CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 06-Jan-2016
Day Change Summary
Previous Current
05-Jan-2016 06-Jan-2016 Change Change % Previous Week
Open 0.7072 0.6983 -0.0089 -1.3% 0.7167
High 0.7072 0.6983 -0.0089 -1.3% 0.7217
Low 0.7072 0.6983 -0.0089 -1.3% 0.7167
Close 0.7072 0.6983 -0.0089 -1.3% 0.7209
Range
ATR 0.0046 0.0049 0.0003 6.8% 0.0000
Volume
Daily Pivots for day following 06-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.6983 0.6983 0.6983
R3 0.6983 0.6983 0.6983
R2 0.6983 0.6983 0.6983
R1 0.6983 0.6983 0.6983 0.6983
PP 0.6983 0.6983 0.6983 0.6983
S1 0.6983 0.6983 0.6983 0.6983
S2 0.6983 0.6983 0.6983
S3 0.6983 0.6983 0.6983
S4 0.6983 0.6983 0.6983
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 0.7209 0.6983 0.0226 3.2% 0.0000 0.0% 0% False True
10 0.7217 0.6983 0.0234 3.4% 0.0000 0.0% 0% False True
20 0.7217 0.6983 0.0234 3.4% 0.0002 0.0% 0% False True 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 0.6983
2.618 0.6983
1.618 0.6983
1.000 0.6983
0.618 0.6983
HIGH 0.6983
0.618 0.6983
0.500 0.6983
0.382 0.6983
LOW 0.6983
0.618 0.6983
1.000 0.6983
1.618 0.6983
2.618 0.6983
4.250 0.6983
Fisher Pivots for day following 06-Jan-2016
Pivot 1 day 3 day
R1 0.6983 0.7043
PP 0.6983 0.7023
S1 0.6983 0.7003

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

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