CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 14-Sep-2016
Day Change Summary
Previous Current
13-Sep-2016 14-Sep-2016 Change Change % Previous Week
Open 0.7547 0.7444 -0.0103 -1.4% 0.7551
High 0.7550 0.7477 -0.0073 -1.0% 0.7713
Low 0.7423 0.7432 0.0009 0.1% 0.7519
Close 0.7435 0.7453 0.0018 0.2% 0.7531
Range 0.0127 0.0045 -0.0082 -64.6% 0.0194
ATR 0.0080 0.0078 -0.0003 -3.1% 0.0000
Volume 36,980 54,574 17,594 47.6% 22,351
Daily Pivots for day following 14-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7589 0.7566 0.7478
R3 0.7544 0.7521 0.7465
R2 0.7499 0.7499 0.7461
R1 0.7476 0.7476 0.7457 0.7487
PP 0.7454 0.7454 0.7454 0.7460
S1 0.7431 0.7431 0.7449 0.7443
S2 0.7409 0.7409 0.7445
S3 0.7364 0.7386 0.7441
S4 0.7319 0.7341 0.7428
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 0.7423 0.0290 3.9% 0.0092 1.2% 10% False False 24,717
10 0.7713 0.7423 0.0290 3.9% 0.0081 1.1% 10% False False 13,495
20 0.7713 0.7423 0.0290 3.9% 0.0075 1.0% 10% False False 6,922
40 0.7728 0.7394 0.0334 4.5% 0.0073 1.0% 18% False False 3,615
60 0.7728 0.7272 0.0456 6.1% 0.0075 1.0% 40% False False 2,448
80 0.7728 0.7121 0.0607 8.1% 0.0064 0.9% 55% False False 1,846
100 0.7728 0.7121 0.0607 8.1% 0.0053 0.7% 55% False False 1,477
120 0.7738 0.7121 0.0617 8.3% 0.0045 0.6% 54% False False 1,231
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7668
2.618 0.7595
1.618 0.7550
1.000 0.7522
0.618 0.7505
HIGH 0.7477
0.618 0.7460
0.500 0.7455
0.382 0.7449
LOW 0.7432
0.618 0.7404
1.000 0.7387
1.618 0.7359
2.618 0.7314
4.250 0.7241
Fisher Pivots for day following 14-Sep-2016
Pivot 1 day 3 day
R1 0.7455 0.7487
PP 0.7454 0.7475
S1 0.7454 0.7464

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

View Archives - Comment on this page... - Back to Index of Symbols