CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 08-Jan-2016
Day Change Summary
Previous Current
07-Jan-2016 08-Jan-2016 Change Change % Previous Week
Open 0.7027 0.6967 -0.0060 -0.9% 0.7227
High 0.7029 0.7014 -0.0015 -0.2% 0.7227
Low 0.6933 0.6905 -0.0028 -0.4% 0.6905
Close 0.6945 0.6935 -0.0010 -0.1% 0.6935
Range 0.0096 0.0109 0.0013 13.5% 0.0322
ATR 0.0067 0.0070 0.0003 4.5% 0.0000
Volume 198 179 -19 -9.6% 1,160
Daily Pivots for day following 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7278 0.7216 0.6995
R3 0.7169 0.7107 0.6965
R2 0.7060 0.7060 0.6955
R1 0.6998 0.6998 0.6945 0.6975
PP 0.6951 0.6951 0.6951 0.6940
S1 0.6889 0.6889 0.6925 0.6866
S2 0.6842 0.6842 0.6915
S3 0.6733 0.6780 0.6905
S4 0.6624 0.6671 0.6875
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7988 0.7784 0.7112
R3 0.7666 0.7462 0.7024
R2 0.7344 0.7344 0.6994
R1 0.7140 0.7140 0.6965 0.7081
PP 0.7022 0.7022 0.7022 0.6993
S1 0.6818 0.6818 0.6905 0.6759
S2 0.6700 0.6700 0.6876
S3 0.6378 0.6496 0.6846
S4 0.6056 0.6174 0.6758
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7227 0.6905 0.0322 4.6% 0.0101 1.5% 9% False True 232
10 0.7265 0.6905 0.0360 5.2% 0.0067 1.0% 8% False True 169
20 0.7265 0.6905 0.0360 5.2% 0.0059 0.8% 8% False True 117
40 0.7300 0.6905 0.0395 5.7% 0.0036 0.5% 8% False True 60
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7477
2.618 0.7299
1.618 0.7190
1.000 0.7123
0.618 0.7081
HIGH 0.7014
0.618 0.6972
0.500 0.6960
0.382 0.6947
LOW 0.6905
0.618 0.6838
1.000 0.6796
1.618 0.6729
2.618 0.6620
4.250 0.6442
Fisher Pivots for day following 08-Jan-2016
Pivot 1 day 3 day
R1 0.6960 0.7009
PP 0.6951 0.6984
S1 0.6943 0.6960

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

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