CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 15-Jan-2016
Day Change Summary
Previous Current
14-Jan-2016 15-Jan-2016 Change Change % Previous Week
Open 0.6923 0.6840 -0.0083 -1.2% 0.6906
High 0.6923 0.6840 -0.0083 -1.2% 0.6923
Low 0.6923 0.6789 -0.0134 -1.9% 0.6789
Close 0.6923 0.6789 -0.0134 -1.9% 0.6789
Range 0.0000 0.0051 0.0051 0.0134
ATR 0.0041 0.0048 0.0007 16.1% 0.0000
Volume 0 1 1 1
Daily Pivots for day following 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.6959 0.6925 0.6817
R3 0.6908 0.6874 0.6803
R2 0.6857 0.6857 0.6798
R1 0.6823 0.6823 0.6794 0.6815
PP 0.6806 0.6806 0.6806 0.6802
S1 0.6772 0.6772 0.6784 0.6764
S2 0.6755 0.6755 0.6780
S3 0.6704 0.6721 0.6775
S4 0.6653 0.6670 0.6761
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7236 0.7146 0.6863
R3 0.7102 0.7012 0.6826
R2 0.6968 0.6968 0.6814
R1 0.6878 0.6878 0.6801 0.6856
PP 0.6834 0.6834 0.6834 0.6823
S1 0.6744 0.6744 0.6777 0.6722
S2 0.6700 0.6700 0.6764
S3 0.6566 0.6610 0.6752
S4 0.6432 0.6476 0.6715
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6923 0.6789 0.0134 2.0% 0.0010 0.2% 0% False True
10 0.7102 0.6789 0.0313 4.6% 0.0009 0.1% 0% False True
20 0.7217 0.6789 0.0428 6.3% 0.0005 0.1% 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 False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 0.7057
2.618 0.6974
1.618 0.6923
1.000 0.6891
0.618 0.6872
HIGH 0.6840
0.618 0.6821
0.500 0.6815
0.382 0.6808
LOW 0.6789
0.618 0.6757
1.000 0.6738
1.618 0.6706
2.618 0.6655
4.250 0.6572
Fisher Pivots for day following 15-Jan-2016
Pivot 1 day 3 day
R1 0.6815 0.6856
PP 0.6806 0.6834
S1 0.6798 0.6811

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.