CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 24-Feb-2016
Day Change Summary
Previous Current
23-Feb-2016 24-Feb-2016 Change Change % Previous Week
Open 0.7152 0.7139 -0.0013 -0.2% 0.7033
High 0.7152 0.7139 -0.0013 -0.2% 0.7100
Low 0.7152 0.7139 -0.0013 -0.2% 0.7033
Close 0.7152 0.7139 -0.0013 -0.2% 0.7081
Range
ATR 0.0040 0.0038 -0.0002 -4.8% 0.0000
Volume
Daily Pivots for day following 24-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7139 0.7139 0.7139
R3 0.7139 0.7139 0.7139
R2 0.7139 0.7139 0.7139
R1 0.7139 0.7139 0.7139 0.7139
PP 0.7139 0.7139 0.7139 0.7139
S1 0.7139 0.7139 0.7139 0.7139
S2 0.7139 0.7139 0.7139
S3 0.7139 0.7139 0.7139
S4 0.7139 0.7139 0.7139
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 0.7081 0.0084 1.2% 0.0000 0.0% 69% False False
10 0.7165 0.7030 0.0135 1.9% 0.0005 0.1% 81% False False
20 0.7165 0.6960 0.0205 2.9% 0.0005 0.1% 87% False False
40 0.7217 0.6789 0.0428 6.0% 0.0005 0.1% 82% 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 0.7139
2.618 0.7139
1.618 0.7139
1.000 0.7139
0.618 0.7139
HIGH 0.7139
0.618 0.7139
0.500 0.7139
0.382 0.7139
LOW 0.7139
0.618 0.7139
1.000 0.7139
1.618 0.7139
2.618 0.7139
4.250 0.7139
Fisher Pivots for day following 24-Feb-2016
Pivot 1 day 3 day
R1 0.7139 0.7152
PP 0.7139 0.7148
S1 0.7139 0.7143

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

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