CME Australian Dollar Future June 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 0.7392 0.7432 0.0040 0.5% 0.7092
High 0.7452 0.7437 -0.0015 -0.2% 0.7409
Low 0.7360 0.7377 0.0017 0.2% 0.7077
Close 0.7437 0.7417 -0.0020 -0.3% 0.7391
Range 0.0092 0.0060 -0.0032 -34.8% 0.0332
ATR 0.0091 0.0088 -0.0002 -2.4% 0.0000
Volume 10,754 25,507 14,753 137.2% 14,375
Daily Pivots for day following 08-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7590 0.7564 0.7450
R3 0.7530 0.7504 0.7434
R2 0.7470 0.7470 0.7428
R1 0.7444 0.7444 0.7423 0.7427
PP 0.7410 0.7410 0.7410 0.7402
S1 0.7384 0.7384 0.7412 0.7367
S2 0.7350 0.7350 0.7406
S3 0.7290 0.7324 0.7401
S4 0.7230 0.7264 0.7384
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 0.7134 0.0318 4.3% 0.0095 1.3% 89% False False 9,546
10 0.7452 0.7077 0.0375 5.1% 0.0089 1.2% 91% False False 5,408
20 0.7452 0.6936 0.0516 7.0% 0.0089 1.2% 93% False False 2,971
40 0.7452 0.6787 0.0665 9.0% 0.0091 1.2% 95% False False 1,640
60 0.7452 0.6787 0.0665 9.0% 0.0080 1.1% 95% False False 1,132
80 0.7452 0.6787 0.0665 9.0% 0.0063 0.9% 95% False False 850
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 0.0018
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7692
2.618 0.7594
1.618 0.7534
1.000 0.7497
0.618 0.7474
HIGH 0.7437
0.618 0.7414
0.500 0.7407
0.382 0.7400
LOW 0.7377
0.618 0.7340
1.000 0.7317
1.618 0.7280
2.618 0.7220
4.250 0.7122
Fisher Pivots for day following 08-Mar-2016
Pivot 1 day 3 day
R1 0.7414 0.7405
PP 0.7410 0.7393
S1 0.7407 0.7381

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

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