CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 07-Mar-2016
Day Change Summary
Previous Current
04-Mar-2016 07-Mar-2016 Change Change % Previous Week
Open 0.7316 0.7392 0.0076 1.0% 0.7092
High 0.7409 0.7452 0.0043 0.6% 0.7409
Low 0.7310 0.7360 0.0050 0.7% 0.7077
Close 0.7391 0.7437 0.0046 0.6% 0.7391
Range 0.0099 0.0092 -0.0007 -7.1% 0.0332
ATR 0.0091 0.0091 0.0000 0.1% 0.0000
Volume 5,621 10,754 5,133 91.3% 14,375
Daily Pivots for day following 07-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7692 0.7657 0.7488
R3 0.7600 0.7565 0.7462
R2 0.7508 0.7508 0.7454
R1 0.7473 0.7473 0.7445 0.7491
PP 0.7416 0.7416 0.7416 0.7425
S1 0.7381 0.7381 0.7429 0.7399
S2 0.7324 0.7324 0.7420
S3 0.7232 0.7289 0.7412
S4 0.7140 0.7197 0.7386
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 0.7452 0.7078 0.0374 5.0% 0.0098 1.3% 96% True False 4,642
10 0.7452 0.7077 0.0375 5.0% 0.0089 1.2% 96% True False 2,984
20 0.7452 0.6936 0.0516 6.9% 0.0089 1.2% 97% True False 1,710
40 0.7452 0.6787 0.0665 8.9% 0.0092 1.2% 98% True False 1,007
60 0.7452 0.6787 0.0665 8.9% 0.0080 1.1% 98% True False 707
80 0.7452 0.6787 0.0665 8.9% 0.0063 0.8% 98% True False 531
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 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7843
2.618 0.7693
1.618 0.7601
1.000 0.7544
0.618 0.7509
HIGH 0.7452
0.618 0.7417
0.500 0.7406
0.382 0.7395
LOW 0.7360
0.618 0.7303
1.000 0.7268
1.618 0.7211
2.618 0.7119
4.250 0.6969
Fisher Pivots for day following 07-Mar-2016
Pivot 1 day 3 day
R1 0.7427 0.7408
PP 0.7416 0.7380
S1 0.7406 0.7351

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

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