CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 04-Mar-2016
Day Change Summary
Previous Current
03-Mar-2016 04-Mar-2016 Change Change % Previous Week
Open 0.7251 0.7316 0.0065 0.9% 0.7092
High 0.7341 0.7409 0.0068 0.9% 0.7409
Low 0.7250 0.7310 0.0060 0.8% 0.7077
Close 0.7321 0.7391 0.0070 1.0% 0.7391
Range 0.0091 0.0099 0.0008 8.8% 0.0332
ATR 0.0090 0.0091 0.0001 0.7% 0.0000
Volume 3,318 5,621 2,303 69.4% 14,375
Daily Pivots for day following 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7667 0.7628 0.7445
R3 0.7568 0.7529 0.7418
R2 0.7469 0.7469 0.7409
R1 0.7430 0.7430 0.7400 0.7450
PP 0.7370 0.7370 0.7370 0.7380
S1 0.7331 0.7331 0.7382 0.7351
S2 0.7271 0.7271 0.7373
S3 0.7172 0.7232 0.7364
S4 0.7073 0.7133 0.7337
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.8288 0.8172 0.7574
R3 0.7956 0.7840 0.7482
R2 0.7624 0.7624 0.7452
R1 0.7508 0.7508 0.7421 0.7566
PP 0.7292 0.7292 0.7292 0.7322
S1 0.7176 0.7176 0.7361 0.7234
S2 0.6960 0.6960 0.7330
S3 0.6628 0.6844 0.7300
S4 0.6296 0.6512 0.7208
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7409 0.7077 0.0332 4.5% 0.0091 1.2% 95% True False 2,875
10 0.7409 0.7077 0.0332 4.5% 0.0090 1.2% 95% True False 1,952
20 0.7409 0.6936 0.0473 6.4% 0.0091 1.2% 96% True False 1,191
40 0.7409 0.6787 0.0622 8.4% 0.0092 1.2% 97% True False 743
60 0.7409 0.6787 0.0622 8.4% 0.0079 1.1% 97% True False 528
80 0.7409 0.6787 0.0622 8.4% 0.0061 0.8% 97% True False 396
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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7830
2.618 0.7668
1.618 0.7569
1.000 0.7508
0.618 0.7470
HIGH 0.7409
0.618 0.7371
0.500 0.7360
0.382 0.7348
LOW 0.7310
0.618 0.7249
1.000 0.7211
1.618 0.7150
2.618 0.7051
4.250 0.6889
Fisher Pivots for day following 04-Mar-2016
Pivot 1 day 3 day
R1 0.7381 0.7351
PP 0.7370 0.7311
S1 0.7360 0.7272

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.