CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 16-Dec-2015

Day Change Summary
	Previous	Current
	15-Dec-2015	16-Dec-2015	Change	Change %	Previous Week
Open	0.7214	0.7165	-0.0049	-0.7%	0.7301
High	0.7250	0.7247	-0.0003	0.0%	0.7302
Low	0.7127	0.7143	0.0016	0.2%	0.7138
Close	0.7161	0.7224	0.0063	0.9%	0.7155
Range	0.0123	0.0104	-0.0019	-15.4%	0.0164
ATR	0.0087	0.0088	0.0001	1.4%	0.0000
Volume	77,062	82,500	5,438	7.1%	251,569

Daily Pivots for day following 16-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7517	0.7474	0.7281
R3	0.7413	0.7370	0.7253
R2	0.7309	0.7309	0.7243
R1	0.7266	0.7266	0.7234	0.7288
PP	0.7205	0.7205	0.7205	0.7215
S1	0.7162	0.7162	0.7214	0.7184
S2	0.7101	0.7101	0.7205
S3	0.6997	0.7058	0.7195
S4	0.6893	0.6954	0.7167

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7690	0.7587	0.7245
R3	0.7526	0.7423	0.7200
R2	0.7362	0.7362	0.7185
R1	0.7259	0.7259	0.7170	0.7229
PP	0.7198	0.7198	0.7198	0.7183
S1	0.7095	0.7095	0.7140	0.7065
S2	0.7034	0.7034	0.7125
S3	0.6870	0.6931	0.7110
S4	0.6706	0.6767	0.7065

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7300	0.7125	0.0175	2.4%	0.0108	1.5%	57%	False	False	73,197
10	0.7348	0.7125	0.0223	3.1%	0.0096	1.3%	44%	False	False	50,078
20	0.7348	0.7028	0.0320	4.4%	0.0084	1.2%	61%	False	False	25,949
40	0.7348	0.6973	0.0375	5.2%	0.0076	1.0%	67%	False	False	13,130
60	0.7348	0.6880	0.0468	6.5%	0.0076	1.1%	74%	False	False	8,790
80	0.7348	0.6850	0.0498	6.9%	0.0074	1.0%	75%	False	False	6,596
100	0.7348	0.6850	0.0498	6.9%	0.0070	1.0%	75%	False	False	5,278
120	0.7620	0.6850	0.0770	10.7%	0.0065	0.9%	49%	False	False	4,398

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7689
2.618	0.7519
1.618	0.7415
1.000	0.7351
0.618	0.7311
HIGH	0.7247
0.618	0.7207
0.500	0.7195
0.382	0.7183
LOW	0.7143
0.618	0.7079
1.000	0.7039
1.618	0.6975
2.618	0.6871
4.250	0.6701

Fisher Pivots for day following 16-Dec-2015
Pivot	1 day	3 day
R1	0.7214	0.7212
PP	0.7205	0.7200
S1	0.7195	0.7188

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols