CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 08-Mar-2016
Day Change Summary
Previous Current
07-Mar-2016 08-Mar-2016 Change Change % Previous Week
Open 0.7421 0.7463 0.0042 0.6% 0.7117
High 0.7482 0.7469 -0.0013 -0.2% 0.7449
Low 0.7391 0.7409 0.0018 0.2% 0.7104
Close 0.7468 0.7448 -0.0020 -0.3% 0.7422
Range 0.0091 0.0060 -0.0031 -34.1% 0.0345
ATR 0.0097 0.0094 -0.0003 -2.7% 0.0000
Volume 84,214 96,036 11,822 14.0% 485,052
Daily Pivots for day following 08-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7622 0.7595 0.7481
R3 0.7562 0.7535 0.7465
R2 0.7502 0.7502 0.7459
R1 0.7475 0.7475 0.7454 0.7459
PP 0.7442 0.7442 0.7442 0.7434
S1 0.7415 0.7415 0.7443 0.7399
S2 0.7382 0.7382 0.7437
S3 0.7322 0.7355 0.7432
S4 0.7262 0.7295 0.7415
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.8360 0.8236 0.7612
R3 0.8015 0.7891 0.7517
R2 0.7670 0.7670 0.7485
R1 0.7546 0.7546 0.7454 0.7608
PP 0.7325 0.7325 0.7325 0.7356
S1 0.7201 0.7201 0.7390 0.7263
S2 0.6980 0.6980 0.7359
S3 0.6635 0.6856 0.7327
S4 0.6290 0.6511 0.7232
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7482 0.7161 0.0321 4.3% 0.0099 1.3% 89% False False 98,742
10 0.7482 0.7104 0.0378 5.1% 0.0079 1.1% 91% False False 92,995
20 0.7482 0.6962 0.0520 7.0% 0.0087 1.2% 93% False False 94,291
40 0.7482 0.6809 0.0673 9.0% 0.0097 1.3% 95% False False 104,440
60 0.7482 0.6809 0.0673 9.0% 0.0093 1.3% 95% False False 92,374
80 0.7482 0.6809 0.0673 9.0% 0.0088 1.2% 95% False False 71,222
100 0.7482 0.6809 0.0673 9.0% 0.0085 1.1% 95% False False 57,022
120 0.7482 0.6809 0.0673 9.0% 0.0084 1.1% 95% False False 47,533
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0007
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7724
2.618 0.7626
1.618 0.7566
1.000 0.7529
0.618 0.7506
HIGH 0.7469
0.618 0.7446
0.500 0.7439
0.382 0.7432
LOW 0.7409
0.618 0.7372
1.000 0.7349
1.618 0.7312
2.618 0.7252
4.250 0.7154
Fisher Pivots for day following 08-Mar-2016
Pivot 1 day 3 day
R1 0.7445 0.7435
PP 0.7442 0.7422
S1 0.7439 0.7410

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

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