CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 09-Mar-2016
Day Change Summary
Previous Current
08-Mar-2016 09-Mar-2016 Change Change % Previous Week
Open 0.7432 0.7396 -0.0036 -0.5% 0.7092
High 0.7437 0.7495 0.0058 0.8% 0.7409
Low 0.7377 0.7380 0.0003 0.0% 0.7077
Close 0.7417 0.7482 0.0065 0.9% 0.7391
Range 0.0060 0.0115 0.0055 91.7% 0.0332
ATR 0.0088 0.0090 0.0002 2.1% 0.0000
Volume 25,507 64,663 39,156 153.5% 14,375
Daily Pivots for day following 09-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7797 0.7755 0.7545
R3 0.7682 0.7640 0.7514
R2 0.7567 0.7567 0.7503
R1 0.7525 0.7525 0.7493 0.7546
PP 0.7452 0.7452 0.7452 0.7463
S1 0.7410 0.7410 0.7471 0.7431
S2 0.7337 0.7337 0.7461
S3 0.7222 0.7295 0.7450
S4 0.7107 0.7180 0.7419
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 0.7495 0.7250 0.0245 3.3% 0.0091 1.2% 95% True False 21,972
10 0.7495 0.7077 0.0418 5.6% 0.0094 1.3% 97% True False 11,782
20 0.7495 0.6959 0.0536 7.2% 0.0089 1.2% 98% True False 6,181
40 0.7495 0.6787 0.0708 9.5% 0.0092 1.2% 98% True False 3,253
60 0.7495 0.6787 0.0708 9.5% 0.0082 1.1% 98% True False 2,209
80 0.7495 0.6787 0.0708 9.5% 0.0065 0.9% 98% True False 1,658
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7984
2.618 0.7796
1.618 0.7681
1.000 0.7610
0.618 0.7566
HIGH 0.7495
0.618 0.7451
0.500 0.7438
0.382 0.7424
LOW 0.7380
0.618 0.7309
1.000 0.7265
1.618 0.7194
2.618 0.7079
4.250 0.6891
Fisher Pivots for day following 09-Mar-2016
Pivot 1 day 3 day
R1 0.7467 0.7464
PP 0.7452 0.7446
S1 0.7438 0.7428

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

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