CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 08-Jan-2016
Day Change Summary
Previous Current
07-Jan-2016 08-Jan-2016 Change Change % Previous Week
Open 0.6918 0.6947 0.0029 0.4% 0.7102
High 0.6918 0.6947 0.0029 0.4% 0.7102
Low 0.6918 0.6908 -0.0010 -0.1% 0.6908
Close 0.6918 0.6908 -0.0010 -0.1% 0.6908
Range 0.0000 0.0039 0.0039 0.0194
ATR 0.0050 0.0049 -0.0001 -1.6% 0.0000
Volume 0 2 2 2
Daily Pivots for day following 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7038 0.7012 0.6929
R3 0.6999 0.6973 0.6919
R2 0.6960 0.6960 0.6915
R1 0.6934 0.6934 0.6912 0.6928
PP 0.6921 0.6921 0.6921 0.6918
S1 0.6895 0.6895 0.6904 0.6888
S2 0.6882 0.6882 0.6901
S3 0.6843 0.6856 0.6897
S4 0.6804 0.6817 0.6887
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7555 0.7425 0.7015
R3 0.7361 0.7231 0.6961
R2 0.7167 0.7167 0.6944
R1 0.7037 0.7037 0.6926 0.7005
PP 0.6973 0.6973 0.6973 0.6957
S1 0.6843 0.6843 0.6890 0.6811
S2 0.6779 0.6779 0.6872
S3 0.6585 0.6649 0.6855
S4 0.6391 0.6455 0.6801
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7102 0.6908 0.0194 2.8% 0.0008 0.1% 0% False True
10 0.7217 0.6908 0.0309 4.5% 0.0004 0.1% 0% False True
20 0.7217 0.6908 0.0309 4.5% 0.0002 0.0% 0% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 0.7113
2.618 0.7049
1.618 0.7010
1.000 0.6986
0.618 0.6971
HIGH 0.6947
0.618 0.6932
0.500 0.6928
0.382 0.6923
LOW 0.6908
0.618 0.6884
1.000 0.6869
1.618 0.6845
2.618 0.6806
4.250 0.6742
Fisher Pivots for day following 08-Jan-2016
Pivot 1 day 3 day
R1 0.6928 0.6946
PP 0.6921 0.6933
S1 0.6915 0.6921

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

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