CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 04-Jan-2016
Day Change Summary
Previous Current
31-Dec-2015 04-Jan-2016 Change Change % Previous Week
Open 0.7209 0.7102 -0.0107 -1.5% 0.7167
High 0.7209 0.7102 -0.0107 -1.5% 0.7217
Low 0.7209 0.7102 -0.0107 -1.5% 0.7167
Close 0.7209 0.7102 -0.0107 -1.5% 0.7209
Range
ATR 0.0042 0.0047 0.0005 11.0% 0.0000
Volume
Daily Pivots for day following 04-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7102 0.7102 0.7102
R3 0.7102 0.7102 0.7102
R2 0.7102 0.7102 0.7102
R1 0.7102 0.7102 0.7102 0.7102
PP 0.7102 0.7102 0.7102 0.7102
S1 0.7102 0.7102 0.7102 0.7102
S2 0.7102 0.7102 0.7102
S3 0.7102 0.7102 0.7102
S4 0.7102 0.7102 0.7102
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7348 0.7328 0.7237
R3 0.7298 0.7278 0.7223
R2 0.7248 0.7248 0.7218
R1 0.7228 0.7228 0.7214 0.7238
PP 0.7198 0.7198 0.7198 0.7203
S1 0.7178 0.7178 0.7204 0.7188
S2 0.7148 0.7148 0.7200
S3 0.7098 0.7128 0.7195
S4 0.7048 0.7078 0.7182
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7217 0.7102 0.0115 1.6% 0.0000 0.0% 0% False True
10 0.7217 0.7101 0.0116 1.6% 0.0000 0.0% 1% False False
20 0.7246 0.7024 0.0222 3.1% 0.0002 0.0% 35% 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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.7102
2.618 0.7102
1.618 0.7102
1.000 0.7102
0.618 0.7102
HIGH 0.7102
0.618 0.7102
0.500 0.7102
0.382 0.7102
LOW 0.7102
0.618 0.7102
1.000 0.7102
1.618 0.7102
2.618 0.7102
4.250 0.7102
Fisher Pivots for day following 04-Jan-2016
Pivot 1 day 3 day
R1 0.7102 0.7156
PP 0.7102 0.7138
S1 0.7102 0.7120

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

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