CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 19-Sep-2016
Day Change Summary
Previous Current
16-Sep-2016 19-Sep-2016 Change Change % Previous Week
Open 0.7501 0.7470 -0.0031 -0.4% 0.7526
High 0.7509 0.7555 0.0046 0.6% 0.7550
Low 0.7458 0.7469 0.0011 0.1% 0.7423
Close 0.7462 0.7530 0.0068 0.9% 0.7462
Range 0.0051 0.0086 0.0035 68.6% 0.0127
ATR 0.0076 0.0077 0.0001 1.6% 0.0000
Volume 84,410 77,201 -7,209 -8.5% 250,608
Daily Pivots for day following 19-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7776 0.7739 0.7577
R3 0.7690 0.7653 0.7554
R2 0.7604 0.7604 0.7546
R1 0.7567 0.7567 0.7538 0.7585
PP 0.7518 0.7518 0.7518 0.7527
S1 0.7481 0.7481 0.7522 0.7500
S2 0.7432 0.7432 0.7514
S3 0.7346 0.7395 0.7506
S4 0.7260 0.7309 0.7483
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7859 0.7788 0.7532
R3 0.7732 0.7661 0.7497
R2 0.7605 0.7605 0.7485
R1 0.7534 0.7534 0.7474 0.7506
PP 0.7478 0.7478 0.7478 0.7465
S1 0.7407 0.7407 0.7450 0.7379
S2 0.7351 0.7351 0.7439
S3 0.7224 0.7280 0.7427
S4 0.7097 0.7153 0.7392
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7555 0.7423 0.0132 1.8% 0.0077 1.0% 81% True False 62,149
10 0.7713 0.7423 0.0290 3.9% 0.0085 1.1% 37% False False 35,016
20 0.7713 0.7423 0.0290 3.9% 0.0073 1.0% 37% False False 17,803
40 0.7728 0.7394 0.0334 4.4% 0.0074 1.0% 41% False False 9,079
60 0.7728 0.7272 0.0456 6.1% 0.0076 1.0% 57% False False 6,099
80 0.7728 0.7151 0.0577 7.7% 0.0066 0.9% 66% False False 4,585
100 0.7728 0.7121 0.0607 8.1% 0.0054 0.7% 67% False False 3,669
120 0.7738 0.7121 0.0617 8.2% 0.0047 0.6% 66% False False 3,058
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0015
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7920
2.618 0.7780
1.618 0.7694
1.000 0.7641
0.618 0.7608
HIGH 0.7555
0.618 0.7522
0.500 0.7512
0.382 0.7502
LOW 0.7469
0.618 0.7416
1.000 0.7383
1.618 0.7330
2.618 0.7244
4.250 0.7104
Fisher Pivots for day following 19-Sep-2016
Pivot 1 day 3 day
R1 0.7524 0.7517
PP 0.7518 0.7505
S1 0.7512 0.7492

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

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