728 0.7336 0.0392 5.2% 0.0069 0.9% 64% False False 240
60 0.7728 0.7160 0.0568 7.5% 0.0066 0.9% 75% False False 188
80 0.7728 0.7121 0.0607 8.0% 0.0051 0.7% 77% False False 143
100 0.7738 0.7121 0.0617 8.1% 0.0043 0.6% 76% False False 114
120 0.7738 0.7121 0.0617 8.1% 0.0039 0.5% 76% False False 96
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7794
2.618 0.7724
1.618 0.7681
1.000 0.7654
0.618 0.7638
HIGH 0.7611
0.618 0.7595
0.500 0.7590
0.382 0.7584
LOW 0.7568
0.618 0.7541
1.000 0.7525
1.618 0.7498
2.618 0.7455
4.250 0.7385
Fisher Pivots for day following 24-Aug-2016
Pivot 1 day 3 day
R1 0.7590 0.7597
PP 0.7589 0.7594
S1 0.7589 0.7591

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

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