CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 12-May-2016
Day Change Summary
Previous Current
11-May-2016 12-May-2016 Change Change % Previous Week
Open 0.7336 0.7334 -0.0002 0.0% 0.7568
High 0.7367 0.7335 -0.0032 -0.4% 0.7670
Low 0.7302 0.7277 -0.0025 -0.3% 0.7300
Close 0.7342 0.7294 -0.0048 -0.7% 0.7326
Range 0.0065 0.0058 -0.0007 -10.8% 0.0370
ATR 0.0085 0.0084 -0.0001 -1.7% 0.0000
Volume 152 221 69 45.4% 1,652
Daily Pivots for day following 12-May-2016
Classic Woodie Camarilla DeMark
R4 0.7476 0.7443 0.7326
R3 0.7418 0.7385 0.7310
R2 0.7360 0.7360 0.7305
R1 0.7327 0.7327 0.7299 0.7315
PP 0.7302 0.7302 0.7302 0.7296
S1 0.7269 0.7269 0.7289 0.7257
S2 0.7244 0.7244 0.7283
S3 0.7186 0.7211 0.7278
S4 0.7128 0.7153 0.7262
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 0.8542 0.8304 0.7530
R3 0.8172 0.7934 0.7428
R2 0.7802 0.7802 0.7394
R1 0.7564 0.7564 0.7360 0.7498
PP 0.7432 0.7432 0.7432 0.7399
S1 0.7194 0.7194 0.7292 0.7128
S2 0.7062 0.7062 0.7258
S3 0.6692 0.6824 0.7224
S4 0.6322 0.6454 0.7123
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7435 0.7268 0.0167 2.3% 0.0080 1.1% 16% False False 329
10 0.7670 0.7268 0.0402 5.5% 0.0087 1.2% 6% False False 297
20 0.7777 0.7268 0.0509 7.0% 0.0083 1.1% 5% False False 277
40 0.7777 0.7268 0.0509 7.0% 0.0080 1.1% 5% False False 170
60 0.7777 0.7028 0.0749 10.3% 0.0066 0.9% 36% False False 116
80 0.7777 0.6828 0.0949 13.0% 0.0051 0.7% 49% False False 87
100 0.7777 0.6789 0.0988 13.5% 0.0042 0.6% 51% False False 70
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7582
2.618 0.7487
1.618 0.7429
1.000 0.7393
0.618 0.7371
HIGH 0.7335
0.618 0.7313
0.500 0.7306
0.382 0.7299
LOW 0.7277
0.618 0.7241
1.000 0.7219
1.618 0.7183
2.618 0.7125
4.250 0.7031
Fisher Pivots for day following 12-May-2016
Pivot 1 day 3 day
R1 0.7306 0.7318
PP 0.7302 0.7310
S1 0.7298 0.7302

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

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