CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 03-Feb-2016
Day Change Summary
Previous Current
02-Feb-2016 03-Feb-2016 Change Change % Previous Week
Open 0.7094 0.7014 -0.0080 -1.1% 0.6988
High 0.7124 0.7177 0.0053 0.7% 0.7127
Low 0.7021 0.6989 -0.0032 -0.5% 0.6903
Close 0.7035 0.7165 0.0130 1.8% 0.7053
Range 0.0103 0.0188 0.0085 82.5% 0.0224
ATR 0.0096 0.0102 0.0007 6.9% 0.0000
Volume 92,000 134,141 42,141 45.8% 498,111
Daily Pivots for day following 03-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7674 0.7608 0.7268
R3 0.7486 0.7420 0.7217
R2 0.7298 0.7298 0.7199
R1 0.7232 0.7232 0.7182 0.7265
PP 0.7110 0.7110 0.7110 0.7127
S1 0.7044 0.7044 0.7148 0.7077
S2 0.6922 0.6922 0.7131
S3 0.6734 0.6856 0.7113
S4 0.6546 0.6668 0.7062
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7700 0.7600 0.7176
R3 0.7476 0.7376 0.7115
R2 0.7252 0.7252 0.7094
R1 0.7152 0.7152 0.7074 0.7202
PP 0.7028 0.7028 0.7028 0.7053
S1 0.6928 0.6928 0.7032 0.6978
S2 0.6804 0.6804 0.7012
S3 0.6580 0.6704 0.6991
S4 0.6356 0.6480 0.6930
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7177 0.6989 0.0188 2.6% 0.0115 1.6% 94% True True 105,590
10 0.7177 0.6858 0.0319 4.5% 0.0105 1.5% 96% True False 105,169
20 0.7177 0.6809 0.0368 5.1% 0.0108 1.5% 97% True False 120,207
40 0.7302 0.6809 0.0493 6.9% 0.0094 1.3% 72% False False 87,676
60 0.7348 0.6809 0.0539 7.5% 0.0087 1.2% 66% False False 59,011
80 0.7348 0.6809 0.0539 7.5% 0.0083 1.2% 66% False False 44,314
100 0.7348 0.6809 0.0539 7.5% 0.0082 1.1% 66% False False 35,465
120 0.7348 0.6809 0.0539 7.5% 0.0078 1.1% 66% False False 29,555
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 112 trading days
Fibonacci Retracements and Extensions
4.250 0.7976
2.618 0.7669
1.618 0.7481
1.000 0.7365
0.618 0.7293
HIGH 0.7177
0.618 0.7105
0.500 0.7083
0.382 0.7061
LOW 0.6989
0.618 0.6873
1.000 0.6801
1.618 0.6685
2.618 0.6497
4.250 0.6190
Fisher Pivots for day following 03-Feb-2016
Pivot 1 day 3 day
R1 0.7138 0.7138
PP 0.7110 0.7110
S1 0.7083 0.7083

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

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