CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 04-Jan-2016
Day Change Summary
Previous Current
31-Dec-2015 04-Jan-2016 Change Change % Previous Week
Open 0.7265 0.7227 -0.0038 -0.5% 0.7228
High 0.7265 0.7227 -0.0038 -0.5% 0.7265
Low 0.7222 0.7110 -0.0112 -1.6% 0.7195
Close 0.7236 0.7129 -0.0107 -1.5% 0.7236
Range 0.0043 0.0117 0.0074 172.1% 0.0070
ATR 0.0055 0.0060 0.0005 9.3% 0.0000
Volume 25 596 571 2,284.0% 514
Daily Pivots for day following 04-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7506 0.7435 0.7193
R3 0.7389 0.7318 0.7161
R2 0.7272 0.7272 0.7150
R1 0.7201 0.7201 0.7140 0.7178
PP 0.7155 0.7155 0.7155 0.7144
S1 0.7084 0.7084 0.7118 0.7061
S2 0.7038 0.7038 0.7108
S3 0.6921 0.6967 0.7097
S4 0.6804 0.6850 0.7065
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7442 0.7409 0.7275
R3 0.7372 0.7339 0.7255
R2 0.7302 0.7302 0.7249
R1 0.7269 0.7269 0.7242 0.7286
PP 0.7232 0.7232 0.7232 0.7240
S1 0.7199 0.7199 0.7230 0.7216
S2 0.7162 0.7162 0.7223
S3 0.7092 0.7129 0.7217
S4 0.7022 0.7059 0.7198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7265 0.7110 0.0155 2.2% 0.0049 0.7% 12% False True 222
10 0.7265 0.7065 0.0200 2.8% 0.0044 0.6% 32% False False 121
20 0.7300 0.7038 0.0262 3.7% 0.0045 0.6% 35% False False 90
40 0.7300 0.6948 0.0352 4.9% 0.0026 0.4% 51% False False 46
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 0.7724
2.618 0.7533
1.618 0.7416
1.000 0.7344
0.618 0.7299
HIGH 0.7227
0.618 0.7182
0.500 0.7169
0.382 0.7155
LOW 0.7110
0.618 0.7038
1.000 0.6993
1.618 0.6921
2.618 0.6804
4.250 0.6613
Fisher Pivots for day following 04-Jan-2016
Pivot 1 day 3 day
R1 0.7169 0.7188
PP 0.7155 0.7168
S1 0.7142 0.7149

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

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