CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 14-Dec-2015
Day Change Summary
Previous Current
11-Dec-2015 14-Dec-2015 Change Change % Previous Week
Open 0.7096 0.7154 0.0058 0.8% 0.7170
High 0.7096 0.7154 0.0058 0.8% 0.7194
Low 0.7096 0.7154 0.0058 0.8% 0.7096
Close 0.7096 0.7154 0.0058 0.8% 0.7096
Range
ATR
Volume
Daily Pivots for day following 14-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7154 0.7154 0.7154
R3 0.7154 0.7154 0.7154
R2 0.7154 0.7154 0.7154
R1 0.7154 0.7154 0.7154 0.7154
PP 0.7154 0.7154 0.7154 0.7154
S1 0.7154 0.7154 0.7154 0.7154
S2 0.7154 0.7154 0.7154
S3 0.7154 0.7154 0.7154
S4 0.7154 0.7154 0.7154
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7423 0.7357 0.7150
R3 0.7325 0.7259 0.7123
R2 0.7227 0.7227 0.7114
R1 0.7161 0.7161 0.7105 0.7145
PP 0.7129 0.7129 0.7129 0.7121
S1 0.7063 0.7063 0.7087 0.7047
S2 0.7031 0.7031 0.7078
S3 0.6933 0.6965 0.7069
S4 0.6835 0.6867 0.7042
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7194 0.7096 0.0098 1.4% 0.0007 0.1% 59% False False 48
10 0.7255 0.7096 0.0159 2.2% 0.0004 0.0% 36% False False 24
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 0.0001
Fibonacci Retracements and Extensions
4.250 0.7154
2.618 0.7154
1.618 0.7154
1.000 0.7154
0.618 0.7154
HIGH 0.7154
0.618 0.7154
0.500 0.7154
0.382 0.7154
LOW 0.7154
0.618 0.7154
1.000 0.7154
1.618 0.7154
2.618 0.7154
4.250 0.7154
Fisher Pivots for day following 14-Dec-2015
Pivot 1 day 3 day
R1 0.7154 0.7151
PP 0.7154 0.7148
S1 0.7154 0.7145

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

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