CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 30-Mar-2016
Day Change Summary
Previous Current
29-Mar-2016 30-Mar-2016 Change Change % Previous Week
Open 0.7551 0.7586 0.0035 0.5% 0.7507
High 0.7551 0.7586 0.0035 0.5% 0.7528
Low 0.7551 0.7586 0.0035 0.5% 0.7415
Close 0.7551 0.7586 0.0035 0.5% 0.7436
Range
ATR 0.0063 0.0061 -0.0002 -3.2% 0.0000
Volume
Daily Pivots for day following 30-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7586 0.7586 0.7586
R3 0.7586 0.7586 0.7586
R2 0.7586 0.7586 0.7586
R1 0.7586 0.7586 0.7586 0.7586
PP 0.7586 0.7586 0.7586 0.7586
S1 0.7586 0.7586 0.7586 0.7586
S2 0.7586 0.7586 0.7586
S3 0.7586 0.7586 0.7586
S4 0.7586 0.7586 0.7586
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 0.7586 0.7415 0.0171 2.3% 0.0007 0.1% 100% True False
10 0.7586 0.7338 0.0248 3.3% 0.0020 0.3% 100% True False 1
20 0.7586 0.7167 0.0419 5.5% 0.0021 0.3% 100% True False 1
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 0.7586
2.618 0.7586
1.618 0.7586
1.000 0.7586
0.618 0.7586
HIGH 0.7586
0.618 0.7586
0.500 0.7586
0.382 0.7586
LOW 0.7586
0.618 0.7586
1.000 0.7586
1.618 0.7586
2.618 0.7586
4.250 0.7586
Fisher Pivots for day following 30-Mar-2016
Pivot 1 day 3 day
R1 0.7586 0.7565
PP 0.7586 0.7543
S1 0.7586 0.7522

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

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