CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 26-Aug-2016
Day Change Summary
Previous Current
25-Aug-2016 26-Aug-2016 Change Change % Previous Week
Open 0.7591 0.7606 0.0015 0.2% 0.7588
High 0.7616 0.7670 0.0054 0.7% 0.7670
Low 0.7581 0.7530 -0.0051 -0.7% 0.7530
Close 0.7594 0.7532 -0.0062 -0.8% 0.7532
Range 0.0035 0.0140 0.0105 300.0% 0.0140
ATR 0.0068 0.0073 0.0005 7.6% 0.0000
Volume 108 414 306 283.3% 1,104
Daily Pivots for day following 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7997 0.7905 0.7609
R3 0.7857 0.7765 0.7571
R2 0.7717 0.7717 0.7558
R1 0.7625 0.7625 0.7545 0.7601
PP 0.7577 0.7577 0.7577 0.7566
S1 0.7485 0.7485 0.7519 0.7461
S2 0.7437 0.7437 0.7506
S3 0.7297 0.7345 0.7494
S4 0.7157 0.7205 0.7455
Weekly Pivots for week ending 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7997 0.7905 0.7609
R3 0.7857 0.7765 0.7571
R2 0.7717 0.7717 0.7558
R1 0.7625 0.7625 0.7545 0.7601
PP 0.7577 0.7577 0.7577 0.7566
S1 0.7485 0.7485 0.7519 0.7461
S2 0.7437 0.7437 0.7506
S3 0.7297 0.7345 0.7494
S4 0.7157 0.7205 0.7455
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7670 0.7530 0.0140 1.9% 0.0062 0.8% 1% True True 220
10 0.7726 0.7530 0.0196 2.6% 0.0070 0.9% 1% False True 318
20 0.7728 0.7470 0.0258 3.4% 0.0070 0.9% 24% False False 345
40 0.7728 0.7379 0.0349 4.6% 0.0070 0.9% 44% False False 251
60 0.7728 0.7242 0.0486 6.5% 0.0068 0.9% 60% False False 197
80 0.7728 0.7121 0.0607 8.1% 0.0053 0.7% 68% False False 149
100 0.7738 0.7121 0.0617 8.2% 0.0044 0.6% 67% False False 119
120 0.7738 0.7121 0.0617 8.2% 0.0040 0.5% 67% False False 100
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 0.8265
2.618 0.8037
1.618 0.7897
1.000 0.7810
0.618 0.7757
HIGH 0.7670
0.618 0.7617
0.500 0.7600
0.382 0.7583
LOW 0.7530
0.618 0.7443
1.000 0.7390
1.618 0.7303
2.618 0.7163
4.250 0.6935
Fisher Pivots for day following 26-Aug-2016
Pivot 1 day 3 day
R1 0.7600 0.7600
PP 0.7577 0.7577
S1 0.7555 0.7555

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

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