CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 01-Feb-2016
Day Change Summary
Previous Current
29-Jan-2016 01-Feb-2016 Change Change % Previous Week
Open 0.6995 0.7027 0.0032 0.5% 0.6900
High 0.6995 0.7027 0.0032 0.5% 0.7006
Low 0.6995 0.7027 0.0032 0.5% 0.6900
Close 0.6995 0.7027 0.0032 0.5% 0.6995
Range
ATR 0.0042 0.0041 -0.0001 -1.6% 0.0000
Volume
Daily Pivots for day following 01-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7027 0.7027 0.7027
R3 0.7027 0.7027 0.7027
R2 0.7027 0.7027 0.7027
R1 0.7027 0.7027 0.7027 0.7027
PP 0.7027 0.7027 0.7027 0.7027
S1 0.7027 0.7027 0.7027 0.7027
S2 0.7027 0.7027 0.7027
S3 0.7027 0.7027 0.7027
S4 0.7027 0.7027 0.7027
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7285 0.7246 0.7053
R3 0.7179 0.7140 0.7024
R2 0.7073 0.7073 0.7014
R1 0.7034 0.7034 0.7005 0.7053
PP 0.6967 0.6967 0.6967 0.6977
S1 0.6928 0.6928 0.6985 0.6948
S2 0.6861 0.6861 0.6976
S3 0.6755 0.6822 0.6966
S4 0.6649 0.6716 0.6937
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7027 0.6946 0.0081 1.2% 0.0000 0.0% 100% True False
10 0.7027 0.6828 0.0199 2.8% 0.0002 0.0% 100% True False
20 0.7102 0.6789 0.0313 4.5% 0.0005 0.1% 76% False False
40 0.7255 0.6789 0.0466 6.6% 0.0004 0.0% 51% False False 6
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 0.7027
2.618 0.7027
1.618 0.7027
1.000 0.7027
0.618 0.7027
HIGH 0.7027
0.618 0.7027
0.500 0.7027
0.382 0.7027
LOW 0.7027
0.618 0.7027
1.000 0.7027
1.618 0.7027
2.618 0.7027
4.250 0.7027
Fisher Pivots for day following 01-Feb-2016
Pivot 1 day 3 day
R1 0.7027 0.7022
PP 0.7027 0.7016
S1 0.7027 0.7011

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

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