CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 12-Jan-2016
Day Change Summary
Previous Current
11-Jan-2016 12-Jan-2016 Change Change % Previous Week
Open 0.6906 0.6909 0.0003 0.0% 0.7102
High 0.6906 0.6909 0.0003 0.0% 0.7102
Low 0.6906 0.6909 0.0003 0.0% 0.6908
Close 0.6906 0.6909 0.0003 0.0% 0.6908
Range
ATR 0.0046 0.0043 -0.0003 -6.7% 0.0000
Volume
Daily Pivots for day following 12-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.6909 0.6909 0.6909
R3 0.6909 0.6909 0.6909
R2 0.6909 0.6909 0.6909
R1 0.6909 0.6909 0.6909 0.6909
PP 0.6909 0.6909 0.6909 0.6909
S1 0.6909 0.6909 0.6909 0.6909
S2 0.6909 0.6909 0.6909
S3 0.6909 0.6909 0.6909
S4 0.6909 0.6909 0.6909
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7555 0.7425 0.7015
R3 0.7361 0.7231 0.6961
R2 0.7167 0.7167 0.6944
R1 0.7037 0.7037 0.6926 0.7005
PP 0.6973 0.6973 0.6973 0.6957
S1 0.6843 0.6843 0.6890 0.6811
S2 0.6779 0.6779 0.6872
S3 0.6585 0.6649 0.6855
S4 0.6391 0.6455 0.6801
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6983 0.6906 0.0077 1.1% 0.0008 0.1% 4% False False
10 0.7217 0.6906 0.0311 4.5% 0.0004 0.1% 1% False False
20 0.7217 0.6906 0.0311 4.5% 0.0002 0.0% 1% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.6909
2.618 0.6909
1.618 0.6909
1.000 0.6909
0.618 0.6909
HIGH 0.6909
0.618 0.6909
0.500 0.6909
0.382 0.6909
LOW 0.6909
0.618 0.6909
1.000 0.6909
1.618 0.6909
2.618 0.6909
4.250 0.6909
Fisher Pivots for day following 12-Jan-2016
Pivot 1 day 3 day
R1 0.6909 0.6927
PP 0.6909 0.6921
S1 0.6909 0.6915

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

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