CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 17-Dec-2015
Day Change Summary
Previous Current
16-Dec-2015 17-Dec-2015 Change Change % Previous Week
Open 0.7163 0.7024 -0.0139 -1.9% 0.7170
High 0.7163 0.7024 -0.0139 -1.9% 0.7194
Low 0.7163 0.7024 -0.0139 -1.9% 0.7096
Close 0.7163 0.7024 -0.0139 -1.9% 0.7096
Range
ATR 0.0000 0.0058 0.0058 0.0000
Volume
Daily Pivots for day following 17-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7024 0.7024 0.7024
R3 0.7024 0.7024 0.7024
R2 0.7024 0.7024 0.7024
R1 0.7024 0.7024 0.7024 0.7024
PP 0.7024 0.7024 0.7024 0.7024
S1 0.7024 0.7024 0.7024 0.7024
S2 0.7024 0.7024 0.7024
S3 0.7024 0.7024 0.7024
S4 0.7024 0.7024 0.7024
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 0.7163 0.7024 0.0139 2.0% 0.0000 0.0% 0% False True
10 0.7246 0.7024 0.0222 3.2% 0.0004 0.0% 0% False True 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 0.7024
2.618 0.7024
1.618 0.7024
1.000 0.7024
0.618 0.7024
HIGH 0.7024
0.618 0.7024
0.500 0.7024
0.382 0.7024
LOW 0.7024
0.618 0.7024
1.000 0.7024
1.618 0.7024
2.618 0.7024
4.250 0.7024
Fisher Pivots for day following 17-Dec-2015
Pivot 1 day 3 day
R1 0.7024 0.7094
PP 0.7024 0.7070
S1 0.7024 0.7047

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

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