CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 22-Feb-2016
Day Change Summary
Previous Current
19-Feb-2016 22-Feb-2016 Change Change % Previous Week
Open 0.7146 0.7137 -0.0009 -0.1% 0.7099
High 0.7149 0.7240 0.0091 1.3% 0.7179
Low 0.7062 0.7129 0.0067 0.9% 0.7062
Close 0.7139 0.7224 0.0085 1.2% 0.7139
Range 0.0087 0.0111 0.0024 27.6% 0.0117
ATR 0.0100 0.0101 0.0001 0.8% 0.0000
Volume 79,305 80,890 1,585 2.0% 367,368
Daily Pivots for day following 22-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7531 0.7488 0.7285
R3 0.7420 0.7377 0.7255
R2 0.7309 0.7309 0.7244
R1 0.7266 0.7266 0.7234 0.7288
PP 0.7198 0.7198 0.7198 0.7208
S1 0.7155 0.7155 0.7214 0.7177
S2 0.7087 0.7087 0.7204
S3 0.6976 0.7044 0.7193
S4 0.6865 0.6933 0.7163
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7478 0.7425 0.7203
R3 0.7361 0.7308 0.7171
R2 0.7244 0.7244 0.7160
R1 0.7191 0.7191 0.7150 0.7218
PP 0.7127 0.7127 0.7127 0.7140
S1 0.7074 0.7074 0.7128 0.7101
S2 0.7010 0.7010 0.7118
S3 0.6893 0.6957 0.7107
S4 0.6776 0.6840 0.7075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7240 0.7062 0.0178 2.5% 0.0090 1.2% 91% True False 89,651
10 0.7240 0.6962 0.0278 3.8% 0.0098 1.3% 94% True False 95,211
20 0.7240 0.6903 0.0337 4.7% 0.0104 1.4% 95% True False 97,604
40 0.7302 0.6809 0.0493 6.8% 0.0097 1.3% 84% False False 98,053
60 0.7348 0.6809 0.0539 7.5% 0.0094 1.3% 77% False False 78,077
80 0.7348 0.6809 0.0539 7.5% 0.0087 1.2% 77% False False 58,677
100 0.7348 0.6809 0.0539 7.5% 0.0085 1.2% 77% False False 46,962
120 0.7348 0.6809 0.0539 7.5% 0.0083 1.1% 77% False False 39,142
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7712
2.618 0.7531
1.618 0.7420
1.000 0.7351
0.618 0.7309
HIGH 0.7240
0.618 0.7198
0.500 0.7185
0.382 0.7171
LOW 0.7129
0.618 0.7060
1.000 0.7018
1.618 0.6949
2.618 0.6838
4.250 0.6657
Fisher Pivots for day following 22-Feb-2016
Pivot 1 day 3 day
R1 0.7211 0.7200
PP 0.7198 0.7175
S1 0.7185 0.7151

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.