CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 21-Jan-2016
Day Change Summary
Previous Current
20-Jan-2016 21-Jan-2016 Change Change % Previous Week
Open 0.6828 0.6918 0.0090 1.3% 0.6906
High 0.6828 0.6918 0.0090 1.3% 0.6923
Low 0.6828 0.6918 0.0090 1.3% 0.6789
Close 0.6828 0.6918 0.0090 1.3% 0.6789
Range
ATR 0.0045 0.0048 0.0003 7.2% 0.0000
Volume
Daily Pivots for day following 21-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.6918 0.6918 0.6918
R3 0.6918 0.6918 0.6918
R2 0.6918 0.6918 0.6918
R1 0.6918 0.6918 0.6918 0.6918
PP 0.6918 0.6918 0.6918 0.6918
S1 0.6918 0.6918 0.6918 0.6918
S2 0.6918 0.6918 0.6918
S3 0.6918 0.6918 0.6918
S4 0.6918 0.6918 0.6918
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 1.9% 0.0010 0.1% 96% False False
10 0.6947 0.6789 0.0158 2.3% 0.0009 0.1% 82% False False
20 0.7217 0.6789 0.0428 6.2% 0.0005 0.1% 30% 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 0.6918
2.618 0.6918
1.618 0.6918
1.000 0.6918
0.618 0.6918
HIGH 0.6918
0.618 0.6918
0.500 0.6918
0.382 0.6918
LOW 0.6918
0.618 0.6918
1.000 0.6918
1.618 0.6918
2.618 0.6918
4.250 0.6918
Fisher Pivots for day following 21-Jan-2016
Pivot 1 day 3 day
R1 0.6918 0.6903
PP 0.6918 0.6888
S1 0.6918 0.6873

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

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