CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 24-Mar-2016
Day Change Summary
Previous Current
23-Mar-2016 24-Mar-2016 Change Change % Previous Week
Open 0.7443 0.7415 -0.0028 -0.4% 0.7500
High 0.7443 0.7436 -0.0007 -0.1% 0.7562
Low 0.7443 0.7415 -0.0028 -0.4% 0.7338
Close 0.7443 0.7436 -0.0007 -0.1% 0.7512
Range 0.0000 0.0021 0.0021 0.0224
ATR 0.0066 0.0063 -0.0003 -4.1% 0.0000
Volume 0 1 1 20
Daily Pivots for day following 24-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7492 0.7485 0.7448
R3 0.7471 0.7464 0.7442
R2 0.7450 0.7450 0.7440
R1 0.7443 0.7443 0.7438 0.7447
PP 0.7429 0.7429 0.7429 0.7431
S1 0.7422 0.7422 0.7434 0.7426
S2 0.7408 0.7408 0.7432
S3 0.7387 0.7401 0.7430
S4 0.7366 0.7380 0.7424
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 0.7528 0.7415 0.0113 1.5% 0.0008 0.1% 19% False True 1
10 0.7562 0.7338 0.0224 3.0% 0.0027 0.4% 44% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7525
2.618 0.7491
1.618 0.7470
1.000 0.7457
0.618 0.7449
HIGH 0.7436
0.618 0.7428
0.500 0.7426
0.382 0.7423
LOW 0.7415
0.618 0.7402
1.000 0.7394
1.618 0.7381
2.618 0.7360
4.250 0.7326
Fisher Pivots for day following 24-Mar-2016
Pivot 1 day 3 day
R1 0.7433 0.7472
PP 0.7429 0.7460
S1 0.7426 0.7448

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

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