CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 13-May-2016
Day Change Summary
Previous Current
12-May-2016 13-May-2016 Change Change % Previous Week
Open 0.7334 0.7291 -0.0043 -0.6% 0.7340
High 0.7335 0.7291 -0.0044 -0.6% 0.7367
Low 0.7277 0.7222 -0.0055 -0.8% 0.7222
Close 0.7294 0.7238 -0.0056 -0.8% 0.7238
Range 0.0058 0.0069 0.0011 19.0% 0.0145
ATR 0.0084 0.0083 -0.0001 -1.0% 0.0000
Volume 221 406 185 83.7% 1,597
Daily Pivots for day following 13-May-2016
Classic Woodie Camarilla DeMark
R4 0.7457 0.7417 0.7276
R3 0.7388 0.7348 0.7257
R2 0.7319 0.7319 0.7251
R1 0.7279 0.7279 0.7244 0.7265
PP 0.7250 0.7250 0.7250 0.7243
S1 0.7210 0.7210 0.7232 0.7196
S2 0.7181 0.7181 0.7225
S3 0.7112 0.7141 0.7219
S4 0.7043 0.7072 0.7200
Weekly Pivots for week ending 13-May-2016
Classic Woodie Camarilla DeMark
R4 0.7711 0.7619 0.7318
R3 0.7566 0.7474 0.7278
R2 0.7421 0.7421 0.7265
R1 0.7329 0.7329 0.7251 0.7303
PP 0.7276 0.7276 0.7276 0.7262
S1 0.7184 0.7184 0.7225 0.7157
S2 0.7131 0.7131 0.7211
S3 0.6986 0.7039 0.7198
S4 0.6841 0.6894 0.7158
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7367 0.7222 0.0145 2.0% 0.0066 0.9% 11% False True 319
10 0.7670 0.7222 0.0448 6.2% 0.0089 1.2% 4% False True 324
20 0.7777 0.7222 0.0555 7.7% 0.0084 1.2% 3% False True 273
40 0.7777 0.7222 0.0555 7.7% 0.0079 1.1% 3% False True 178
60 0.7777 0.7028 0.0749 10.3% 0.0067 0.9% 28% False False 123
80 0.7777 0.6900 0.0877 12.1% 0.0052 0.7% 39% False False 92
100 0.7777 0.6789 0.0988 13.7% 0.0042 0.6% 45% False False 74
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 0.0012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7584
2.618 0.7472
1.618 0.7403
1.000 0.7360
0.618 0.7334
HIGH 0.7291
0.618 0.7265
0.500 0.7257
0.382 0.7248
LOW 0.7222
0.618 0.7179
1.000 0.7153
1.618 0.7110
2.618 0.7041
4.250 0.6929
Fisher Pivots for day following 13-May-2016
Pivot 1 day 3 day
R1 0.7257 0.7295
PP 0.7250 0.7276
S1 0.7244 0.7257

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

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