CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 18-Dec-2015
Day Change Summary
Previous Current
17-Dec-2015 18-Dec-2015 Change Change % Previous Week
Open 0.7024 0.7101 0.0077 1.1% 0.7154
High 0.7024 0.7101 0.0077 1.1% 0.7163
Low 0.7024 0.7101 0.0077 1.1% 0.7024
Close 0.7024 0.7101 0.0077 1.1% 0.7101
Range
ATR 0.0058 0.0059 0.0001 2.4% 0.0000
Volume
Daily Pivots for day following 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7101 0.7101 0.7101
R3 0.7101 0.7101 0.7101
R2 0.7101 0.7101 0.7101
R1 0.7101 0.7101 0.7101 0.7101
PP 0.7101 0.7101 0.7101 0.7101
S1 0.7101 0.7101 0.7101 0.7101
S2 0.7101 0.7101 0.7101
S3 0.7101 0.7101 0.7101
S4 0.7101 0.7101 0.7101
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7513 0.7446 0.7177
R3 0.7374 0.7307 0.7139
R2 0.7235 0.7235 0.7126
R1 0.7168 0.7168 0.7114 0.7132
PP 0.7096 0.7096 0.7096 0.7078
S1 0.7029 0.7029 0.7088 0.6993
S2 0.6957 0.6957 0.7076
S3 0.6818 0.6890 0.7063
S4 0.6679 0.6751 0.7025
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% 55% False False
10 0.7194 0.7024 0.0170 2.4% 0.0004 0.0% 45% 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 0.7101
2.618 0.7101
1.618 0.7101
1.000 0.7101
0.618 0.7101
HIGH 0.7101
0.618 0.7101
0.500 0.7101
0.382 0.7101
LOW 0.7101
0.618 0.7101
1.000 0.7101
1.618 0.7101
2.618 0.7101
4.250 0.7101
Fisher Pivots for day following 18-Dec-2015
Pivot 1 day 3 day
R1 0.7101 0.7099
PP 0.7101 0.7096
S1 0.7101 0.7094

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

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