CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 14-Jan-2016
Day Change Summary
Previous Current
13-Jan-2016 14-Jan-2016 Change Change % Previous Week
Open 0.6885 0.6923 0.0038 0.6% 0.7102
High 0.6885 0.6923 0.0038 0.6% 0.7102
Low 0.6885 0.6923 0.0038 0.6% 0.6908
Close 0.6885 0.6923 0.0038 0.6% 0.6908
Range
ATR 0.0041 0.0041 0.0000 -0.6% 0.0000
Volume
Daily Pivots for day following 14-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.6923 0.6923 0.6923
R3 0.6923 0.6923 0.6923
R2 0.6923 0.6923 0.6923
R1 0.6923 0.6923 0.6923 0.6923
PP 0.6923 0.6923 0.6923 0.6923
S1 0.6923 0.6923 0.6923 0.6923
S2 0.6923 0.6923 0.6923
S3 0.6923 0.6923 0.6923
S4 0.6923 0.6923 0.6923
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 0.6947 0.6885 0.0062 0.9% 0.0008 0.1% 61% False False
10 0.7209 0.6885 0.0324 4.7% 0.0004 0.1% 12% False False
20 0.7217 0.6885 0.0332 4.8% 0.0002 0.0% 11% 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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.6923
2.618 0.6923
1.618 0.6923
1.000 0.6923
0.618 0.6923
HIGH 0.6923
0.618 0.6923
0.500 0.6923
0.382 0.6923
LOW 0.6923
0.618 0.6923
1.000 0.6923
1.618 0.6923
2.618 0.6923
4.250 0.6923
Fisher Pivots for day following 14-Jan-2016
Pivot 1 day 3 day
R1 0.6923 0.6917
PP 0.6923 0.6910
S1 0.6923 0.6904

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

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