CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 12-Feb-2016
Day Change Summary
Previous Current
11-Feb-2016 12-Feb-2016 Change Change % Previous Week
Open 0.7030 0.7033 0.0003 0.0% 0.7014
High 0.7030 0.7033 0.0003 0.0% 0.7043
Low 0.7030 0.7033 0.0003 0.0% 0.6970
Close 0.7030 0.7033 0.0003 0.0% 0.7033
Range
ATR 0.0048 0.0044 -0.0003 -6.7% 0.0000
Volume
Daily Pivots for day following 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7033 0.7033 0.7033
R3 0.7033 0.7033 0.7033
R2 0.7033 0.7033 0.7033
R1 0.7033 0.7033 0.7033 0.7033
PP 0.7033 0.7033 0.7033 0.7033
S1 0.7033 0.7033 0.7033 0.7033
S2 0.7033 0.7033 0.7033
S3 0.7033 0.7033 0.7033
S4 0.7033 0.7033 0.7033
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7234 0.7207 0.7073
R3 0.7161 0.7134 0.7053
R2 0.7088 0.7088 0.7046
R1 0.7061 0.7061 0.7040 0.7075
PP 0.7015 0.7015 0.7015 0.7022
S1 0.6988 0.6988 0.7026 0.7002
S2 0.6942 0.6942 0.7020
S3 0.6869 0.6915 0.7013
S4 0.6796 0.6842 0.6993
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% 86% False False
10 0.7131 0.6970 0.0161 2.3% 0.0005 0.1% 39% False False
20 0.7131 0.6789 0.0342 4.9% 0.0006 0.1% 71% False False
40 0.7217 0.6789 0.0428 6.1% 0.0004 0.1% 57% 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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.7033
2.618 0.7033
1.618 0.7033
1.000 0.7033
0.618 0.7033
HIGH 0.7033
0.618 0.7033
0.500 0.7033
0.382 0.7033
LOW 0.7033
0.618 0.7033
1.000 0.7033
1.618 0.7033
2.618 0.7033
4.250 0.7033
Fisher Pivots for day following 12-Feb-2016
Pivot 1 day 3 day
R1 0.7033 0.7037
PP 0.7033 0.7035
S1 0.7033 0.7034

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

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