CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 18-Mar-2016
Day Change Summary
Previous Current
17-Mar-2016 18-Mar-2016 Change Change % Previous Week
Open 0.7519 0.7527 0.0008 0.1% 0.7500
High 0.7562 0.7527 -0.0035 -0.5% 0.7562
Low 0.7519 0.7512 -0.0007 -0.1% 0.7338
Close 0.7562 0.7512 -0.0050 -0.7% 0.7512
Range 0.0043 0.0015 -0.0028 -65.1% 0.0224
ATR 0.0000 0.0072 0.0072 0.0000
Volume 2 4 2 100.0% 20
Daily Pivots for day following 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7562 0.7552 0.7520
R3 0.7547 0.7537 0.7516
R2 0.7532 0.7532 0.7515
R1 0.7522 0.7522 0.7513 0.7520
PP 0.7517 0.7517 0.7517 0.7516
S1 0.7507 0.7507 0.7511 0.7505
S2 0.7502 0.7502 0.7509
S3 0.7487 0.7492 0.7508
S4 0.7472 0.7477 0.7504
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.8143 0.8051 0.7635
R3 0.7919 0.7827 0.7574
R2 0.7695 0.7695 0.7553
R1 0.7603 0.7603 0.7533 0.7649
PP 0.7471 0.7471 0.7471 0.7494
S1 0.7379 0.7379 0.7491 0.7425
S2 0.7247 0.7247 0.7471
S3 0.7023 0.7155 0.7450
S4 0.6799 0.6931 0.7389
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% 0.0049 0.7% 78% False False 4
10 0.7562 0.7325 0.0237 3.2% 0.0031 0.4% 79% False 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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7591
2.618 0.7566
1.618 0.7551
1.000 0.7542
0.618 0.7536
HIGH 0.7527
0.618 0.7521
0.500 0.7520
0.382 0.7518
LOW 0.7512
0.618 0.7503
1.000 0.7497
1.618 0.7488
2.618 0.7473
4.250 0.7448
Fisher Pivots for day following 18-Mar-2016
Pivot 1 day 3 day
R1 0.7520 0.7491
PP 0.7517 0.7471
S1 0.7515 0.7450

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

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