CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 06-Sep-2016
Day Change Summary
Previous Current
02-Sep-2016 06-Sep-2016 Change Change % Previous Week
Open 0.7536 0.7551 0.0015 0.2% 0.7530
High 0.7595 0.7669 0.0074 1.0% 0.7595
Low 0.7518 0.7536 0.0018 0.2% 0.7472
Close 0.7548 0.7663 0.0115 1.5% 0.7548
Range 0.0077 0.0133 0.0056 72.7% 0.0123
ATR 0.0069 0.0074 0.0005 6.6% 0.0000
Volume 1,922 4,936 3,014 156.8% 4,814
Daily Pivots for day following 06-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.8022 0.7975 0.7736
R3 0.7889 0.7842 0.7700
R2 0.7756 0.7756 0.7687
R1 0.7709 0.7709 0.7675 0.7733
PP 0.7623 0.7623 0.7623 0.7634
S1 0.7576 0.7576 0.7651 0.7600
S2 0.7490 0.7490 0.7639
S3 0.7357 0.7443 0.7626
S4 0.7224 0.7310 0.7590
Weekly Pivots for week ending 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7907 0.7851 0.7616
R3 0.7784 0.7728 0.7582
R2 0.7661 0.7661 0.7571
R1 0.7605 0.7605 0.7559 0.7633
PP 0.7538 0.7538 0.7538 0.7553
S1 0.7482 0.7482 0.7537 0.7510
S2 0.7415 0.7415 0.7525
S3 0.7292 0.7359 0.7514
S4 0.7169 0.7236 0.7480
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7669 0.7472 0.0197 2.6% 0.0076 1.0% 97% True False 1,895
10 0.7670 0.7472 0.0198 2.6% 0.0070 0.9% 96% False False 1,071
20 0.7728 0.7472 0.0256 3.3% 0.0070 0.9% 75% False False 767
40 0.7728 0.7394 0.0334 4.4% 0.0071 0.9% 81% False False 477
60 0.7728 0.7242 0.0486 6.3% 0.0072 0.9% 87% False False 354
80 0.7728 0.7121 0.0607 7.9% 0.0058 0.8% 89% False False 271
100 0.7738 0.7121 0.0617 8.1% 0.0048 0.6% 88% False False 217
120 0.7738 0.7121 0.0617 8.1% 0.0042 0.5% 88% False False 181
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8234
2.618 0.8017
1.618 0.7884
1.000 0.7802
0.618 0.7751
HIGH 0.7669
0.618 0.7618
0.500 0.7603
0.382 0.7587
LOW 0.7536
0.618 0.7454
1.000 0.7403
1.618 0.7321
2.618 0.7188
4.250 0.6971
Fisher Pivots for day following 06-Sep-2016
Pivot 1 day 3 day
R1 0.7643 0.7634
PP 0.7623 0.7606
S1 0.7603 0.7577

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

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