CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 28-Jan-2016
Day Change Summary
Previous Current
27-Jan-2016 28-Jan-2016 Change Change % Previous Week
Open 0.6960 0.7006 0.0046 0.7% 0.6835
High 0.6960 0.7006 0.0046 0.7% 0.6950
Low 0.6960 0.7006 0.0046 0.7% 0.6828
Close 0.6960 0.7006 0.0046 0.7% 0.6935
Range
ATR 0.0044 0.0044 0.0000 0.4% 0.0000
Volume
Daily Pivots for day following 28-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7006 0.7006 0.7006
R3 0.7006 0.7006 0.7006
R2 0.7006 0.7006 0.7006
R1 0.7006 0.7006 0.7006 0.7006
PP 0.7006 0.7006 0.7006 0.7006
S1 0.7006 0.7006 0.7006 0.7006
S2 0.7006 0.7006 0.7006
S3 0.7006 0.7006 0.7006
S4 0.7006 0.7006 0.7006
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7270 0.7225 0.7002
R3 0.7148 0.7103 0.6969
R2 0.7026 0.7026 0.6957
R1 0.6981 0.6981 0.6946 0.7004
PP 0.6904 0.6904 0.6904 0.6916
S1 0.6859 0.6859 0.6924 0.6882
S2 0.6782 0.6782 0.6913
S3 0.6660 0.6737 0.6901
S4 0.6538 0.6615 0.6868
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7006 0.6900 0.0106 1.5% 0.0003 0.0% 100% True False
10 0.7006 0.6789 0.0217 3.1% 0.0007 0.1% 100% True False
20 0.7209 0.6789 0.0420 6.0% 0.0005 0.1% 52% False False
40 0.7255 0.6789 0.0466 6.7% 0.0004 0.0% 47% False False 6
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 0.7006
2.618 0.7006
1.618 0.7006
1.000 0.7006
0.618 0.7006
HIGH 0.7006
0.618 0.7006
0.500 0.7006
0.382 0.7006
LOW 0.7006
0.618 0.7006
1.000 0.7006
1.618 0.7006
2.618 0.7006
4.250 0.7006
Fisher Pivots for day following 28-Jan-2016
Pivot 1 day 3 day
R1 0.7006 0.6996
PP 0.7006 0.6986
S1 0.7006 0.6976

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

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