CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 19-Jan-2016
Day Change Summary
Previous Current
15-Jan-2016 19-Jan-2016 Change Change % Previous Week
Open 0.6840 0.6835 -0.0005 -0.1% 0.6906
High 0.6840 0.6835 -0.0005 -0.1% 0.6923
Low 0.6789 0.6835 0.0046 0.7% 0.6789
Close 0.6789 0.6835 0.0046 0.7% 0.6789
Range 0.0051 0.0000 -0.0051 -100.0% 0.0134
ATR 0.0048 0.0048 0.0000 -0.3% 0.0000
Volume 1 0 -1 -100.0% 1
Daily Pivots for day following 19-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.6835 0.6835 0.6835
R3 0.6835 0.6835 0.6835
R2 0.6835 0.6835 0.6835
R1 0.6835 0.6835 0.6835 0.6835
PP 0.6835 0.6835 0.6835 0.6835
S1 0.6835 0.6835 0.6835 0.6835
S2 0.6835 0.6835 0.6835
S3 0.6835 0.6835 0.6835
S4 0.6835 0.6835 0.6835
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7236 0.7146 0.6863
R3 0.7102 0.7012 0.6826
R2 0.6968 0.6968 0.6814
R1 0.6878 0.6878 0.6801 0.6856
PP 0.6834 0.6834 0.6834 0.6823
S1 0.6744 0.6744 0.6777 0.6722
S2 0.6700 0.6700 0.6764
S3 0.6566 0.6610 0.6752
S4 0.6432 0.6476 0.6715
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6923 0.6789 0.0134 2.0% 0.0010 0.1% 34% False False
10 0.7072 0.6789 0.0283 4.1% 0.0009 0.1% 16% False False
20 0.7217 0.6789 0.0428 6.3% 0.0005 0.1% 11% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6835
2.618 0.6835
1.618 0.6835
1.000 0.6835
0.618 0.6835
HIGH 0.6835
0.618 0.6835
0.500 0.6835
0.382 0.6835
LOW 0.6835
0.618 0.6835
1.000 0.6835
1.618 0.6835
2.618 0.6835
4.250 0.6835
Fisher Pivots for day following 19-Jan-2016
Pivot 1 day 3 day
R1 0.6835 0.6856
PP 0.6835 0.6849
S1 0.6835 0.6842

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

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