CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 31-Aug-2016
Day Change Summary
Previous Current
30-Aug-2016 31-Aug-2016 Change Change % Previous Week
Open 0.7551 0.7494 -0.0057 -0.8% 0.7588
High 0.7558 0.7512 -0.0046 -0.6% 0.7670
Low 0.7481 0.7472 -0.0009 -0.1% 0.7530
Close 0.7490 0.7494 0.0004 0.1% 0.7532
Range 0.0077 0.0040 -0.0037 -48.1% 0.0140
ATR 0.0072 0.0070 -0.0002 -3.2% 0.0000
Volume 553 1,068 515 93.1% 1,104
Daily Pivots for day following 31-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7613 0.7593 0.7516
R3 0.7573 0.7553 0.7505
R2 0.7533 0.7533 0.7501
R1 0.7513 0.7513 0.7498 0.7514
PP 0.7493 0.7493 0.7493 0.7493
S1 0.7473 0.7473 0.7490 0.7474
S2 0.7453 0.7453 0.7487
S3 0.7413 0.7433 0.7483
S4 0.7373 0.7393 0.7472
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 0.7472 0.0198 2.6% 0.0070 0.9% 11% False True 483
10 0.7697 0.7472 0.0225 3.0% 0.0063 0.8% 10% False True 395
20 0.7728 0.7472 0.0256 3.4% 0.0066 0.9% 9% False True 401
40 0.7728 0.7394 0.0334 4.5% 0.0069 0.9% 30% False False 286
60 0.7728 0.7242 0.0486 6.5% 0.0069 0.9% 52% False False 226
80 0.7728 0.7121 0.0607 8.1% 0.0055 0.7% 61% False False 173
100 0.7738 0.7121 0.0617 8.2% 0.0046 0.6% 60% False False 138
120 0.7738 0.7121 0.0617 8.2% 0.0041 0.5% 60% False False 116
Crabel Price Patterns
NR True
NR4 True
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 0.0020
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7682
2.618 0.7617
1.618 0.7577
1.000 0.7552
0.618 0.7537
HIGH 0.7512
0.618 0.7497
0.500 0.7492
0.382 0.7487
LOW 0.7472
0.618 0.7447
1.000 0.7432
1.618 0.7407
2.618 0.7367
4.250 0.7302
Fisher Pivots for day following 31-Aug-2016
Pivot 1 day 3 day
R1 0.7493 0.7517
PP 0.7493 0.7509
S1 0.7492 0.7502

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

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