CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 24-Jun-2016
Day Change Summary
Previous Current
23-Jun-2016 24-Jun-2016 Change Change % Previous Week
Open 0.7498 0.7615 0.0117 1.6% 0.7400
High 0.7595 0.7620 0.0025 0.3% 0.7620
Low 0.7486 0.7283 -0.0203 -2.7% 0.7283
Close 0.7576 0.7480 -0.0096 -1.3% 0.7480
Range 0.0109 0.0337 0.0228 209.2% 0.0337
ATR 0.0084 0.0102 0.0018 21.6% 0.0000
Volume 92,572 213,723 121,151 130.9% 550,399
Daily Pivots for day following 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.8472 0.8313 0.7665
R3 0.8135 0.7976 0.7573
R2 0.7798 0.7798 0.7542
R1 0.7639 0.7639 0.7511 0.7550
PP 0.7461 0.7461 0.7461 0.7417
S1 0.7302 0.7302 0.7449 0.7213
S2 0.7124 0.7124 0.7418
S3 0.6787 0.6965 0.7387
S4 0.6450 0.6628 0.7295
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.8472 0.8313 0.7665
R3 0.8135 0.7976 0.7573
R2 0.7798 0.7798 0.7542
R1 0.7639 0.7639 0.7511 0.7719
PP 0.7461 0.7461 0.7461 0.7501
S1 0.7302 0.7302 0.7449 0.7382
S2 0.7124 0.7124 0.7418
S3 0.6787 0.6965 0.7387
S4 0.6450 0.6628 0.7295
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7620 0.7283 0.0337 4.5% 0.0134 1.8% 58% True True 110,079
10 0.7620 0.7260 0.0360 4.8% 0.0111 1.5% 61% True False 105,851
20 0.7620 0.7122 0.0498 6.7% 0.0097 1.3% 72% True False 65,149
40 0.7670 0.7115 0.0555 7.4% 0.0086 1.2% 66% False False 32,819
60 0.7777 0.7115 0.0662 8.9% 0.0085 1.1% 55% False False 21,935
80 0.7777 0.7115 0.0662 8.9% 0.0081 1.1% 55% False False 16,459
100 0.7777 0.6970 0.0807 10.8% 0.0066 0.9% 63% False False 13,168
120 0.7777 0.6789 0.0988 13.2% 0.0056 0.8% 70% False False 10,973
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 144 trading days
Fibonacci Retracements and Extensions
4.250 0.9052
2.618 0.8502
1.618 0.8165
1.000 0.7957
0.618 0.7828
HIGH 0.7620
0.618 0.7491
0.500 0.7452
0.382 0.7412
LOW 0.7283
0.618 0.7075
1.000 0.6946
1.618 0.6738
2.618 0.6401
4.250 0.5851
Fisher Pivots for day following 24-Jun-2016
Pivot 1 day 3 day
R1 0.7471 0.7471
PP 0.7461 0.7461
S1 0.7452 0.7452

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

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