CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 03-Mar-2016
Day Change Summary
Previous Current
02-Mar-2016 03-Mar-2016 Change Change % Previous Week
Open 0.7174 0.7284 0.0110 1.5% 0.7137
High 0.7298 0.7372 0.0074 1.0% 0.7253
Low 0.7161 0.7279 0.0118 1.6% 0.7121
Close 0.7294 0.7352 0.0058 0.8% 0.7121
Range 0.0137 0.0093 -0.0044 -32.1% 0.0132
ATR 0.0096 0.0096 0.0000 -0.2% 0.0000
Volume 114,033 83,019 -31,014 -27.2% 422,725
Daily Pivots for day following 03-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7613 0.7576 0.7403
R3 0.7520 0.7483 0.7378
R2 0.7427 0.7427 0.7369
R1 0.7390 0.7390 0.7361 0.7409
PP 0.7334 0.7334 0.7334 0.7344
S1 0.7297 0.7297 0.7343 0.7316
S2 0.7241 0.7241 0.7335
S3 0.7148 0.7204 0.7326
S4 0.7055 0.7111 0.7301
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7561 0.7473 0.7194
R3 0.7429 0.7341 0.7157
R2 0.7297 0.7297 0.7145
R1 0.7209 0.7209 0.7133 0.7187
PP 0.7165 0.7165 0.7165 0.7154
S1 0.7077 0.7077 0.7109 0.7055
S2 0.7033 0.7033 0.7097
S3 0.6901 0.6945 0.7085
S4 0.6769 0.6813 0.7048
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7372 0.7104 0.0268 3.6% 0.0075 1.0% 93% True False 91,307
10 0.7372 0.7062 0.0310 4.2% 0.0079 1.1% 94% True False 87,067
20 0.7372 0.6962 0.0410 5.6% 0.0090 1.2% 95% True False 93,047
40 0.7372 0.6809 0.0563 7.7% 0.0099 1.4% 96% True False 106,627
60 0.7372 0.6809 0.0563 7.7% 0.0093 1.3% 96% True False 89,467
80 0.7372 0.6809 0.0563 7.7% 0.0088 1.2% 96% True False 67,520
100 0.7372 0.6809 0.0563 7.7% 0.0085 1.2% 96% True False 54,060
120 0.7372 0.6809 0.0563 7.7% 0.0083 1.1% 96% True False 45,062
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7767
2.618 0.7615
1.618 0.7522
1.000 0.7465
0.618 0.7429
HIGH 0.7372
0.618 0.7336
0.500 0.7326
0.382 0.7315
LOW 0.7279
0.618 0.7222
1.000 0.7186
1.618 0.7129
2.618 0.7036
4.250 0.6884
Fisher Pivots for day following 03-Mar-2016
Pivot 1 day 3 day
R1 0.7343 0.7314
PP 0.7334 0.7276
S1 0.7326 0.7239

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

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