CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 12-Jan-2016
Day Change Summary
Previous Current
11-Jan-2016 12-Jan-2016 Change Change % Previous Week
Open 0.6916 0.6971 0.0055 0.8% 0.7269
High 0.7014 0.7000 -0.0014 -0.2% 0.7275
Low 0.6907 0.6919 0.0012 0.2% 0.6929
Close 0.6961 0.6964 0.0003 0.0% 0.6963
Range 0.0107 0.0081 -0.0026 -24.3% 0.0346
ATR 0.0088 0.0087 0.0000 -0.6% 0.0000
Volume 111,344 104,727 -6,617 -5.9% 551,420
Daily Pivots for day following 12-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7204 0.7165 0.7009
R3 0.7123 0.7084 0.6986
R2 0.7042 0.7042 0.6979
R1 0.7003 0.7003 0.6971 0.6982
PP 0.6961 0.6961 0.6961 0.6951
S1 0.6922 0.6922 0.6957 0.6901
S2 0.6880 0.6880 0.6949
S3 0.6799 0.6841 0.6942
S4 0.6718 0.6760 0.6919
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8094 0.7874 0.7153
R3 0.7748 0.7528 0.7058
R2 0.7402 0.7402 0.7026
R1 0.7182 0.7182 0.6995 0.7119
PP 0.7056 0.7056 0.7056 0.7024
S1 0.6836 0.6836 0.6931 0.6773
S2 0.6710 0.6710 0.6900
S3 0.6364 0.6490 0.6868
S4 0.6018 0.6144 0.6773
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7148 0.6907 0.0241 3.5% 0.0109 1.6% 24% False False 120,044
10 0.7302 0.6907 0.0395 5.7% 0.0092 1.3% 14% False False 88,466
20 0.7302 0.6907 0.0395 5.7% 0.0085 1.2% 14% False False 72,578
40 0.7348 0.6907 0.0441 6.3% 0.0080 1.2% 13% False False 43,379
60 0.7348 0.6907 0.0441 6.3% 0.0076 1.1% 13% False False 29,008
80 0.7348 0.6880 0.0468 6.7% 0.0077 1.1% 18% False False 21,779
100 0.7348 0.6850 0.0498 7.2% 0.0076 1.1% 23% False False 17,427
120 0.7348 0.6850 0.0498 7.2% 0.0071 1.0% 23% False False 14,522
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7344
2.618 0.7212
1.618 0.7131
1.000 0.7081
0.618 0.7050
HIGH 0.7000
0.618 0.6969
0.500 0.6960
0.382 0.6950
LOW 0.6919
0.618 0.6869
1.000 0.6838
1.618 0.6788
2.618 0.6707
4.250 0.6575
Fisher Pivots for day following 12-Jan-2016
Pivot 1 day 3 day
R1 0.6963 0.6982
PP 0.6961 0.6976
S1 0.6960 0.6970

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

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