CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 20-Jan-2016
Day Change Summary
Previous Current
19-Jan-2016 20-Jan-2016 Change Change % Previous Week
Open 0.6835 0.6828 -0.0007 -0.1% 0.6906
High 0.6835 0.6828 -0.0007 -0.1% 0.6923
Low 0.6835 0.6828 -0.0007 -0.1% 0.6789
Close 0.6835 0.6828 -0.0007 -0.1% 0.6789
Range
ATR 0.0048 0.0045 -0.0003 -6.1% 0.0000
Volume
Daily Pivots for day following 20-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.6828 0.6828 0.6828
R3 0.6828 0.6828 0.6828
R2 0.6828 0.6828 0.6828
R1 0.6828 0.6828 0.6828 0.6828
PP 0.6828 0.6828 0.6828 0.6828
S1 0.6828 0.6828 0.6828 0.6828
S2 0.6828 0.6828 0.6828
S3 0.6828 0.6828 0.6828
S4 0.6828 0.6828 0.6828
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 0.1% 29% False False
10 0.6983 0.6789 0.0194 2.8% 0.0009 0.1% 20% False False
20 0.7217 0.6789 0.0428 6.3% 0.0005 0.1% 9% False False
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 0.6828
2.618 0.6828
1.618 0.6828
1.000 0.6828
0.618 0.6828
HIGH 0.6828
0.618 0.6828
0.500 0.6828
0.382 0.6828
LOW 0.6828
0.618 0.6828
1.000 0.6828
1.618 0.6828
2.618 0.6828
4.250 0.6828
Fisher Pivots for day following 20-Jan-2016
Pivot 1 day 3 day
R1 0.6828 0.6824
PP 0.6828 0.6819
S1 0.6828 0.6815

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

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