CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 02-Jun-2016
Day Change Summary
Previous Current
01-Jun-2016 02-Jun-2016 Change Change % Previous Week
Open 0.7202 0.7227 0.0025 0.3% 0.7199
High 0.7271 0.7242 -0.0029 -0.4% 0.7226
Low 0.7199 0.7175 -0.0024 -0.3% 0.7115
Close 0.7228 0.7196 -0.0032 -0.4% 0.7171
Range 0.0072 0.0067 -0.0005 -6.9% 0.0111
ATR 0.0076 0.0075 -0.0001 -0.8% 0.0000
Volume 2,628 1,766 -862 -32.8% 3,757
Daily Pivots for day following 02-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7405 0.7368 0.7233
R3 0.7338 0.7301 0.7214
R2 0.7271 0.7271 0.7208
R1 0.7234 0.7234 0.7202 0.7219
PP 0.7204 0.7204 0.7204 0.7197
S1 0.7167 0.7167 0.7190 0.7152
S2 0.7137 0.7137 0.7184
S3 0.7070 0.7100 0.7178
S4 0.7003 0.7033 0.7159
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 0.7504 0.7448 0.7232
R3 0.7393 0.7337 0.7202
R2 0.7282 0.7282 0.7191
R1 0.7226 0.7226 0.7181 0.7199
PP 0.7171 0.7171 0.7171 0.7157
S1 0.7115 0.7115 0.7161 0.7088
S2 0.7060 0.7060 0.7151
S3 0.6949 0.7004 0.7140
S4 0.6838 0.6893 0.7110
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7271 0.7122 0.0149 2.1% 0.0077 1.1% 50% False False 2,098
10 0.7271 0.7115 0.0156 2.2% 0.0066 0.9% 52% False False 1,484
20 0.7475 0.7115 0.0360 5.0% 0.0070 1.0% 22% False False 913
40 0.7777 0.7115 0.0662 9.2% 0.0079 1.1% 12% False False 565
60 0.7777 0.7115 0.0662 9.2% 0.0077 1.1% 12% False False 390
80 0.7777 0.6970 0.0807 11.2% 0.0062 0.9% 28% False False 293
100 0.7777 0.6789 0.0988 13.7% 0.0051 0.7% 41% False False 234
120 0.7777 0.6789 0.0988 13.7% 0.0043 0.6% 41% False False 195
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 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7527
2.618 0.7417
1.618 0.7350
1.000 0.7309
0.618 0.7283
HIGH 0.7242
0.618 0.7216
0.500 0.7209
0.382 0.7201
LOW 0.7175
0.618 0.7134
1.000 0.7108
1.618 0.7067
2.618 0.7000
4.250 0.6890
Fisher Pivots for day following 02-Jun-2016
Pivot 1 day 3 day
R1 0.7209 0.7197
PP 0.7204 0.7196
S1 0.7200 0.7196

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

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