CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 07-Jan-2016
Day Change Summary
Previous Current
06-Jan-2016 07-Jan-2016 Change Change % Previous Week
Open 0.7112 0.7027 -0.0085 -1.2% 0.7228
High 0.7112 0.7029 -0.0083 -1.2% 0.7265
Low 0.6997 0.6933 -0.0064 -0.9% 0.7195
Close 0.7009 0.6945 -0.0064 -0.9% 0.7236
Range 0.0115 0.0096 -0.0019 -16.5% 0.0070
ATR 0.0064 0.0067 0.0002 3.5% 0.0000
Volume 115 198 83 72.2% 514
Daily Pivots for day following 07-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7257 0.7197 0.6998
R3 0.7161 0.7101 0.6971
R2 0.7065 0.7065 0.6963
R1 0.7005 0.7005 0.6954 0.6987
PP 0.6969 0.6969 0.6969 0.6960
S1 0.6909 0.6909 0.6936 0.6891
S2 0.6873 0.6873 0.6927
S3 0.6777 0.6813 0.6919
S4 0.6681 0.6717 0.6892
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 0.6933 0.0332 4.8% 0.0088 1.3% 4% False True 201
10 0.7265 0.6933 0.0332 4.8% 0.0059 0.8% 4% False True 152
20 0.7265 0.6933 0.0332 4.8% 0.0055 0.8% 4% False True 108
40 0.7300 0.6933 0.0367 5.3% 0.0033 0.5% 3% False True 55
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7437
2.618 0.7280
1.618 0.7184
1.000 0.7125
0.618 0.7088
HIGH 0.7029
0.618 0.6992
0.500 0.6981
0.382 0.6970
LOW 0.6933
0.618 0.6874
1.000 0.6837
1.618 0.6778
2.618 0.6682
4.250 0.6525
Fisher Pivots for day following 07-Jan-2016
Pivot 1 day 3 day
R1 0.6981 0.7044
PP 0.6969 0.7011
S1 0.6957 0.6978

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

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