CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 03-Mar-2016

Day Change Summary
	Previous	Current
	02-Mar-2016	03-Mar-2016	Change	Change %	Previous Week
Open	0.7174	0.7284	0.0110	1.5%	0.7137
High	0.7298	0.7372	0.0074	1.0%	0.7253
Low	0.7161	0.7279	0.0118	1.6%	0.7121
Close	0.7294	0.7352	0.0058	0.8%	0.7121
Range	0.0137	0.0093	-0.0044	-32.1%	0.0132
ATR	0.0096	0.0096	0.0000	-0.2%	0.0000
Volume	114,033	83,019	-31,014	-27.2%	422,725

Daily Pivots for day following 03-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7613	0.7576	0.7403
R3	0.7520	0.7483	0.7378
R2	0.7427	0.7427	0.7369
R1	0.7390	0.7390	0.7361	0.7409
PP	0.7334	0.7334	0.7334	0.7344
S1	0.7297	0.7297	0.7343	0.7316
S2	0.7241	0.7241	0.7335
S3	0.7148	0.7204	0.7326
S4	0.7055	0.7111	0.7301

Weekly Pivots for week ending 26-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7561	0.7473	0.7194
R3	0.7429	0.7341	0.7157
R2	0.7297	0.7297	0.7145
R1	0.7209	0.7209	0.7133	0.7187
PP	0.7165	0.7165	0.7165	0.7154
S1	0.7077	0.7077	0.7109	0.7055
S2	0.7033	0.7033	0.7097
S3	0.6901	0.6945	0.7085
S4	0.6769	0.6813	0.7048

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7372	0.7104	0.0268	3.6%	0.0075	1.0%	93%	True	False	91,307
10	0.7372	0.7062	0.0310	4.2%	0.0079	1.1%	94%	True	False	87,067
20	0.7372	0.6962	0.0410	5.6%	0.0090	1.2%	95%	True	False	93,047
40	0.7372	0.6809	0.0563	7.7%	0.0099	1.4%	96%	True	False	106,627
60	0.7372	0.6809	0.0563	7.7%	0.0093	1.3%	96%	True	False	89,467
80	0.7372	0.6809	0.0563	7.7%	0.0088	1.2%	96%	True	False	67,520
100	0.7372	0.6809	0.0563	7.7%	0.0085	1.2%	96%	True	False	54,060
120	0.7372	0.6809	0.0563	7.7%	0.0083	1.1%	96%	True	False	45,062

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7767
2.618	0.7615
1.618	0.7522
1.000	0.7465
0.618	0.7429
HIGH	0.7372
0.618	0.7336
0.500	0.7326
0.382	0.7315
LOW	0.7279
0.618	0.7222
1.000	0.7186
1.618	0.7129
2.618	0.7036
4.250	0.6884

Fisher Pivots for day following 03-Mar-2016
Pivot	1 day	3 day
R1	0.7343	0.7314
PP	0.7334	0.7276
S1	0.7326	0.7239

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols