CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 04-Mar-2016
Day Change Summary
Previous Current
03-Mar-2016 04-Mar-2016 Change Change % Previous Week
Open 0.7225 0.7315 0.0090 1.2% 0.7028
High 0.7300 0.7360 0.0060 0.8% 0.7360
Low 0.7225 0.7315 0.0090 1.2% 0.7028
Close 0.7292 0.7360 0.0068 0.9% 0.7360
Range 0.0075 0.0045 -0.0030 -40.0% 0.0332
ATR 0.0050 0.0052 0.0001 2.5% 0.0000
Volume 6 3 -3 -50.0% 10
Daily Pivots for day following 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7480 0.7465 0.7385
R3 0.7435 0.7420 0.7372
R2 0.7390 0.7390 0.7368
R1 0.7375 0.7375 0.7364 0.7383
PP 0.7345 0.7345 0.7345 0.7349
S1 0.7330 0.7330 0.7356 0.7338
S2 0.7300 0.7300 0.7352
S3 0.7255 0.7285 0.7348
S4 0.7210 0.7240 0.7335
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.8245 0.8135 0.7543
R3 0.7913 0.7803 0.7451
R2 0.7581 0.7581 0.7421
R1 0.7471 0.7471 0.7390 0.7526
PP 0.7249 0.7249 0.7249 0.7277
S1 0.7139 0.7139 0.7330 0.7194
S2 0.6917 0.6917 0.7299
S3 0.6585 0.6807 0.7269
S4 0.6253 0.6475 0.7177
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7360 0.7028 0.0332 4.5% 0.0033 0.5% 100% True False 2
10 0.7360 0.7028 0.0332 4.5% 0.0019 0.3% 100% True False 2
20 0.7360 0.6970 0.0390 5.3% 0.0014 0.2% 100% True False 1
40 0.7360 0.6789 0.0571 7.8% 0.0010 0.1% 100% True False
60 0.7360 0.6789 0.0571 7.8% 0.0007 0.1% 100% True 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 0.7551
2.618 0.7478
1.618 0.7433
1.000 0.7405
0.618 0.7388
HIGH 0.7360
0.618 0.7343
0.500 0.7338
0.382 0.7332
LOW 0.7315
0.618 0.7287
1.000 0.7270
1.618 0.7242
2.618 0.7197
4.250 0.7124
Fisher Pivots for day following 04-Mar-2016
Pivot 1 day 3 day
R1 0.7353 0.7338
PP 0.7345 0.7315
S1 0.7338 0.7293

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

View Archives - Comment on this page... - Back to Index of Symbols