CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 05-Feb-2016
Day Change Summary
Previous Current
04-Feb-2016 05-Feb-2016 Change Change % Previous Week
Open 0.7150 0.7183 0.0033 0.5% 0.7053
High 0.7231 0.7210 -0.0021 -0.3% 0.7231
Low 0.7142 0.7052 -0.0090 -1.3% 0.6989
Close 0.7191 0.7054 -0.0137 -1.9% 0.7054
Range 0.0089 0.0158 0.0069 77.5% 0.0242
ATR 0.0101 0.0105 0.0004 4.0% 0.0000
Volume 92,613 105,744 13,131 14.2% 501,868
Daily Pivots for day following 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7579 0.7475 0.7141
R3 0.7421 0.7317 0.7097
R2 0.7263 0.7263 0.7083
R1 0.7159 0.7159 0.7068 0.7132
PP 0.7105 0.7105 0.7105 0.7092
S1 0.7001 0.7001 0.7040 0.6974
S2 0.6947 0.6947 0.7025
S3 0.6789 0.6843 0.7011
S4 0.6631 0.6685 0.6967
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7817 0.7678 0.7187
R3 0.7575 0.7436 0.7121
R2 0.7333 0.7333 0.7098
R1 0.7194 0.7194 0.7076 0.7264
PP 0.7091 0.7091 0.7091 0.7126
S1 0.6952 0.6952 0.7032 0.7022
S2 0.6849 0.6849 0.7010
S3 0.6607 0.6710 0.6987
S4 0.6365 0.6468 0.6921
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7231 0.6989 0.0242 3.4% 0.0123 1.7% 27% False False 100,373
10 0.7231 0.6903 0.0328 4.6% 0.0110 1.6% 46% False False 99,997
20 0.7231 0.6809 0.0422 6.0% 0.0109 1.6% 58% False False 117,727
40 0.7302 0.6809 0.0493 7.0% 0.0096 1.4% 50% False False 91,281
60 0.7348 0.6809 0.0539 7.6% 0.0088 1.2% 45% False False 62,311
80 0.7348 0.6809 0.0539 7.6% 0.0084 1.2% 45% False False 46,790
100 0.7348 0.6809 0.0539 7.6% 0.0083 1.2% 45% False False 37,448
120 0.7348 0.6809 0.0539 7.6% 0.0079 1.1% 45% False False 31,208
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 0.0022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7882
2.618 0.7624
1.618 0.7466
1.000 0.7368
0.618 0.7308
HIGH 0.7210
0.618 0.7150
0.500 0.7131
0.382 0.7112
LOW 0.7052
0.618 0.6954
1.000 0.6894
1.618 0.6796
2.618 0.6638
4.250 0.6381
Fisher Pivots for day following 05-Feb-2016
Pivot 1 day 3 day
R1 0.7131 0.7110
PP 0.7105 0.7091
S1 0.7080 0.7073

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

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