CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 31-Mar-2016
Day Change Summary
Previous Current
30-Mar-2016 31-Mar-2016 Change Change % Previous Week
Open 0.7573 0.7585 0.0012 0.2% 0.7527
High 0.7648 0.7647 -0.0001 0.0% 0.7574
Low 0.7568 0.7585 0.0017 0.2% 0.7420
Close 0.7613 0.7618 0.0005 0.1% 0.7463
Range 0.0080 0.0062 -0.0018 -22.5% 0.0154
ATR 0.0072 0.0071 -0.0001 -1.0% 0.0000
Volume 47 84 37 78.7% 150
Daily Pivots for day following 31-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7803 0.7772 0.7652
R3 0.7741 0.7710 0.7635
R2 0.7679 0.7679 0.7629
R1 0.7648 0.7648 0.7624 0.7664
PP 0.7617 0.7617 0.7617 0.7624
S1 0.7586 0.7586 0.7612 0.7602
S2 0.7555 0.7555 0.7607
S3 0.7493 0.7524 0.7601
S4 0.7431 0.7462 0.7584
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7948 0.7859 0.7548
R3 0.7794 0.7705 0.7505
R2 0.7640 0.7640 0.7491
R1 0.7551 0.7551 0.7477 0.7519
PP 0.7486 0.7486 0.7486 0.7469
S1 0.7397 0.7397 0.7449 0.7365
S2 0.7332 0.7332 0.7435
S3 0.7178 0.7243 0.7421
S4 0.7024 0.7089 0.7378
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7648 0.7420 0.0228 3.0% 0.0067 0.9% 87% False False 54
10 0.7648 0.7420 0.0228 3.0% 0.0070 0.9% 87% False False 47
20 0.7648 0.7225 0.0423 5.6% 0.0069 0.9% 93% False False 32
40 0.7648 0.6970 0.0678 8.9% 0.0039 0.5% 96% False False 16
60 0.7648 0.6789 0.0859 11.3% 0.0028 0.4% 97% False False 11
80 0.7648 0.6789 0.0859 11.3% 0.0021 0.3% 97% False False 11
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7911
2.618 0.7809
1.618 0.7747
1.000 0.7709
0.618 0.7685
HIGH 0.7647
0.618 0.7623
0.500 0.7616
0.382 0.7609
LOW 0.7585
0.618 0.7547
1.000 0.7523
1.618 0.7485
2.618 0.7423
4.250 0.7321
Fisher Pivots for day following 31-Mar-2016
Pivot 1 day 3 day
R1 0.7617 0.7597
PP 0.7617 0.7576
S1 0.7616 0.7555

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

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