CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 10-Mar-2016
Day Change Summary
Previous Current
09-Mar-2016 10-Mar-2016 Change Change % Previous Week
Open 0.7351 0.7415 0.0064 0.9% 0.7028
High 0.7451 0.7415 -0.0036 -0.5% 0.7360
Low 0.7350 0.7370 0.0020 0.3% 0.7028
Close 0.7451 0.7391 -0.0060 -0.8% 0.7360
Range 0.0101 0.0045 -0.0056 -55.4% 0.0332
ATR 0.0056 0.0058 0.0002 3.2% 0.0000
Volume 14 5 -9 -64.3% 10
Daily Pivots for day following 10-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7527 0.7504 0.7416
R3 0.7482 0.7459 0.7403
R2 0.7437 0.7437 0.7399
R1 0.7414 0.7414 0.7395 0.7403
PP 0.7392 0.7392 0.7392 0.7387
S1 0.7369 0.7369 0.7387 0.7358
S2 0.7347 0.7347 0.7383
S3 0.7302 0.7324 0.7379
S4 0.7257 0.7279 0.7366
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 0.7451 0.7315 0.0136 1.8% 0.0056 0.8% 56% False False 6
10 0.7451 0.7028 0.0423 5.7% 0.0040 0.5% 86% False False 4
20 0.7451 0.7028 0.0423 5.7% 0.0024 0.3% 86% False False 2
40 0.7451 0.6789 0.0662 9.0% 0.0015 0.2% 91% False False 1
60 0.7451 0.6789 0.0662 9.0% 0.0010 0.1% 91% False False 1
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7606
2.618 0.7533
1.618 0.7488
1.000 0.7460
0.618 0.7443
HIGH 0.7415
0.618 0.7398
0.500 0.7393
0.382 0.7387
LOW 0.7370
0.618 0.7342
1.000 0.7325
1.618 0.7297
2.618 0.7252
4.250 0.7179
Fisher Pivots for day following 10-Mar-2016
Pivot 1 day 3 day
R1 0.7393 0.7395
PP 0.7392 0.7394
S1 0.7392 0.7392

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

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