CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 08-Mar-2016

Day Change Summary
	Previous	Current
	07-Mar-2016	08-Mar-2016	Change	Change %	Previous Week
Open	0.7421	0.7463	0.0042	0.6%	0.7117
High	0.7482	0.7469	-0.0013	-0.2%	0.7449
Low	0.7391	0.7409	0.0018	0.2%	0.7104
Close	0.7468	0.7448	-0.0020	-0.3%	0.7422
Range	0.0091	0.0060	-0.0031	-34.1%	0.0345
ATR	0.0097	0.0094	-0.0003	-2.7%	0.0000
Volume	84,214	96,036	11,822	14.0%	485,052

Daily Pivots for day following 08-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7622	0.7595	0.7481
R3	0.7562	0.7535	0.7465
R2	0.7502	0.7502	0.7459
R1	0.7475	0.7475	0.7454	0.7459
PP	0.7442	0.7442	0.7442	0.7434
S1	0.7415	0.7415	0.7443	0.7399
S2	0.7382	0.7382	0.7437
S3	0.7322	0.7355	0.7432
S4	0.7262	0.7295	0.7415

Weekly Pivots for week ending 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8360	0.8236	0.7612
R3	0.8015	0.7891	0.7517
R2	0.7670	0.7670	0.7485
R1	0.7546	0.7546	0.7454	0.7608
PP	0.7325	0.7325	0.7325	0.7356
S1	0.7201	0.7201	0.7390	0.7263
S2	0.6980	0.6980	0.7359
S3	0.6635	0.6856	0.7327
S4	0.6290	0.6511	0.7232

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7482	0.7161	0.0321	4.3%	0.0099	1.3%	89%	False	False	98,742
10	0.7482	0.7104	0.0378	5.1%	0.0079	1.1%	91%	False	False	92,995
20	0.7482	0.6962	0.0520	7.0%	0.0087	1.2%	93%	False	False	94,291
40	0.7482	0.6809	0.0673	9.0%	0.0097	1.3%	95%	False	False	104,440
60	0.7482	0.6809	0.0673	9.0%	0.0093	1.3%	95%	False	False	92,374
80	0.7482	0.6809	0.0673	9.0%	0.0088	1.2%	95%	False	False	71,222
100	0.7482	0.6809	0.0673	9.0%	0.0085	1.1%	95%	False	False	57,022
120	0.7482	0.6809	0.0673	9.0%	0.0084	1.1%	95%	False	False	47,533

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	0.0007
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7724
2.618	0.7626
1.618	0.7566
1.000	0.7529
0.618	0.7506
HIGH	0.7469
0.618	0.7446
0.500	0.7439
0.382	0.7432
LOW	0.7409
0.618	0.7372
1.000	0.7349
1.618	0.7312
2.618	0.7252
4.250	0.7154

Fisher Pivots for day following 08-Mar-2016
Pivot	1 day	3 day
R1	0.7445	0.7435
PP	0.7442	0.7422
S1	0.7439	0.7410

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