CME Australian Dollar Future June 2016

Trading Metrics calculated at close of trading on 18-Mar-2016

Day Change Summary
	Previous	Current
	17-Mar-2016	18-Mar-2016	Change	Change %	Previous Week
Open	0.7530	0.7611	0.0081	1.1%	0.7520
High	0.7626	0.7651	0.0025	0.3%	0.7651
Low	0.7503	0.7565	0.0062	0.8%	0.7385
Close	0.7621	0.7570	-0.0051	-0.7%	0.7570
Range	0.0123	0.0086	-0.0037	-30.1%	0.0266
ATR	0.0099	0.0098	-0.0001	-0.9%	0.0000
Volume	119,765	70,439	-49,326	-41.2%	453,339

Daily Pivots for day following 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7853	0.7798	0.7617
R3	0.7767	0.7712	0.7594
R2	0.7681	0.7681	0.7586
R1	0.7626	0.7626	0.7578	0.7611
PP	0.7595	0.7595	0.7595	0.7588
S1	0.7540	0.7540	0.7562	0.7525
S2	0.7509	0.7509	0.7554
S3	0.7423	0.7454	0.7546
S4	0.7337	0.7368	0.7523

Weekly Pivots for week ending 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8333	0.8218	0.7716
R3	0.8067	0.7952	0.7643
R2	0.7801	0.7801	0.7619
R1	0.7686	0.7686	0.7594	0.7744
PP	0.7535	0.7535	0.7535	0.7564
S1	0.7420	0.7420	0.7546	0.7478
S2	0.7269	0.7269	0.7521
S3	0.7003	0.7154	0.7497
S4	0.6737	0.6888	0.7424

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7651	0.7385	0.0266	3.5%	0.0108	1.4%	70%	True	False	90,667
10	0.7651	0.7360	0.0291	3.8%	0.0103	1.4%	72%	True	False	72,908
20	0.7651	0.7077	0.0574	7.6%	0.0096	1.3%	86%	True	False	37,430
40	0.7651	0.6880	0.0771	10.2%	0.0093	1.2%	89%	True	False	18,901
60	0.7651	0.6787	0.0864	11.4%	0.0087	1.2%	91%	True	False	12,669
80	0.7651	0.6787	0.0864	11.4%	0.0073	1.0%	91%	True	False	9,510

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	0.0027
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8017
2.618	0.7876
1.618	0.7790
1.000	0.7737
0.618	0.7704
HIGH	0.7651
0.618	0.7618
0.500	0.7608
0.382	0.7598
LOW	0.7565
0.618	0.7512
1.000	0.7479
1.618	0.7426
2.618	0.7340
4.250	0.7200

Fisher Pivots for day following 18-Mar-2016
Pivot	1 day	3 day
R1	0.7608	0.7553
PP	0.7595	0.7535
S1	0.7583	0.7518

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