CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 26-Feb-2016
Day Change Summary
Previous Current
25-Feb-2016 26-Feb-2016 Change Change % Previous Week
Open 0.7153 0.7193 0.0040 0.6% 0.7106
High 0.7207 0.7221 0.0014 0.2% 0.7221
Low 0.7123 0.7086 -0.0037 -0.5% 0.7086
Close 0.7204 0.7092 -0.0112 -1.6% 0.7092
Range 0.0084 0.0135 0.0051 60.7% 0.0135
ATR 0.0086 0.0089 0.0004 4.1% 0.0000
Volume 1,028 1,498 470 45.7% 5,147
Daily Pivots for day following 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7538 0.7450 0.7166
R3 0.7403 0.7315 0.7129
R2 0.7268 0.7268 0.7117
R1 0.7180 0.7180 0.7104 0.7157
PP 0.7133 0.7133 0.7133 0.7121
S1 0.7045 0.7045 0.7080 0.7022
S2 0.6998 0.6998 0.7067
S3 0.6863 0.6910 0.7055
S4 0.6728 0.6775 0.7018
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7538 0.7450 0.7166
R3 0.7403 0.7315 0.7129
R2 0.7268 0.7268 0.7117
R1 0.7180 0.7180 0.7104 0.7157
PP 0.7133 0.7133 0.7133 0.7121
S1 0.7045 0.7045 0.7080 0.7022
S2 0.6998 0.6998 0.7067
S3 0.6863 0.6910 0.7055
S4 0.6728 0.6775 0.7018
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7221 0.7086 0.0135 1.9% 0.0089 1.2% 4% True True 1,029
10 0.7221 0.7028 0.0193 2.7% 0.0083 1.2% 33% True False 768
20 0.7221 0.6936 0.0285 4.0% 0.0092 1.3% 55% True False 575
40 0.7265 0.6787 0.0478 6.7% 0.0090 1.3% 64% False False 404
60 0.7300 0.6787 0.0513 7.2% 0.0073 1.0% 59% False False 289
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7795
2.618 0.7574
1.618 0.7439
1.000 0.7356
0.618 0.7304
HIGH 0.7221
0.618 0.7169
0.500 0.7154
0.382 0.7138
LOW 0.7086
0.618 0.7003
1.000 0.6951
1.618 0.6868
2.618 0.6733
4.250 0.6512
Fisher Pivots for day following 26-Feb-2016
Pivot 1 day 3 day
R1 0.7154 0.7154
PP 0.7133 0.7133
S1 0.7113 0.7113

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.