CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 28-Mar-2016
Day Change Summary
Previous Current
24-Mar-2016 28-Mar-2016 Change Change % Previous Week
Open 0.7415 0.7470 0.0055 0.7% 0.7507
High 0.7436 0.7470 0.0034 0.5% 0.7528
Low 0.7415 0.7457 0.0042 0.6% 0.7415
Close 0.7436 0.7457 0.0021 0.3% 0.7436
Range 0.0021 0.0013 -0.0008 -38.1% 0.0113
ATR 0.0063 0.0061 -0.0002 -3.3% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 28-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7500 0.7492 0.7464
R3 0.7487 0.7479 0.7461
R2 0.7474 0.7474 0.7459
R1 0.7466 0.7466 0.7458 0.7464
PP 0.7461 0.7461 0.7461 0.7460
S1 0.7453 0.7453 0.7456 0.7451
S2 0.7448 0.7448 0.7455
S3 0.7435 0.7440 0.7453
S4 0.7422 0.7427 0.7450
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7799 0.7730 0.7498
R3 0.7686 0.7617 0.7467
R2 0.7573 0.7573 0.7457
R1 0.7504 0.7504 0.7446 0.7482
PP 0.7460 0.7460 0.7460 0.7449
S1 0.7391 0.7391 0.7426 0.7369
S2 0.7347 0.7347 0.7415
S3 0.7234 0.7278 0.7405
S4 0.7121 0.7165 0.7374
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% 0.0007 0.1% 37% False False 1
10 0.7562 0.7338 0.0224 3.0% 0.0028 0.4% 53% 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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7525
2.618 0.7504
1.618 0.7491
1.000 0.7483
0.618 0.7478
HIGH 0.7470
0.618 0.7465
0.500 0.7464
0.382 0.7462
LOW 0.7457
0.618 0.7449
1.000 0.7444
1.618 0.7436
2.618 0.7423
4.250 0.7402
Fisher Pivots for day following 28-Mar-2016
Pivot 1 day 3 day
R1 0.7464 0.7452
PP 0.7461 0.7447
S1 0.7459 0.7443

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

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