CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 10-Feb-2016
Day Change Summary
Previous Current
09-Feb-2016 10-Feb-2016 Change Change % Previous Week
Open 0.7072 0.7063 -0.0009 -0.1% 0.7053
High 0.7085 0.7114 0.0029 0.4% 0.7231
Low 0.6962 0.7026 0.0064 0.9% 0.6989
Close 0.7043 0.7101 0.0058 0.8% 0.7054
Range 0.0123 0.0088 -0.0035 -28.5% 0.0242
ATR 0.0105 0.0104 -0.0001 -1.1% 0.0000
Volume 117,296 102,868 -14,428 -12.3% 501,868
Daily Pivots for day following 10-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7344 0.7311 0.7149
R3 0.7256 0.7223 0.7125
R2 0.7168 0.7168 0.7117
R1 0.7135 0.7135 0.7109 0.7152
PP 0.7080 0.7080 0.7080 0.7089
S1 0.7047 0.7047 0.7093 0.7064
S2 0.6992 0.6992 0.7085
S3 0.6904 0.6959 0.7077
S4 0.6816 0.6871 0.7053
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7817 0.7678 0.7187
R3 0.7575 0.7436 0.7121
R2 0.7333 0.7333 0.7098
R1 0.7194 0.7194 0.7076 0.7264
PP 0.7091 0.7091 0.7091 0.7126
S1 0.6952 0.6952 0.7032 0.7022
S2 0.6849 0.6849 0.7010
S3 0.6607 0.6710 0.6987
S4 0.6365 0.6468 0.6921
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7231 0.6962 0.0269 3.8% 0.0107 1.5% 52% False False 98,390
10 0.7231 0.6962 0.0269 3.8% 0.0111 1.6% 52% False False 101,990
20 0.7231 0.6809 0.0422 5.9% 0.0108 1.5% 69% False False 114,794
40 0.7302 0.6809 0.0493 6.9% 0.0097 1.4% 59% False False 93,686
60 0.7348 0.6809 0.0539 7.6% 0.0090 1.3% 54% False False 67,184
80 0.7348 0.6809 0.0539 7.6% 0.0084 1.2% 54% False False 50,454
100 0.7348 0.6809 0.0539 7.6% 0.0083 1.2% 54% False False 40,382
120 0.7348 0.6809 0.0539 7.6% 0.0081 1.1% 54% False False 33,655
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 0.0024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7488
2.618 0.7344
1.618 0.7256
1.000 0.7202
0.618 0.7168
HIGH 0.7114
0.618 0.7080
0.500 0.7070
0.382 0.7060
LOW 0.7026
0.618 0.6972
1.000 0.6938
1.618 0.6884
2.618 0.6796
4.250 0.6652
Fisher Pivots for day following 10-Feb-2016
Pivot 1 day 3 day
R1 0.7091 0.7081
PP 0.7080 0.7060
S1 0.7070 0.7040

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

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