CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 02-Mar-2016
Day Change Summary
Previous Current
01-Mar-2016 02-Mar-2016 Change Change % Previous Week
Open 0.7114 0.7235 0.0121 1.7% 0.7165
High 0.7114 0.7235 0.0121 1.7% 0.7176
Low 0.7114 0.7235 0.0121 1.7% 0.7064
Close 0.7114 0.7235 0.0121 1.7% 0.7064
Range
ATR 0.0043 0.0049 0.0006 13.0% 0.0000
Volume
Daily Pivots for day following 02-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7235 0.7235 0.7235
R3 0.7235 0.7235 0.7235
R2 0.7235 0.7235 0.7235
R1 0.7235 0.7235 0.7235 0.7235
PP 0.7235 0.7235 0.7235 0.7235
S1 0.7235 0.7235 0.7235 0.7235
S2 0.7235 0.7235 0.7235
S3 0.7235 0.7235 0.7235
S4 0.7235 0.7235 0.7235
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 0.7235 0.7028 0.0207 2.9% 0.0015 0.2% 100% True False 2
10 0.7235 0.7028 0.0207 2.9% 0.0007 0.1% 100% True False 1
20 0.7235 0.6970 0.0265 3.7% 0.0008 0.1% 100% True False 1
40 0.7235 0.6789 0.0446 6.2% 0.0007 0.1% 100% True False
60 0.7246 0.6789 0.0457 6.3% 0.0005 0.1% 98% False False 4
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 0.7235
2.618 0.7235
1.618 0.7235
1.000 0.7235
0.618 0.7235
HIGH 0.7235
0.618 0.7235
0.500 0.7235
0.382 0.7235
LOW 0.7235
0.618 0.7235
1.000 0.7235
1.618 0.7235
2.618 0.7235
4.250 0.7235
Fisher Pivots for day following 02-Mar-2016
Pivot 1 day 3 day
R1 0.7235 0.7201
PP 0.7235 0.7166
S1 0.7235 0.7132

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

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