CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 17-Mar-2016
Day Change Summary
Previous Current
16-Mar-2016 17-Mar-2016 Change Change % Previous Week
Open 0.7338 0.7519 0.0181 2.5% 0.7325
High 0.7443 0.7562 0.0119 1.6% 0.7484
Low 0.7338 0.7519 0.0181 2.5% 0.7325
Close 0.7443 0.7562 0.0119 1.6% 0.7484
Range 0.0105 0.0043 -0.0062 -59.0% 0.0159
ATR
Volume 2 2 0 0.0% 3
Daily Pivots for day following 17-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7677 0.7662 0.7586
R3 0.7634 0.7619 0.7574
R2 0.7591 0.7591 0.7570
R1 0.7576 0.7576 0.7566 0.7584
PP 0.7548 0.7548 0.7548 0.7551
S1 0.7533 0.7533 0.7558 0.7541
S2 0.7505 0.7505 0.7554
S3 0.7462 0.7490 0.7550
S4 0.7419 0.7447 0.7538
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7908 0.7855 0.7571
R3 0.7749 0.7696 0.7528
R2 0.7590 0.7590 0.7513
R1 0.7537 0.7537 0.7499 0.7564
PP 0.7431 0.7431 0.7431 0.7444
S1 0.7378 0.7378 0.7469 0.7405
S2 0.7272 0.7272 0.7455
S3 0.7113 0.7219 0.7440
S4 0.6954 0.7060 0.7397
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7562 0.7338 0.0224 3.0% 0.0046 0.6% 100% True False 3
10 0.7562 0.7325 0.0237 3.1% 0.0033 0.4% 100% True False 2
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 0.7745
2.618 0.7675
1.618 0.7632
1.000 0.7605
0.618 0.7589
HIGH 0.7562
0.618 0.7546
0.500 0.7541
0.382 0.7535
LOW 0.7519
0.618 0.7492
1.000 0.7476
1.618 0.7449
2.618 0.7406
4.250 0.7336
Fisher Pivots for day following 17-Mar-2016
Pivot 1 day 3 day
R1 0.7555 0.7525
PP 0.7548 0.7487
S1 0.7541 0.7450

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

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