CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 10-Mar-2016
Day Change Summary
Previous Current
09-Mar-2016 10-Mar-2016 Change Change % Previous Week
Open 0.7424 0.7472 0.0048 0.6% 0.7117
High 0.7527 0.7511 -0.0016 -0.2% 0.7449
Low 0.7410 0.7427 0.0017 0.2% 0.7104
Close 0.7513 0.7452 -0.0061 -0.8% 0.7422
Range 0.0117 0.0084 -0.0033 -28.2% 0.0345
ATR 0.0096 0.0095 -0.0001 -0.7% 0.0000
Volume 155,070 144,308 -10,762 -6.9% 485,052
Daily Pivots for day following 10-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7715 0.7668 0.7498
R3 0.7631 0.7584 0.7475
R2 0.7547 0.7547 0.7467
R1 0.7500 0.7500 0.7460 0.7482
PP 0.7463 0.7463 0.7463 0.7454
S1 0.7416 0.7416 0.7444 0.7398
S2 0.7379 0.7379 0.7437
S3 0.7295 0.7332 0.7429
S4 0.7211 0.7248 0.7406
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 0.7527 0.7337 0.0190 2.5% 0.0093 1.2% 61% False False 119,207
10 0.7527 0.7104 0.0423 5.7% 0.0084 1.1% 82% False False 105,257
20 0.7527 0.6975 0.0552 7.4% 0.0087 1.2% 86% False False 98,251
40 0.7527 0.6809 0.0718 9.6% 0.0097 1.3% 90% False False 106,522
60 0.7527 0.6809 0.0718 9.6% 0.0093 1.3% 90% False False 95,208
80 0.7527 0.6809 0.0718 9.6% 0.0089 1.2% 90% False False 74,951
100 0.7527 0.6809 0.0718 9.6% 0.0085 1.1% 90% False False 60,014
120 0.7527 0.6809 0.0718 9.6% 0.0084 1.1% 90% False False 50,027
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 0.7868
2.618 0.7731
1.618 0.7647
1.000 0.7595
0.618 0.7563
HIGH 0.7511
0.618 0.7479
0.500 0.7469
0.382 0.7459
LOW 0.7427
0.618 0.7375
1.000 0.7343
1.618 0.7291
2.618 0.7207
4.250 0.7070
Fisher Pivots for day following 10-Mar-2016
Pivot 1 day 3 day
R1 0.7469 0.7468
PP 0.7463 0.7463
S1 0.7458 0.7457

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

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