CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 27-Jul-2016
Day Change Summary
Previous Current
26-Jul-2016 27-Jul-2016 Change Change % Previous Week
Open 0.7457 0.7495 0.0038 0.5% 0.7573
High 0.7527 0.7568 0.0041 0.5% 0.7590
Low 0.7449 0.7407 -0.0042 -0.6% 0.7428
Close 0.7492 0.7469 -0.0023 -0.3% 0.7452
Range 0.0078 0.0161 0.0083 106.4% 0.0162
ATR 0.0082 0.0088 0.0006 6.8% 0.0000
Volume 73,355 114,453 41,098 56.0% 354,763
Daily Pivots for day following 27-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7964 0.7878 0.7558
R3 0.7803 0.7717 0.7513
R2 0.7642 0.7642 0.7499
R1 0.7556 0.7556 0.7484 0.7519
PP 0.7481 0.7481 0.7481 0.7463
S1 0.7395 0.7395 0.7454 0.7358
S2 0.7320 0.7320 0.7439
S3 0.7159 0.7234 0.7425
S4 0.6998 0.7073 0.7380
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 0.7568 0.7407 0.0161 2.2% 0.0080 1.1% 39% True True 75,281
10 0.7661 0.7407 0.0254 3.4% 0.0078 1.0% 24% False True 77,241
20 0.7661 0.7351 0.0310 4.2% 0.0083 1.1% 38% False False 89,134
40 0.7661 0.7175 0.0486 6.5% 0.0091 1.2% 60% False False 82,197
60 0.7670 0.7115 0.0555 7.4% 0.0087 1.2% 64% False False 55,043
80 0.7777 0.7115 0.0662 8.9% 0.0085 1.1% 53% False False 41,327
100 0.7777 0.7115 0.0662 8.9% 0.0082 1.1% 53% False False 33,069
120 0.7777 0.6970 0.0807 10.8% 0.0071 0.9% 62% False False 27,557
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 0.0022
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 0.8252
2.618 0.7989
1.618 0.7828
1.000 0.7729
0.618 0.7667
HIGH 0.7568
0.618 0.7506
0.500 0.7488
0.382 0.7469
LOW 0.7407
0.618 0.7308
1.000 0.7246
1.618 0.7147
2.618 0.6986
4.250 0.6723
Fisher Pivots for day following 27-Jul-2016
Pivot 1 day 3 day
R1 0.7488 0.7488
PP 0.7481 0.7481
S1 0.7475 0.7475

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

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