CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 23-Feb-2016
Day Change Summary
Previous Current
22-Feb-2016 23-Feb-2016 Change Change % Previous Week
Open 0.7165 0.7152 -0.0013 -0.2% 0.7033
High 0.7165 0.7152 -0.0013 -0.2% 0.7100
Low 0.7165 0.7152 -0.0013 -0.2% 0.7033
Close 0.7165 0.7152 -0.0013 -0.2% 0.7081
Range
ATR 0.0042 0.0040 -0.0002 -4.9% 0.0000
Volume
Daily Pivots for day following 23-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7152 0.7152 0.7152
R3 0.7152 0.7152 0.7152
R2 0.7152 0.7152 0.7152
R1 0.7152 0.7152 0.7152 0.7152
PP 0.7152 0.7152 0.7152 0.7152
S1 0.7152 0.7152 0.7152 0.7152
S2 0.7152 0.7152 0.7152
S3 0.7152 0.7152 0.7152
S4 0.7152 0.7152 0.7152
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 0.7050 0.0115 1.6% 0.0010 0.1% 89% False False
10 0.7165 0.6970 0.0195 2.7% 0.0009 0.1% 93% False False
20 0.7165 0.6946 0.0219 3.1% 0.0005 0.1% 94% False False
40 0.7217 0.6789 0.0428 6.0% 0.0005 0.1% 85% 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 0.7152
2.618 0.7152
1.618 0.7152
1.000 0.7152
0.618 0.7152
HIGH 0.7152
0.618 0.7152
0.500 0.7152
0.382 0.7152
LOW 0.7152
0.618 0.7152
1.000 0.7152
1.618 0.7152
2.618 0.7152
4.250 0.7152
Fisher Pivots for day following 23-Feb-2016
Pivot 1 day 3 day
R1 0.7152 0.7142
PP 0.7152 0.7133
S1 0.7152 0.7123

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

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