CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 12-Sep-2016
Day Change Summary
Previous Current
09-Sep-2016 12-Sep-2016 Change Change % Previous Week
Open 0.7625 0.7526 -0.0099 -1.3% 0.7551
High 0.7639 0.7548 -0.0091 -1.2% 0.7713
Low 0.7519 0.7476 -0.0043 -0.6% 0.7519
Close 0.7531 0.7540 0.0009 0.1% 0.7531
Range 0.0120 0.0072 -0.0048 -40.0% 0.0194
ATR 0.0077 0.0077 0.0000 -0.5% 0.0000
Volume 9,353 17,062 7,709 82.4% 22,351
Daily Pivots for day following 12-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7737 0.7711 0.7580
R3 0.7665 0.7639 0.7560
R2 0.7593 0.7593 0.7553
R1 0.7567 0.7567 0.7547 0.7580
PP 0.7521 0.7521 0.7521 0.7528
S1 0.7495 0.7495 0.7533 0.7508
S2 0.7449 0.7449 0.7527
S3 0.7377 0.7423 0.7520
S4 0.7305 0.7351 0.7500
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.8170 0.8044 0.7638
R3 0.7976 0.7850 0.7584
R2 0.7782 0.7782 0.7567
R1 0.7656 0.7656 0.7549 0.7622
PP 0.7588 0.7588 0.7588 0.7571
S1 0.7462 0.7462 0.7513 0.7428
S2 0.7394 0.7394 0.7495
S3 0.7200 0.7268 0.7478
S4 0.7006 0.7074 0.7424
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7713 0.7476 0.0237 3.1% 0.0093 1.2% 27% False True 7,882
10 0.7713 0.7472 0.0241 3.2% 0.0077 1.0% 28% False False 4,422
20 0.7726 0.7472 0.0254 3.4% 0.0073 1.0% 27% False False 2,370
40 0.7728 0.7394 0.0334 4.4% 0.0072 1.0% 44% False False 1,333
60 0.7728 0.7272 0.0456 6.0% 0.0073 1.0% 59% False False 923
80 0.7728 0.7121 0.0607 8.1% 0.0062 0.8% 69% False False 702
100 0.7728 0.7121 0.0607 8.1% 0.0051 0.7% 69% False False 562
120 0.7738 0.7121 0.0617 8.2% 0.0044 0.6% 68% False False 468
Crabel Price Patterns
NR True
NR4 False
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 0.0018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7854
2.618 0.7736
1.618 0.7664
1.000 0.7620
0.618 0.7592
HIGH 0.7548
0.618 0.7520
0.500 0.7512
0.382 0.7504
LOW 0.7476
0.618 0.7432
1.000 0.7404
1.618 0.7360
2.618 0.7288
4.250 0.7170
Fisher Pivots for day following 12-Sep-2016
Pivot 1 day 3 day
R1 0.7531 0.7595
PP 0.7521 0.7576
S1 0.7512 0.7558

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

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