CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 18-Feb-2016
Day Change Summary
Previous Current
17-Feb-2016 18-Feb-2016 Change Change % Previous Week
Open 0.7050 0.7092 0.0042 0.6% 0.7014
High 0.7100 0.7092 -0.0008 -0.1% 0.7043
Low 0.7050 0.7092 0.0042 0.6% 0.6970
Close 0.7100 0.7092 -0.0008 -0.1% 0.7033
Range 0.0050 0.0000 -0.0050 -100.0% 0.0073
ATR 0.0043 0.0041 -0.0003 -5.8% 0.0000
Volume 4 0 -4 -100.0% 2
Daily Pivots for day following 18-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7092 0.7092 0.7092
R3 0.7092 0.7092 0.7092
R2 0.7092 0.7092 0.7092
R1 0.7092 0.7092 0.7092 0.7092
PP 0.7092 0.7092 0.7092 0.7092
S1 0.7092 0.7092 0.7092 0.7092
S2 0.7092 0.7092 0.7092
S3 0.7092 0.7092 0.7092
S4 0.7092 0.7092 0.7092
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 0.7100 0.7030 0.0070 1.0% 0.0010 0.1% 89% False False
10 0.7131 0.6970 0.0161 2.3% 0.0009 0.1% 76% False False
20 0.7131 0.6900 0.0231 3.3% 0.0006 0.1% 83% False False
40 0.7217 0.6789 0.0428 6.0% 0.0005 0.1% 71% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7092
2.618 0.7092
1.618 0.7092
1.000 0.7092
0.618 0.7092
HIGH 0.7092
0.618 0.7092
0.500 0.7092
0.382 0.7092
LOW 0.7092
0.618 0.7092
1.000 0.7092
1.618 0.7092
2.618 0.7092
4.250 0.7092
Fisher Pivots for day following 18-Feb-2016
Pivot 1 day 3 day
R1 0.7092 0.7084
PP 0.7092 0.7075
S1 0.7092 0.7067

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

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