CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 28-Mar-2016
Day Change Summary
Previous Current
24-Mar-2016 28-Mar-2016 Change Change % Previous Week
Open 0.7452 0.7480 0.0028 0.4% 0.7527
High 0.7475 0.7496 0.0021 0.3% 0.7574
Low 0.7420 0.7474 0.0054 0.7% 0.7420
Close 0.7463 0.7485 0.0022 0.3% 0.7463
Range 0.0055 0.0022 -0.0033 -60.0% 0.0154
ATR 0.0070 0.0067 -0.0003 -3.8% 0.0000
Volume 33 64 31 93.9% 150
Daily Pivots for day following 28-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7551 0.7540 0.7497
R3 0.7529 0.7518 0.7491
R2 0.7507 0.7507 0.7489
R1 0.7496 0.7496 0.7487 0.7502
PP 0.7485 0.7485 0.7485 0.7488
S1 0.7474 0.7474 0.7483 0.7480
S2 0.7463 0.7463 0.7481
S3 0.7441 0.7452 0.7479
S4 0.7419 0.7430 0.7473
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7948 0.7859 0.7548
R3 0.7794 0.7705 0.7505
R2 0.7640 0.7640 0.7491
R1 0.7551 0.7551 0.7477 0.7519
PP 0.7486 0.7486 0.7486 0.7469
S1 0.7397 0.7397 0.7449 0.7365
S2 0.7332 0.7332 0.7435
S3 0.7178 0.7243 0.7421
S4 0.7024 0.7089 0.7378
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7574 0.7420 0.0154 2.1% 0.0057 0.8% 42% False False 42
10 0.7589 0.7361 0.0228 3.0% 0.0068 0.9% 54% False False 42
20 0.7589 0.7028 0.0561 7.5% 0.0058 0.8% 81% False False 24
40 0.7589 0.6970 0.0619 8.3% 0.0032 0.4% 83% False False 12
60 0.7589 0.6789 0.0800 10.7% 0.0023 0.3% 87% False False 8
80 0.7589 0.6789 0.0800 10.7% 0.0018 0.2% 87% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0010
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.7590
2.618 0.7554
1.618 0.7532
1.000 0.7518
0.618 0.7510
HIGH 0.7496
0.618 0.7488
0.500 0.7485
0.382 0.7482
LOW 0.7474
0.618 0.7460
1.000 0.7452
1.618 0.7438
2.618 0.7416
4.250 0.7381
Fisher Pivots for day following 28-Mar-2016
Pivot 1 day 3 day
R1 0.7485 0.7497
PP 0.7485 0.7493
S1 0.7485 0.7489

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

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