CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 22-Feb-2016
Day Change Summary
Previous Current
19-Feb-2016 22-Feb-2016 Change Change % Previous Week
Open 0.7081 0.7165 0.0084 1.2% 0.7033
High 0.7081 0.7165 0.0084 1.2% 0.7100
Low 0.7081 0.7165 0.0084 1.2% 0.7033
Close 0.7081 0.7165 0.0084 1.2% 0.7081
Range
ATR 0.0038 0.0042 0.0003 8.5% 0.0000
Volume
Daily Pivots for day following 22-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7165 0.7165 0.7165
R3 0.7165 0.7165 0.7165
R2 0.7165 0.7165 0.7165
R1 0.7165 0.7165 0.7165 0.7165
PP 0.7165 0.7165 0.7165 0.7165
S1 0.7165 0.7165 0.7165 0.7165
S2 0.7165 0.7165 0.7165
S3 0.7165 0.7165 0.7165
S4 0.7165 0.7165 0.7165
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7272 0.7244 0.7118
R3 0.7205 0.7177 0.7099
R2 0.7138 0.7138 0.7093
R1 0.7110 0.7110 0.7087 0.7124
PP 0.7071 0.7071 0.7071 0.7079
S1 0.7043 0.7043 0.7075 0.7057
S2 0.7004 0.7004 0.7069
S3 0.6937 0.6976 0.7063
S4 0.6870 0.6909 0.7044
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7165 0.7033 0.0132 1.8% 0.0010 0.1% 100% True False
10 0.7165 0.6970 0.0195 2.7% 0.0009 0.1% 100% True False
20 0.7165 0.6900 0.0265 3.7% 0.0005 0.1% 100% True False
40 0.7217 0.6789 0.0428 6.0% 0.0005 0.1% 88% 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 0.7165
2.618 0.7165
1.618 0.7165
1.000 0.7165
0.618 0.7165
HIGH 0.7165
0.618 0.7165
0.500 0.7165
0.382 0.7165
LOW 0.7165
0.618 0.7165
1.000 0.7165
1.618 0.7165
2.618 0.7165
4.250 0.7165
Fisher Pivots for day following 22-Feb-2016
Pivot 1 day 3 day
R1 0.7165 0.7151
PP 0.7165 0.7137
S1 0.7165 0.7123

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

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