CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 18-Jul-2016
Day Change Summary
Previous Current
15-Jul-2016 18-Jul-2016 Change Change % Previous Week
Open 0.7613 0.7573 -0.0040 -0.5% 0.7545
High 0.7661 0.7590 -0.0071 -0.9% 0.7661
Low 0.7543 0.7558 0.0015 0.2% 0.7503
Close 0.7580 0.7576 -0.0004 -0.1% 0.7580
Range 0.0118 0.0032 -0.0086 -72.9% 0.0158
ATR 0.0096 0.0091 -0.0005 -4.8% 0.0000
Volume 98,696 53,635 -45,061 -45.7% 455,390
Daily Pivots for day following 18-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7671 0.7655 0.7594
R3 0.7639 0.7623 0.7585
R2 0.7607 0.7607 0.7582
R1 0.7591 0.7591 0.7579 0.7599
PP 0.7575 0.7575 0.7575 0.7579
S1 0.7559 0.7559 0.7573 0.7567
S2 0.7543 0.7543 0.7570
S3 0.7511 0.7527 0.7567
S4 0.7479 0.7495 0.7558
Weekly Pivots for week ending 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.8055 0.7976 0.7667
R3 0.7897 0.7818 0.7623
R2 0.7739 0.7739 0.7609
R1 0.7660 0.7660 0.7594 0.7700
PP 0.7581 0.7581 0.7581 0.7601
S1 0.7502 0.7502 0.7566 0.7542
S2 0.7423 0.7423 0.7551
S3 0.7265 0.7344 0.7537
S4 0.7107 0.7186 0.7493
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7661 0.7512 0.0149 2.0% 0.0080 1.1% 43% False False 86,943
10 0.7661 0.7388 0.0273 3.6% 0.0084 1.1% 69% False False 95,881
20 0.7661 0.7283 0.0378 5.0% 0.0098 1.3% 78% False False 100,208
40 0.7661 0.7115 0.0546 7.2% 0.0088 1.2% 84% False False 69,022
60 0.7724 0.7115 0.0609 8.0% 0.0086 1.1% 76% False False 46,131
80 0.7777 0.7115 0.0662 8.7% 0.0084 1.1% 70% False False 34,627
100 0.7777 0.7028 0.0749 9.9% 0.0078 1.0% 73% False False 27,705
120 0.7777 0.6960 0.0817 10.8% 0.0066 0.9% 75% False False 23,088
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 0.7726
2.618 0.7674
1.618 0.7642
1.000 0.7622
0.618 0.7610
HIGH 0.7590
0.618 0.7578
0.500 0.7574
0.382 0.7570
LOW 0.7558
0.618 0.7538
1.000 0.7526
1.618 0.7506
2.618 0.7474
4.250 0.7422
Fisher Pivots for day following 18-Jul-2016
Pivot 1 day 3 day
R1 0.7575 0.7602
PP 0.7575 0.7593
S1 0.7574 0.7585

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

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