CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 04-Feb-2016
Day Change Summary
Previous Current
03-Feb-2016 04-Feb-2016 Change Change % Previous Week
Open 0.7100 0.7130 0.0030 0.4% 0.6900
High 0.7106 0.7131 0.0025 0.4% 0.7006
Low 0.7100 0.7130 0.0030 0.4% 0.6900
Close 0.7106 0.7131 0.0025 0.4% 0.6995
Range 0.0006 0.0001 -0.0005 -83.4% 0.0106
ATR 0.0048 0.0046 -0.0002 -3.4% 0.0000
Volume 2 1 -1 -50.0% 0
Daily Pivots for day following 04-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7134 0.7133 0.7132
R3 0.7133 0.7132 0.7131
R2 0.7132 0.7132 0.7131
R1 0.7131 0.7131 0.7131 0.7131
PP 0.7131 0.7131 0.7131 0.7131
S1 0.7130 0.7130 0.7131 0.7131
S2 0.7130 0.7130 0.7131
S3 0.7129 0.7129 0.7131
S4 0.7128 0.7128 0.7130
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 0.7131 0.6977 0.0154 2.2% 0.0001 0.0% 100% True False
10 0.7131 0.6900 0.0231 3.2% 0.0002 0.0% 100% True False
20 0.7131 0.6789 0.0342 4.8% 0.0006 0.1% 100% True False
40 0.7217 0.6789 0.0428 6.0% 0.0004 0.1% 80% False False 6
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7135
2.618 0.7134
1.618 0.7133
1.000 0.7132
0.618 0.7132
HIGH 0.7131
0.618 0.7131
0.500 0.7131
0.382 0.7130
LOW 0.7130
0.618 0.7129
1.000 0.7129
1.618 0.7128
2.618 0.7127
4.250 0.7126
Fisher Pivots for day following 04-Feb-2016
Pivot 1 day 3 day
R1 0.7131 0.7105
PP 0.7131 0.7080
S1 0.7131 0.7054

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

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