CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 23-Aug-2016
Day Change Summary
Previous Current
22-Aug-2016 23-Aug-2016 Change Change % Previous Week
Open 0.7602 0.7630 0.0028 0.4% 0.7650
High 0.7635 0.7650 0.0015 0.2% 0.7743
Low 0.7578 0.7608 0.0030 0.4% 0.7593
Close 0.7625 0.7618 -0.0007 -0.1% 0.7615
Range 0.0057 0.0042 -0.0015 -26.3% 0.0150
ATR 0.0081 0.0078 -0.0003 -3.4% 0.0000
Volume 65,976 67,143 1,167 1.8% 476,776
Daily Pivots for day following 23-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7751 0.7727 0.7641
R3 0.7709 0.7685 0.7630
R2 0.7667 0.7667 0.7626
R1 0.7643 0.7643 0.7622 0.7634
PP 0.7625 0.7625 0.7625 0.7621
S1 0.7601 0.7601 0.7614 0.7592
S2 0.7583 0.7583 0.7610
S3 0.7541 0.7559 0.7606
S4 0.7499 0.7517 0.7595
Weekly Pivots for week ending 19-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.8100 0.8008 0.7698
R3 0.7950 0.7858 0.7656
R2 0.7800 0.7800 0.7643
R1 0.7708 0.7708 0.7629 0.7679
PP 0.7650 0.7650 0.7650 0.7636
S1 0.7558 0.7558 0.7601 0.7529
S2 0.7500 0.7500 0.7588
S3 0.7350 0.7408 0.7574
S4 0.7200 0.7258 0.7533
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7716 0.7578 0.0138 1.8% 0.0073 1.0% 29% False False 83,853
10 0.7748 0.7578 0.0170 2.2% 0.0073 1.0% 24% False False 86,712
20 0.7748 0.7407 0.0341 4.5% 0.0081 1.1% 62% False False 85,709
40 0.7748 0.7311 0.0437 5.7% 0.0080 1.1% 70% False False 86,818
60 0.7748 0.7122 0.0626 8.2% 0.0087 1.1% 79% False False 81,542
80 0.7748 0.7115 0.0633 8.3% 0.0084 1.1% 79% False False 61,281
100 0.7777 0.7115 0.0662 8.7% 0.0083 1.1% 76% False False 49,059
120 0.7777 0.7115 0.0662 8.7% 0.0081 1.1% 76% False False 40,888
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7829
2.618 0.7760
1.618 0.7718
1.000 0.7692
0.618 0.7676
HIGH 0.7650
0.618 0.7634
0.500 0.7629
0.382 0.7624
LOW 0.7608
0.618 0.7582
1.000 0.7566
1.618 0.7540
2.618 0.7498
4.250 0.7430
Fisher Pivots for day following 23-Aug-2016
Pivot 1 day 3 day
R1 0.7629 0.7632
PP 0.7625 0.7627
S1 0.7622 0.7623

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

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