CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 12-Feb-2016
Day Change Summary
Previous Current
11-Feb-2016 12-Feb-2016 Change Change % Previous Week
Open 0.7088 0.7115 0.0027 0.4% 0.7065
High 0.7144 0.7119 -0.0025 -0.3% 0.7144
Low 0.6975 0.7053 0.0078 1.1% 0.6962
Close 0.7088 0.7092 0.0004 0.1% 0.7092
Range 0.0169 0.0066 -0.0103 -60.9% 0.0182
ATR 0.0108 0.0105 -0.0003 -2.8% 0.0000
Volume 133,973 76,291 -57,682 -43.1% 503,859
Daily Pivots for day following 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7286 0.7255 0.7128
R3 0.7220 0.7189 0.7110
R2 0.7154 0.7154 0.7104
R1 0.7123 0.7123 0.7098 0.7106
PP 0.7088 0.7088 0.7088 0.7079
S1 0.7057 0.7057 0.7086 0.7040
S2 0.7022 0.7022 0.7080
S3 0.6956 0.6991 0.7074
S4 0.6890 0.6925 0.7056
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7612 0.7534 0.7192
R3 0.7430 0.7352 0.7142
R2 0.7248 0.7248 0.7125
R1 0.7170 0.7170 0.7109 0.7209
PP 0.7066 0.7066 0.7066 0.7086
S1 0.6988 0.6988 0.7075 0.7027
S2 0.6884 0.6884 0.7059
S3 0.6702 0.6806 0.7042
S4 0.6520 0.6624 0.6992
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7144 0.6962 0.0182 2.6% 0.0105 1.5% 71% False False 100,771
10 0.7231 0.6962 0.0269 3.8% 0.0114 1.6% 48% False False 100,572
20 0.7231 0.6809 0.0422 6.0% 0.0111 1.6% 67% False False 113,261
40 0.7302 0.6809 0.0493 7.0% 0.0097 1.4% 57% False False 95,089
60 0.7348 0.6809 0.0539 7.6% 0.0092 1.3% 53% False False 70,675
80 0.7348 0.6809 0.0539 7.6% 0.0085 1.2% 53% False False 53,079
100 0.7348 0.6809 0.0539 7.6% 0.0084 1.2% 53% False False 42,484
120 0.7348 0.6809 0.0539 7.6% 0.0082 1.2% 53% False False 35,407
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.7400
2.618 0.7292
1.618 0.7226
1.000 0.7185
0.618 0.7160
HIGH 0.7119
0.618 0.7094
0.500 0.7086
0.382 0.7078
LOW 0.7053
0.618 0.7012
1.000 0.6987
1.618 0.6946
2.618 0.6880
4.250 0.6773
Fisher Pivots for day following 12-Feb-2016
Pivot 1 day 3 day
R1 0.7090 0.7081
PP 0.7088 0.7070
S1 0.7086 0.7060

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.