CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 06-Jan-2016
Day Change Summary
Previous Current
05-Jan-2016 06-Jan-2016 Change Change % Previous Week
Open 0.7157 0.7136 -0.0021 -0.3% 0.7251
High 0.7190 0.7148 -0.0042 -0.6% 0.7302
Low 0.7109 0.7025 -0.0084 -1.2% 0.7221
Close 0.7127 0.7037 -0.0090 -1.3% 0.7266
Range 0.0081 0.0123 0.0042 51.9% 0.0081
ATR 0.0078 0.0081 0.0003 4.1% 0.0000
Volume 73,652 110,149 36,497 49.6% 141,094
Daily Pivots for day following 06-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7439 0.7361 0.7105
R3 0.7316 0.7238 0.7071
R2 0.7193 0.7193 0.7060
R1 0.7115 0.7115 0.7048 0.7093
PP 0.7070 0.7070 0.7070 0.7059
S1 0.6992 0.6992 0.7026 0.6970
S2 0.6947 0.6947 0.7014
S3 0.6824 0.6869 0.7003
S4 0.6701 0.6746 0.6969
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7506 0.7467 0.7311
R3 0.7425 0.7386 0.7288
R2 0.7344 0.7344 0.7281
R1 0.7305 0.7305 0.7273 0.7325
PP 0.7263 0.7263 0.7263 0.7273
S1 0.7224 0.7224 0.7259 0.7244
S2 0.7182 0.7182 0.7251
S3 0.7101 0.7143 0.7244
S4 0.7020 0.7062 0.7221
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7302 0.7025 0.0277 3.9% 0.0088 1.3% 4% False True 71,235
10 0.7302 0.7025 0.0277 3.9% 0.0070 1.0% 4% False True 52,132
20 0.7302 0.7025 0.0277 3.9% 0.0082 1.2% 4% False True 59,615
40 0.7348 0.6973 0.0375 5.3% 0.0075 1.1% 17% False False 31,160
60 0.7348 0.6973 0.0375 5.3% 0.0075 1.1% 17% False False 20,849
80 0.7348 0.6880 0.0468 6.7% 0.0076 1.1% 34% False False 15,656
100 0.7348 0.6850 0.0498 7.1% 0.0072 1.0% 38% False False 12,526
120 0.7354 0.6850 0.0504 7.2% 0.0069 1.0% 37% False False 10,438
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7671
2.618 0.7470
1.618 0.7347
1.000 0.7271
0.618 0.7224
HIGH 0.7148
0.618 0.7101
0.500 0.7087
0.382 0.7072
LOW 0.7025
0.618 0.6949
1.000 0.6902
1.618 0.6826
2.618 0.6703
4.250 0.6502
Fisher Pivots for day following 06-Jan-2016
Pivot 1 day 3 day
R1 0.7087 0.7150
PP 0.7070 0.7112
S1 0.7054 0.7075

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

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