CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 22-Jan-2016
Day Change Summary
Previous Current
21-Jan-2016 22-Jan-2016 Change Change % Previous Week
Open 0.6918 0.6950 0.0032 0.5% 0.6835
High 0.6918 0.6950 0.0032 0.5% 0.6950
Low 0.6918 0.6935 0.0017 0.2% 0.6828
Close 0.6918 0.6935 0.0017 0.2% 0.6935
Range 0.0000 0.0015 0.0015 0.0122
ATR 0.0048 0.0047 -0.0001 -2.4% 0.0000
Volume 0 1 1 1
Daily Pivots for day following 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.6985 0.6975 0.6943
R3 0.6970 0.6960 0.6939
R2 0.6955 0.6955 0.6938
R1 0.6945 0.6945 0.6936 0.6943
PP 0.6940 0.6940 0.6940 0.6939
S1 0.6930 0.6930 0.6934 0.6927
S2 0.6925 0.6925 0.6932
S3 0.6910 0.6915 0.6931
S4 0.6895 0.6900 0.6927
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7270 0.7225 0.7002
R3 0.7148 0.7103 0.6969
R2 0.7026 0.7026 0.6957
R1 0.6981 0.6981 0.6946 0.7004
PP 0.6904 0.6904 0.6904 0.6916
S1 0.6859 0.6859 0.6924 0.6882
S2 0.6782 0.6782 0.6913
S3 0.6660 0.6737 0.6901
S4 0.6538 0.6615 0.6868
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6950 0.6789 0.0161 2.3% 0.0013 0.2% 91% True False
10 0.6950 0.6789 0.0161 2.3% 0.0011 0.2% 91% True False
20 0.7217 0.6789 0.0428 6.2% 0.0005 0.1% 34% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7014
2.618 0.6989
1.618 0.6974
1.000 0.6965
0.618 0.6959
HIGH 0.6950
0.618 0.6944
0.500 0.6943
0.382 0.6941
LOW 0.6935
0.618 0.6926
1.000 0.6920
1.618 0.6911
2.618 0.6896
4.250 0.6871
Fisher Pivots for day following 22-Jan-2016
Pivot 1 day 3 day
R1 0.6943 0.6920
PP 0.6940 0.6904
S1 0.6938 0.6889

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

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