CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 11-Mar-2016
Day Change Summary
Previous Current
10-Mar-2016 11-Mar-2016 Change Change % Previous Week
Open 0.7438 0.7423 -0.0015 -0.2% 0.7392
High 0.7481 0.7551 0.0070 0.9% 0.7551
Low 0.7396 0.7416 0.0020 0.3% 0.7360
Close 0.7421 0.7541 0.0120 1.6% 0.7541
Range 0.0085 0.0135 0.0050 58.8% 0.0191
ATR 0.0090 0.0093 0.0003 3.6% 0.0000
Volume 67,819 106,999 39,180 57.8% 275,742
Daily Pivots for day following 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7908 0.7859 0.7615
R3 0.7773 0.7724 0.7578
R2 0.7638 0.7638 0.7566
R1 0.7589 0.7589 0.7553 0.7614
PP 0.7503 0.7503 0.7503 0.7515
S1 0.7454 0.7454 0.7529 0.7479
S2 0.7368 0.7368 0.7516
S3 0.7233 0.7319 0.7504
S4 0.7098 0.7184 0.7467
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.8057 0.7990 0.7646
R3 0.7866 0.7799 0.7594
R2 0.7675 0.7675 0.7576
R1 0.7608 0.7608 0.7559 0.7642
PP 0.7484 0.7484 0.7484 0.7501
S1 0.7417 0.7417 0.7523 0.7451
S2 0.7293 0.7293 0.7506
S3 0.7102 0.7226 0.7488
S4 0.6911 0.7035 0.7436
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7551 0.7360 0.0191 2.5% 0.0097 1.3% 95% True False 55,148
10 0.7551 0.7077 0.0474 6.3% 0.0094 1.3% 98% True False 29,011
20 0.7551 0.7028 0.0523 6.9% 0.0089 1.2% 98% True False 14,889
40 0.7551 0.6787 0.0764 10.1% 0.0093 1.2% 99% True False 7,605
60 0.7551 0.6787 0.0764 10.1% 0.0085 1.1% 99% True False 5,123
80 0.7551 0.6787 0.0764 10.1% 0.0067 0.9% 99% True False 3,843
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8125
2.618 0.7904
1.618 0.7769
1.000 0.7686
0.618 0.7634
HIGH 0.7551
0.618 0.7499
0.500 0.7484
0.382 0.7468
LOW 0.7416
0.618 0.7333
1.000 0.7281
1.618 0.7198
2.618 0.7063
4.250 0.6842
Fisher Pivots for day following 11-Mar-2016
Pivot 1 day 3 day
R1 0.7522 0.7516
PP 0.7503 0.7491
S1 0.7484 0.7466

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

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