CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 22-Jan-2016
Day Change Summary
Previous Current
21-Jan-2016 22-Jan-2016 Change Change % Previous Week
Open 0.6897 0.6984 0.0087 1.3% 0.6839
High 0.7001 0.7030 0.0029 0.4% 0.7030
Low 0.6858 0.6971 0.0113 1.6% 0.6811
Close 0.6973 0.6990 0.0017 0.2% 0.6990
Range 0.0143 0.0059 -0.0084 -58.7% 0.0219
ATR 0.0099 0.0096 -0.0003 -2.9% 0.0000
Volume 152,326 97,743 -54,583 -35.8% 598,865
Daily Pivots for day following 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7174 0.7141 0.7022
R3 0.7115 0.7082 0.7006
R2 0.7056 0.7056 0.7001
R1 0.7023 0.7023 0.6995 0.7040
PP 0.6997 0.6997 0.6997 0.7005
S1 0.6964 0.6964 0.6985 0.6981
S2 0.6938 0.6938 0.6979
S3 0.6879 0.6905 0.6974
S4 0.6820 0.6846 0.6958
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7601 0.7514 0.7110
R3 0.7382 0.7295 0.7050
R2 0.7163 0.7163 0.7030
R1 0.7076 0.7076 0.7010 0.7120
PP 0.6944 0.6944 0.6944 0.6965
S1 0.6857 0.6857 0.6970 0.6901
S2 0.6725 0.6725 0.6950
S3 0.6506 0.6638 0.6930
S4 0.6287 0.6419 0.6870
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7030 0.6809 0.0221 3.2% 0.0118 1.7% 82% True False 152,278
10 0.7057 0.6809 0.0248 3.5% 0.0109 1.6% 73% False False 135,456
20 0.7302 0.6809 0.0493 7.1% 0.0091 1.3% 37% False False 98,502
40 0.7348 0.6809 0.0539 7.7% 0.0089 1.3% 34% False False 68,314
60 0.7348 0.6809 0.0539 7.7% 0.0081 1.2% 34% False False 45,701
80 0.7348 0.6809 0.0539 7.7% 0.0080 1.2% 34% False False 34,302
100 0.7348 0.6809 0.0539 7.7% 0.0079 1.1% 34% False False 27,449
120 0.7348 0.6809 0.0539 7.7% 0.0074 1.1% 34% False False 22,875
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 0.0027
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.7281
2.618 0.7184
1.618 0.7125
1.000 0.7089
0.618 0.7066
HIGH 0.7030
0.618 0.7007
0.500 0.7001
0.382 0.6994
LOW 0.6971
0.618 0.6935
1.000 0.6912
1.618 0.6876
2.618 0.6817
4.250 0.6720
Fisher Pivots for day following 22-Jan-2016
Pivot 1 day 3 day
R1 0.7001 0.6967
PP 0.6997 0.6944
S1 0.6994 0.6921

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.