CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 10-Aug-2016
Day Change Summary
Previous Current
09-Aug-2016 10-Aug-2016 Change Change % Previous Week
Open 0.7647 0.7661 0.0014 0.2% 0.7584
High 0.7678 0.7748 0.0070 0.9% 0.7655
Low 0.7612 0.7654 0.0042 0.6% 0.7466
Close 0.7658 0.7701 0.0043 0.6% 0.7617
Range 0.0066 0.0094 0.0028 42.4% 0.0189
ATR 0.0085 0.0085 0.0001 0.8% 0.0000
Volume 75,191 97,178 21,987 29.2% 419,857
Daily Pivots for day following 10-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7983 0.7936 0.7753
R3 0.7889 0.7842 0.7727
R2 0.7795 0.7795 0.7718
R1 0.7748 0.7748 0.7710 0.7772
PP 0.7701 0.7701 0.7701 0.7713
S1 0.7654 0.7654 0.7692 0.7678
S2 0.7607 0.7607 0.7684
S3 0.7513 0.7560 0.7675
S4 0.7419 0.7466 0.7649
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.8146 0.8071 0.7721
R3 0.7957 0.7882 0.7669
R2 0.7768 0.7768 0.7652
R1 0.7693 0.7693 0.7634 0.7731
PP 0.7579 0.7579 0.7579 0.7598
S1 0.7504 0.7504 0.7600 0.7542
S2 0.7390 0.7390 0.7582
S3 0.7201 0.7315 0.7565
S4 0.7012 0.7126 0.7513
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7748 0.7575 0.0173 2.2% 0.0072 0.9% 73% True False 80,323
10 0.7748 0.7466 0.0282 3.7% 0.0084 1.1% 83% True False 82,978
20 0.7748 0.7407 0.0341 4.4% 0.0081 1.0% 86% True False 80,109
40 0.7748 0.7260 0.0488 6.3% 0.0092 1.2% 90% True False 92,450
60 0.7748 0.7115 0.0633 8.2% 0.0086 1.1% 93% True False 68,818
80 0.7777 0.7115 0.0662 8.6% 0.0085 1.1% 89% False False 51,682
100 0.7777 0.7115 0.0662 8.6% 0.0083 1.1% 89% False False 41,364
120 0.7777 0.7028 0.0749 9.7% 0.0077 1.0% 90% False False 34,472
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 0.0019
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8148
2.618 0.7994
1.618 0.7900
1.000 0.7842
0.618 0.7806
HIGH 0.7748
0.618 0.7712
0.500 0.7701
0.382 0.7690
LOW 0.7654
0.618 0.7596
1.000 0.7560
1.618 0.7502
2.618 0.7408
4.250 0.7255
Fisher Pivots for day following 10-Aug-2016
Pivot 1 day 3 day
R1 0.7701 0.7690
PP 0.7701 0.7679
S1 0.7701 0.7668

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

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