CME Australian Dollar Future March 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 0.7185 0.7219 0.0034 0.5% 0.7137
High 0.7239 0.7121 -0.0118 -1.6% 0.7253
Low 0.7152 0.7121 -0.0031 -0.4% 0.7121
Close 0.7234 0.7121 -0.0113 -1.6% 0.7121
Range 0.0087 0.0000 -0.0087 -100.0% 0.0132
ATR 0.0095 0.0096 0.0001 1.3% 0.0000
Volume 85,644 87,894 2,250 2.6% 422,725
Daily Pivots for day following 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7121 0.7121 0.7121
R3 0.7121 0.7121 0.7121
R2 0.7121 0.7121 0.7121
R1 0.7121 0.7121 0.7121 0.7121
PP 0.7121 0.7121 0.7121 0.7121
S1 0.7121 0.7121 0.7121 0.7121
S2 0.7121 0.7121 0.7121
S3 0.7121 0.7121 0.7121
S4 0.7121 0.7121 0.7121
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7561 0.7473 0.7194
R3 0.7429 0.7341 0.7157
R2 0.7297 0.7297 0.7145
R1 0.7209 0.7209 0.7133 0.7187
PP 0.7165 0.7165 0.7165 0.7154
S1 0.7077 0.7077 0.7109 0.7055
S2 0.7033 0.7033 0.7097
S3 0.6901 0.6945 0.7085
S4 0.6769 0.6813 0.7048
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7253 0.7121 0.0132 1.9% 0.0065 0.9% 0% False True 84,545
10 0.7253 0.7053 0.0200 2.8% 0.0073 1.0% 34% False False 86,638
20 0.7253 0.6962 0.0291 4.1% 0.0094 1.3% 55% False False 95,911
40 0.7302 0.6809 0.0493 6.9% 0.0098 1.4% 63% False False 103,562
60 0.7348 0.6809 0.0539 7.6% 0.0092 1.3% 58% False False 83,696
80 0.7348 0.6809 0.0539 7.6% 0.0086 1.2% 58% False False 62,925
100 0.7348 0.6809 0.0539 7.6% 0.0085 1.2% 58% False False 50,378
120 0.7348 0.6809 0.0539 7.6% 0.0083 1.2% 58% False False 41,990
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0006
Narrowest range in 125 trading days
Fibonacci Retracements and Extensions
4.250 0.7121
2.618 0.7121
1.618 0.7121
1.000 0.7121
0.618 0.7121
HIGH 0.7121
0.618 0.7121
0.500 0.7121
0.382 0.7121
LOW 0.7121
0.618 0.7121
1.000 0.7121
1.618 0.7121
2.618 0.7121
4.250 0.7121
Fisher Pivots for day following 26-Feb-2016
Pivot 1 day 3 day
R1 0.7121 0.7180
PP 0.7121 0.7160
S1 0.7121 0.7141

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

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