CME Australian Dollar Future June 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 0.7114 0.7106 -0.0008 -0.1% 0.7079
High 0.7118 0.7208 0.0090 1.3% 0.7148
Low 0.7034 0.7103 0.0069 1.0% 0.7034
Close 0.7110 0.7194 0.0084 1.2% 0.7110
Range 0.0084 0.0105 0.0021 25.0% 0.0114
ATR 0.0089 0.0090 0.0001 1.3% 0.0000
Volume 698 430 -268 -38.4% 2,190
Daily Pivots for day following 22-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7483 0.7444 0.7252
R3 0.7378 0.7339 0.7223
R2 0.7273 0.7273 0.7213
R1 0.7234 0.7234 0.7204 0.7254
PP 0.7168 0.7168 0.7168 0.7178
S1 0.7129 0.7129 0.7184 0.7149
S2 0.7063 0.7063 0.7175
S3 0.6958 0.7024 0.7165
S4 0.6853 0.6919 0.7136
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7439 0.7389 0.7173
R3 0.7325 0.7275 0.7141
R2 0.7211 0.7211 0.7131
R1 0.7161 0.7161 0.7120 0.7186
PP 0.7097 0.7097 0.7097 0.7110
S1 0.7047 0.7047 0.7100 0.7072
S2 0.6983 0.6983 0.7089
S3 0.6869 0.6933 0.7079
S4 0.6755 0.6819 0.7047
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7208 0.7034 0.0174 2.4% 0.0086 1.2% 92% True False 524
10 0.7208 0.6936 0.0272 3.8% 0.0089 1.2% 95% True False 436
20 0.7208 0.6880 0.0328 4.6% 0.0092 1.3% 96% True False 385
40 0.7265 0.6787 0.0478 6.6% 0.0085 1.2% 85% False False 299
60 0.7300 0.6787 0.0513 7.1% 0.0067 0.9% 79% False False 210
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7654
2.618 0.7483
1.618 0.7378
1.000 0.7313
0.618 0.7273
HIGH 0.7208
0.618 0.7168
0.500 0.7156
0.382 0.7143
LOW 0.7103
0.618 0.7038
1.000 0.6998
1.618 0.6933
2.618 0.6828
4.250 0.6657
Fisher Pivots for day following 22-Feb-2016
Pivot 1 day 3 day
R1 0.7181 0.7170
PP 0.7168 0.7145
S1 0.7156 0.7121

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

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