CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 26-Apr-2016
Day Change Summary
Previous Current
25-Apr-2016 26-Apr-2016 Change Change % Previous Week
Open 0.7650 0.7660 0.0010 0.1% 0.7611
High 0.7676 0.7710 0.0034 0.4% 0.7777
Low 0.7645 0.7650 0.0005 0.1% 0.7600
Close 0.7659 0.7688 0.0029 0.4% 0.7660
Range 0.0031 0.0060 0.0029 93.5% 0.0177
ATR 0.0075 0.0074 -0.0001 -1.4% 0.0000
Volume 33 83 50 151.5% 845
Daily Pivots for day following 26-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7863 0.7835 0.7721
R3 0.7803 0.7775 0.7705
R2 0.7743 0.7743 0.7699
R1 0.7715 0.7715 0.7694 0.7729
PP 0.7683 0.7683 0.7683 0.7690
S1 0.7655 0.7655 0.7683 0.7669
S2 0.7623 0.7623 0.7677
S3 0.7563 0.7595 0.7672
S4 0.7503 0.7535 0.7655
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8210 0.8112 0.7757
R3 0.8033 0.7935 0.7709
R2 0.7856 0.7856 0.7692
R1 0.7758 0.7758 0.7676 0.7807
PP 0.7679 0.7679 0.7679 0.7704
S1 0.7581 0.7581 0.7644 0.7630
S2 0.7502 0.7502 0.7628
S3 0.7325 0.7404 0.7611
S4 0.7148 0.7227 0.7563
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7777 0.7645 0.0132 1.7% 0.0062 0.8% 33% False False 124
10 0.7777 0.7567 0.0210 2.7% 0.0071 0.9% 58% False False 173
20 0.7777 0.7448 0.0329 4.3% 0.0076 1.0% 73% False False 118
40 0.7777 0.7114 0.0663 8.6% 0.0069 0.9% 87% False False 72
60 0.7777 0.6970 0.0807 10.5% 0.0049 0.6% 89% False False 48
80 0.7777 0.6789 0.0988 12.9% 0.0038 0.5% 91% False False 36
100 0.7777 0.6789 0.0988 12.9% 0.0031 0.4% 91% False False 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7965
2.618 0.7867
1.618 0.7807
1.000 0.7770
0.618 0.7747
HIGH 0.7710
0.618 0.7687
0.500 0.7680
0.382 0.7673
LOW 0.7650
0.618 0.7613
1.000 0.7590
1.618 0.7553
2.618 0.7493
4.250 0.7395
Fisher Pivots for day following 26-Apr-2016
Pivot 1 day 3 day
R1 0.7685 0.7687
PP 0.7683 0.7686
S1 0.7680 0.7685

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

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