CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 15-Mar-2016
Day Change Summary
Previous Current
14-Mar-2016 15-Mar-2016 Change Change % Previous Week
Open 0.7476 0.7415 -0.0061 -0.8% 0.7366
High 0.7487 0.7415 -0.0072 -1.0% 0.7513
Low 0.7412 0.7389 -0.0023 -0.3% 0.7339
Close 0.7444 0.7389 -0.0055 -0.7% 0.7510
Range 0.0075 0.0026 -0.0049 -65.3% 0.0174
ATR 0.0065 0.0064 -0.0001 -1.1% 0.0000
Volume 101 3 -98 -97.0% 50
Daily Pivots for day following 15-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7476 0.7458 0.7403
R3 0.7450 0.7432 0.7396
R2 0.7424 0.7424 0.7394
R1 0.7406 0.7406 0.7391 0.7402
PP 0.7398 0.7398 0.7398 0.7396
S1 0.7380 0.7380 0.7387 0.7376
S2 0.7372 0.7372 0.7384
S3 0.7346 0.7354 0.7382
S4 0.7320 0.7328 0.7375
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7976 0.7917 0.7606
R3 0.7802 0.7743 0.7558
R2 0.7628 0.7628 0.7542
R1 0.7569 0.7569 0.7526 0.7598
PP 0.7454 0.7454 0.7454 0.7469
S1 0.7395 0.7395 0.7494 0.7425
S2 0.7280 0.7280 0.7478
S3 0.7106 0.7221 0.7462
S4 0.6932 0.7047 0.7414
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7513 0.7350 0.0163 2.2% 0.0067 0.9% 24% False False 28
10 0.7513 0.7225 0.0288 3.9% 0.0054 0.7% 57% False False 16
20 0.7513 0.7028 0.0485 6.6% 0.0033 0.5% 74% False False 9
40 0.7513 0.6828 0.0685 9.3% 0.0018 0.2% 82% False False 4
60 0.7513 0.6789 0.0724 9.8% 0.0014 0.2% 83% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0003
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7525
2.618 0.7483
1.618 0.7457
1.000 0.7441
0.618 0.7431
HIGH 0.7415
0.618 0.7405
0.500 0.7402
0.382 0.7399
LOW 0.7389
0.618 0.7373
1.000 0.7363
1.618 0.7347
2.618 0.7321
4.250 0.7279
Fisher Pivots for day following 15-Mar-2016
Pivot 1 day 3 day
R1 0.7402 0.7451
PP 0.7398 0.7430
S1 0.7393 0.7410

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.