CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 26-Jul-2016
Day Change Summary
Previous Current
25-Jul-2016 26-Jul-2016 Change Change % Previous Week
Open 0.7446 0.7457 0.0011 0.1% 0.7573
High 0.7478 0.7527 0.0049 0.7% 0.7590
Low 0.7441 0.7449 0.0008 0.1% 0.7428
Close 0.7454 0.7492 0.0038 0.5% 0.7452
Range 0.0037 0.0078 0.0041 110.8% 0.0162
ATR 0.0083 0.0082 0.0000 -0.4% 0.0000
Volume 47,424 73,355 25,931 54.7% 354,763
Daily Pivots for day following 26-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7723 0.7686 0.7535
R3 0.7645 0.7608 0.7513
R2 0.7567 0.7567 0.7506
R1 0.7530 0.7530 0.7499 0.7549
PP 0.7489 0.7489 0.7489 0.7499
S1 0.7452 0.7452 0.7485 0.7471
S2 0.7411 0.7411 0.7478
S3 0.7333 0.7374 0.7471
S4 0.7255 0.7296 0.7449
Weekly Pivots for week ending 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7976 0.7876 0.7541
R3 0.7814 0.7714 0.7497
R2 0.7652 0.7652 0.7482
R1 0.7552 0.7552 0.7467 0.7521
PP 0.7490 0.7490 0.7490 0.7475
S1 0.7390 0.7390 0.7437 0.7359
S2 0.7328 0.7328 0.7422
S3 0.7166 0.7228 0.7407
S4 0.7004 0.7066 0.7363
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7527 0.7428 0.0099 1.3% 0.0058 0.8% 65% True False 65,587
10 0.7661 0.7428 0.0233 3.1% 0.0068 0.9% 27% False False 75,205
20 0.7661 0.7311 0.0350 4.7% 0.0079 1.1% 52% False False 87,927
40 0.7661 0.7122 0.0539 7.2% 0.0090 1.2% 69% False False 79,459
60 0.7670 0.7115 0.0555 7.4% 0.0085 1.1% 68% False False 53,138
80 0.7777 0.7115 0.0662 8.8% 0.0084 1.1% 57% False False 39,897
100 0.7777 0.7115 0.0662 8.8% 0.0081 1.1% 57% False False 31,924
120 0.7777 0.6970 0.0807 10.8% 0.0069 0.9% 65% False False 26,604
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7859
2.618 0.7731
1.618 0.7653
1.000 0.7605
0.618 0.7575
HIGH 0.7527
0.618 0.7497
0.500 0.7488
0.382 0.7479
LOW 0.7449
0.618 0.7401
1.000 0.7371
1.618 0.7323
2.618 0.7245
4.250 0.7118
Fisher Pivots for day following 26-Jul-2016
Pivot 1 day 3 day
R1 0.7491 0.7487
PP 0.7489 0.7482
S1 0.7488 0.7478

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.