CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 17-Feb-2016
Day Change Summary
Previous Current
16-Feb-2016 17-Feb-2016 Change Change % Previous Week
Open 0.7033 0.7050 0.0017 0.2% 0.7014
High 0.7033 0.7100 0.0067 1.0% 0.7043
Low 0.7033 0.7050 0.0017 0.2% 0.6970
Close 0.7033 0.7100 0.0067 1.0% 0.7033
Range 0.0000 0.0050 0.0050 0.0073
ATR 0.0041 0.0043 0.0002 4.5% 0.0000
Volume 0 4 4 2
Daily Pivots for day following 17-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7233 0.7217 0.7128
R3 0.7183 0.7167 0.7114
R2 0.7133 0.7133 0.7109
R1 0.7117 0.7117 0.7105 0.7125
PP 0.7083 0.7083 0.7083 0.7088
S1 0.7067 0.7067 0.7095 0.7075
S2 0.7033 0.7033 0.7091
S3 0.6983 0.7017 0.7086
S4 0.6933 0.6967 0.7073
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7234 0.7207 0.7073
R3 0.7161 0.7134 0.7053
R2 0.7088 0.7088 0.7046
R1 0.7061 0.7061 0.7040 0.7075
PP 0.7015 0.7015 0.7015 0.7022
S1 0.6988 0.6988 0.7026 0.7002
S2 0.6942 0.6942 0.7020
S3 0.6869 0.6915 0.7013
S4 0.6796 0.6842 0.6993
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7100 0.7030 0.0070 1.0% 0.0010 0.1% 100% True False
10 0.7131 0.6970 0.0161 2.3% 0.0010 0.1% 81% False False
20 0.7131 0.6828 0.0303 4.3% 0.0006 0.1% 90% False False
40 0.7217 0.6789 0.0428 6.0% 0.0005 0.1% 73% False False
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 21 trading days
Fibonacci Retracements and Extensions
4.250 0.7313
2.618 0.7231
1.618 0.7181
1.000 0.7150
0.618 0.7131
HIGH 0.7100
0.618 0.7081
0.500 0.7075
0.382 0.7069
LOW 0.7050
0.618 0.7019
1.000 0.7000
1.618 0.6969
2.618 0.6919
4.250 0.6838
Fisher Pivots for day following 17-Feb-2016
Pivot 1 day 3 day
R1 0.7092 0.7089
PP 0.7083 0.7078
S1 0.7075 0.7067

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.