CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 26-May-2016
Day Change Summary
Previous Current
25-May-2016 26-May-2016 Change Change % Previous Week
Open 0.7163 0.7165 0.0002 0.0% 0.7222
High 0.7188 0.7216 0.0028 0.4% 0.7332
Low 0.7147 0.7146 -0.0001 0.0% 0.7145
Close 0.7168 0.7186 0.0018 0.3% 0.7190
Range 0.0041 0.0070 0.0029 70.7% 0.0187
ATR 0.0073 0.0073 0.0000 -0.3% 0.0000
Volume 254 876 622 244.9% 2,922
Daily Pivots for day following 26-May-2016
Classic Woodie Camarilla DeMark
R4 0.7393 0.7359 0.7225
R3 0.7323 0.7289 0.7205
R2 0.7253 0.7253 0.7199
R1 0.7219 0.7219 0.7192 0.7236
PP 0.7183 0.7183 0.7183 0.7191
S1 0.7149 0.7149 0.7180 0.7166
S2 0.7113 0.7113 0.7173
S3 0.7043 0.7079 0.7167
S4 0.6973 0.7009 0.7148
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 0.7783 0.7674 0.7293
R3 0.7596 0.7487 0.7241
R2 0.7409 0.7409 0.7224
R1 0.7300 0.7300 0.7207 0.7261
PP 0.7222 0.7222 0.7222 0.7203
S1 0.7113 0.7113 0.7173 0.7074
S2 0.7035 0.7035 0.7156
S3 0.6848 0.6926 0.7139
S4 0.6661 0.6739 0.7087
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7226 0.7115 0.0111 1.5% 0.0056 0.8% 64% False False 825
10 0.7332 0.7115 0.0217 3.0% 0.0064 0.9% 33% False False 680
20 0.7670 0.7115 0.0555 7.7% 0.0075 1.0% 13% False False 488
40 0.7777 0.7115 0.0662 9.2% 0.0079 1.1% 11% False False 328
60 0.7777 0.7115 0.0662 9.2% 0.0075 1.0% 11% False False 230
80 0.7777 0.6970 0.0807 11.2% 0.0059 0.8% 27% False False 172
100 0.7777 0.6789 0.0988 13.7% 0.0048 0.7% 40% False False 138
120 0.7777 0.6789 0.0988 13.7% 0.0040 0.6% 40% False False 117
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7514
2.618 0.7399
1.618 0.7329
1.000 0.7286
0.618 0.7259
HIGH 0.7216
0.618 0.7189
0.500 0.7181
0.382 0.7173
LOW 0.7146
0.618 0.7103
1.000 0.7076
1.618 0.7033
2.618 0.6963
4.250 0.6849
Fisher Pivots for day following 26-May-2016
Pivot 1 day 3 day
R1 0.7184 0.7179
PP 0.7183 0.7172
S1 0.7181 0.7166

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

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