CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 17-Feb-2016
Day Change Summary
Previous Current
16-Feb-2016 17-Feb-2016 Change Change % Previous Week
Open 0.7099 0.7103 0.0004 0.1% 0.7065
High 0.7173 0.7179 0.0006 0.1% 0.7144
Low 0.7072 0.7076 0.0004 0.1% 0.6962
Close 0.7091 0.7159 0.0068 1.0% 0.7092
Range 0.0101 0.0103 0.0002 2.0% 0.0182
ATR 0.0105 0.0105 0.0000 -0.1% 0.0000
Volume 131,936 87,188 -44,748 -33.9% 503,859
Daily Pivots for day following 17-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7447 0.7406 0.7216
R3 0.7344 0.7303 0.7187
R2 0.7241 0.7241 0.7178
R1 0.7200 0.7200 0.7168 0.7221
PP 0.7138 0.7138 0.7138 0.7148
S1 0.7097 0.7097 0.7150 0.7118
S2 0.7035 0.7035 0.7140
S3 0.6932 0.6994 0.7131
S4 0.6829 0.6891 0.7102
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7612 0.7534 0.7192
R3 0.7430 0.7352 0.7142
R2 0.7248 0.7248 0.7125
R1 0.7170 0.7170 0.7109 0.7209
PP 0.7066 0.7066 0.7066 0.7086
S1 0.6988 0.6988 0.7075 0.7027
S2 0.6884 0.6884 0.7059
S3 0.6702 0.6806 0.7042
S4 0.6520 0.6624 0.6992
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7179 0.6975 0.0204 2.8% 0.0105 1.5% 90% True False 106,451
10 0.7231 0.6962 0.0269 3.8% 0.0116 1.6% 73% False False 105,548
20 0.7231 0.6811 0.0420 5.9% 0.0106 1.5% 83% False False 106,167
40 0.7302 0.6809 0.0493 6.9% 0.0096 1.3% 71% False False 96,289
60 0.7348 0.6809 0.0539 7.5% 0.0093 1.3% 65% False False 74,316
80 0.7348 0.6809 0.0539 7.5% 0.0086 1.2% 65% False False 55,816
100 0.7348 0.6809 0.0539 7.5% 0.0085 1.2% 65% False False 44,675
120 0.7348 0.6809 0.0539 7.5% 0.0081 1.1% 65% False False 37,232
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 0.0025
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7617
2.618 0.7449
1.618 0.7346
1.000 0.7282
0.618 0.7243
HIGH 0.7179
0.618 0.7140
0.500 0.7128
0.382 0.7115
LOW 0.7076
0.618 0.7012
1.000 0.6973
1.618 0.6909
2.618 0.6806
4.250 0.6638
Fisher Pivots for day following 17-Feb-2016
Pivot 1 day 3 day
R1 0.7149 0.7145
PP 0.7138 0.7130
S1 0.7128 0.7116

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

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