CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 31-Dec-2015
Day Change Summary
Previous Current
30-Dec-2015 31-Dec-2015 Change Change % Previous Week
Open 0.7207 0.7209 0.0002 0.0% 0.7104
High 0.7207 0.7209 0.0002 0.0% 0.7189
Low 0.7207 0.7209 0.0002 0.0% 0.7104
Close 0.7207 0.7209 0.0002 0.0% 0.7189
Range
ATR 0.0045 0.0042 -0.0003 -6.8% 0.0000
Volume
Daily Pivots for day following 31-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7209 0.7209 0.7209
R3 0.7209 0.7209 0.7209
R2 0.7209 0.7209 0.7209
R1 0.7209 0.7209 0.7209 0.7209
PP 0.7209 0.7209 0.7209 0.7209
S1 0.7209 0.7209 0.7209 0.7209
S2 0.7209 0.7209 0.7209
S3 0.7209 0.7209 0.7209
S4 0.7209 0.7209 0.7209
Weekly Pivots for week ending 25-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7416 0.7387 0.7236
R3 0.7331 0.7302 0.7212
R2 0.7246 0.7246 0.7205
R1 0.7217 0.7217 0.7197 0.7232
PP 0.7161 0.7161 0.7161 0.7168
S1 0.7132 0.7132 0.7181 0.7147
S2 0.7076 0.7076 0.7173
S3 0.6991 0.7047 0.7166
S4 0.6906 0.6962 0.7142
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7217 0.7167 0.0050 0.7% 0.0000 0.0% 84% False False
10 0.7217 0.7024 0.0193 2.7% 0.0000 0.0% 96% False False
20 0.7255 0.7024 0.0231 3.2% 0.0002 0.0% 80% False False 12
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.7209
2.618 0.7209
1.618 0.7209
1.000 0.7209
0.618 0.7209
HIGH 0.7209
0.618 0.7209
0.500 0.7209
0.382 0.7209
LOW 0.7209
0.618 0.7209
1.000 0.7209
1.618 0.7209
2.618 0.7209
4.250 0.7209
Fisher Pivots for day following 31-Dec-2015
Pivot 1 day 3 day
R1 0.7209 0.7212
PP 0.7209 0.7211
S1 0.7209 0.7210

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

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