CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 03-Feb-2016
Day Change Summary
Previous Current
02-Feb-2016 03-Feb-2016 Change Change % Previous Week
Open 0.6977 0.7100 0.0123 1.8% 0.6900
High 0.6977 0.7106 0.0129 1.8% 0.7006
Low 0.6977 0.7100 0.0123 1.8% 0.6900
Close 0.6977 0.7106 0.0129 1.8% 0.6995
Range 0.0000 0.0006 0.0006 0.0106
ATR 0.0041 0.0048 0.0006 15.1% 0.0000
Volume 0 2 2 0
Daily Pivots for day following 03-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7122 0.7120 0.7109
R3 0.7116 0.7114 0.7108
R2 0.7110 0.7110 0.7107
R1 0.7108 0.7108 0.7107 0.7109
PP 0.7104 0.7104 0.7104 0.7105
S1 0.7102 0.7102 0.7105 0.7103
S2 0.7098 0.7098 0.7105
S3 0.7092 0.7096 0.7104
S4 0.7086 0.7090 0.7103
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7285 0.7246 0.7053
R3 0.7179 0.7140 0.7024
R2 0.7073 0.7073 0.7014
R1 0.7034 0.7034 0.7005 0.7053
PP 0.6967 0.6967 0.6967 0.6977
S1 0.6928 0.6928 0.6985 0.6948
S2 0.6861 0.6861 0.6976
S3 0.6755 0.6822 0.6966
S4 0.6649 0.6716 0.6937
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7106 0.6977 0.0129 1.8% 0.0001 0.0% 100% True False
10 0.7106 0.6900 0.0206 2.9% 0.0002 0.0% 100% True False
20 0.7106 0.6789 0.0317 4.5% 0.0006 0.1% 100% True False
40 0.7217 0.6789 0.0428 6.0% 0.0004 0.1% 74% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7132
2.618 0.7122
1.618 0.7116
1.000 0.7112
0.618 0.7110
HIGH 0.7106
0.618 0.7104
0.500 0.7103
0.382 0.7102
LOW 0.7100
0.618 0.7096
1.000 0.7094
1.618 0.7090
2.618 0.7084
4.250 0.7075
Fisher Pivots for day following 03-Feb-2016
Pivot 1 day 3 day
R1 0.7105 0.7085
PP 0.7104 0.7063
S1 0.7103 0.7042

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

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