CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 06-Jan-2016
Day Change Summary
Previous Current
05-Jan-2016 06-Jan-2016 Change Change % Previous Week
Open 0.7131 0.7112 -0.0019 -0.3% 0.7228
High 0.7155 0.7112 -0.0043 -0.6% 0.7265
Low 0.7085 0.6997 -0.0088 -1.2% 0.7195
Close 0.7099 0.7009 -0.0090 -1.3% 0.7236
Range 0.0070 0.0115 0.0045 64.3% 0.0070
ATR 0.0061 0.0064 0.0004 6.4% 0.0000
Volume 72 115 43 59.7% 514
Daily Pivots for day following 06-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7384 0.7312 0.7072
R3 0.7269 0.7197 0.7041
R2 0.7154 0.7154 0.7030
R1 0.7082 0.7082 0.7020 0.7061
PP 0.7039 0.7039 0.7039 0.7029
S1 0.6967 0.6967 0.6998 0.6946
S2 0.6924 0.6924 0.6988
S3 0.6809 0.6852 0.6977
S4 0.6694 0.6737 0.6946
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 0.6997 0.0268 3.8% 0.0073 1.0% 4% False True 168
10 0.7265 0.6997 0.0268 3.8% 0.0052 0.7% 4% False True 136
20 0.7265 0.6997 0.0268 3.8% 0.0053 0.8% 4% False True 99
40 0.7300 0.6948 0.0352 5.0% 0.0031 0.4% 17% False False 50
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7601
2.618 0.7413
1.618 0.7298
1.000 0.7227
0.618 0.7183
HIGH 0.7112
0.618 0.7068
0.500 0.7055
0.382 0.7041
LOW 0.6997
0.618 0.6926
1.000 0.6882
1.618 0.6811
2.618 0.6696
4.250 0.6508
Fisher Pivots for day following 06-Jan-2016
Pivot 1 day 3 day
R1 0.7055 0.7112
PP 0.7039 0.7078
S1 0.7024 0.7043

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

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