CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 23-Mar-2016
Day Change Summary
Previous Current
22-Mar-2016 23-Mar-2016 Change Change % Previous Week
Open 0.7528 0.7443 -0.0085 -1.1% 0.7500
High 0.7528 0.7443 -0.0085 -1.1% 0.7562
Low 0.7528 0.7443 -0.0085 -1.1% 0.7338
Close 0.7528 0.7443 -0.0085 -1.1% 0.7512
Range
ATR 0.0064 0.0066 0.0001 2.3% 0.0000
Volume
Daily Pivots for day following 23-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7443 0.7443 0.7443
R3 0.7443 0.7443 0.7443
R2 0.7443 0.7443 0.7443
R1 0.7443 0.7443 0.7443 0.7443
PP 0.7443 0.7443 0.7443 0.7443
S1 0.7443 0.7443 0.7443 0.7443
S2 0.7443 0.7443 0.7443
S3 0.7443 0.7443 0.7443
S4 0.7443 0.7443 0.7443
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 0.7443 0.0119 1.6% 0.0012 0.2% 0% False True 1
10 0.7562 0.7338 0.0224 3.0% 0.0026 0.3% 47% False False 2
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 0.7443
2.618 0.7443
1.618 0.7443
1.000 0.7443
0.618 0.7443
HIGH 0.7443
0.618 0.7443
0.500 0.7443
0.382 0.7443
LOW 0.7443
0.618 0.7443
1.000 0.7443
1.618 0.7443
2.618 0.7443
4.250 0.7443
Fisher Pivots for day following 23-Mar-2016
Pivot 1 day 3 day
R1 0.7443 0.7486
PP 0.7443 0.7471
S1 0.7443 0.7457

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

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