CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 26-Feb-2016
Day Change Summary
Previous Current
25-Feb-2016 26-Feb-2016 Change Change % Previous Week
Open 0.7150 0.7064 -0.0086 -1.2% 0.7165
High 0.7176 0.7064 -0.0112 -1.6% 0.7176
Low 0.7150 0.7064 -0.0086 -1.2% 0.7064
Close 0.7176 0.7064 -0.0112 -1.6% 0.7064
Range 0.0026 0.0000 -0.0026 -100.0% 0.0112
ATR 0.0038 0.0043 0.0005 14.1% 0.0000
Volume 2 10 8 400.0% 12
Daily Pivots for day following 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7064 0.7064 0.7064
R3 0.7064 0.7064 0.7064
R2 0.7064 0.7064 0.7064
R1 0.7064 0.7064 0.7064 0.7064
PP 0.7064 0.7064 0.7064 0.7064
S1 0.7064 0.7064 0.7064 0.7064
S2 0.7064 0.7064 0.7064
S3 0.7064 0.7064 0.7064
S4 0.7064 0.7064 0.7064
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7437 0.7363 0.7126
R3 0.7325 0.7251 0.7095
R2 0.7213 0.7213 0.7085
R1 0.7139 0.7139 0.7074 0.7120
PP 0.7101 0.7101 0.7101 0.7092
S1 0.7027 0.7027 0.7054 0.7008
S2 0.6989 0.6989 0.7043
S3 0.6877 0.6915 0.7033
S4 0.6765 0.6803 0.7002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7176 0.7064 0.0112 1.6% 0.0005 0.1% 0% False True 2
10 0.7176 0.7033 0.0143 2.0% 0.0008 0.1% 22% False False 1
20 0.7176 0.6970 0.0206 2.9% 0.0006 0.1% 46% False False 1
40 0.7209 0.6789 0.0420 5.9% 0.0006 0.1% 65% False False
60 0.7255 0.6789 0.0466 6.6% 0.0004 0.1% 59% False False 4
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7064
2.618 0.7064
1.618 0.7064
1.000 0.7064
0.618 0.7064
HIGH 0.7064
0.618 0.7064
0.500 0.7064
0.382 0.7064
LOW 0.7064
0.618 0.7064
1.000 0.7064
1.618 0.7064
2.618 0.7064
4.250 0.7064
Fisher Pivots for day following 26-Feb-2016
Pivot 1 day 3 day
R1 0.7064 0.7120
PP 0.7064 0.7101
S1 0.7064 0.7083

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

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