CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 11-Feb-2016
Day Change Summary
Previous Current
10-Feb-2016 11-Feb-2016 Change Change % Previous Week
Open 0.7043 0.7030 -0.0013 -0.2% 0.7027
High 0.7043 0.7030 -0.0013 -0.2% 0.7131
Low 0.7043 0.7030 -0.0013 -0.2% 0.6977
Close 0.7043 0.7030 -0.0013 -0.2% 0.6996
Range
ATR 0.0050 0.0048 -0.0003 -5.3% 0.0000
Volume
Daily Pivots for day following 11-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7030 0.7030 0.7030
R3 0.7030 0.7030 0.7030
R2 0.7030 0.7030 0.7030
R1 0.7030 0.7030 0.7030 0.7030
PP 0.7030 0.7030 0.7030 0.7030
S1 0.7030 0.7030 0.7030 0.7030
S2 0.7030 0.7030 0.7030
S3 0.7030 0.7030 0.7030
S4 0.7030 0.7030 0.7030
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7497 0.7400 0.7081
R3 0.7343 0.7246 0.7038
R2 0.7189 0.7189 0.7024
R1 0.7092 0.7092 0.7010 0.7064
PP 0.7035 0.7035 0.7035 0.7020
S1 0.6938 0.6938 0.6982 0.6910
S2 0.6881 0.6881 0.6968
S3 0.6727 0.6784 0.6954
S4 0.6573 0.6630 0.6911
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7043 0.6970 0.0073 1.0% 0.0008 0.1% 82% False False
10 0.7131 0.6970 0.0161 2.3% 0.0005 0.1% 37% False False
20 0.7131 0.6789 0.0342 4.9% 0.0006 0.1% 70% False False
40 0.7217 0.6789 0.0428 6.1% 0.0004 0.1% 56% 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 0.7030
2.618 0.7030
1.618 0.7030
1.000 0.7030
0.618 0.7030
HIGH 0.7030
0.618 0.7030
0.500 0.7030
0.382 0.7030
LOW 0.7030
0.618 0.7030
1.000 0.7030
1.618 0.7030
2.618 0.7030
4.250 0.7030
Fisher Pivots for day following 11-Feb-2016
Pivot 1 day 3 day
R1 0.7030 0.7022
PP 0.7030 0.7014
S1 0.7030 0.7007

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

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