CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 29-Feb-2016
Day Change Summary
Previous Current
26-Feb-2016 29-Feb-2016 Change Change % Previous Week
Open 0.7064 0.7028 -0.0036 -0.5% 0.7165
High 0.7064 0.7075 0.0011 0.2% 0.7176
Low 0.7064 0.7028 -0.0036 -0.5% 0.7064
Close 0.7064 0.7075 0.0011 0.2% 0.7064
Range 0.0000 0.0047 0.0047 0.0112
ATR 0.0043 0.0043 0.0000 0.7% 0.0000
Volume 10 1 -9 -90.0% 12
Daily Pivots for day following 29-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7200 0.7185 0.7101
R3 0.7153 0.7138 0.7088
R2 0.7106 0.7106 0.7084
R1 0.7091 0.7091 0.7079 0.7099
PP 0.7059 0.7059 0.7059 0.7063
S1 0.7044 0.7044 0.7071 0.7052
S2 0.7012 0.7012 0.7066
S3 0.6965 0.6997 0.7062
S4 0.6918 0.6950 0.7049
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7437 0.7363 0.7126
R3 0.7325 0.7251 0.7095
R2 0.7213 0.7213 0.7085
R1 0.7139 0.7139 0.7074 0.7120
PP 0.7101 0.7101 0.7101 0.7092
S1 0.7027 0.7027 0.7054 0.7008
S2 0.6989 0.6989 0.7043
S3 0.6877 0.6915 0.7033
S4 0.6765 0.6803 0.7002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7176 0.7028 0.0148 2.1% 0.0015 0.2% 32% False True 2
10 0.7176 0.7028 0.0148 2.1% 0.0012 0.2% 32% False True 1
20 0.7176 0.6970 0.0206 2.9% 0.0008 0.1% 51% False False 1
40 0.7209 0.6789 0.0420 5.9% 0.0007 0.1% 68% False False
60 0.7255 0.6789 0.0466 6.6% 0.0005 0.1% 61% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
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 0.7275
2.618 0.7198
1.618 0.7151
1.000 0.7122
0.618 0.7104
HIGH 0.7075
0.618 0.7057
0.500 0.7052
0.382 0.7046
LOW 0.7028
0.618 0.6999
1.000 0.6981
1.618 0.6952
2.618 0.6905
4.250 0.6828
Fisher Pivots for day following 29-Feb-2016
Pivot 1 day 3 day
R1 0.7067 0.7102
PP 0.7059 0.7093
S1 0.7052 0.7084

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

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