CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 11-Jan-2016
Day Change Summary
Previous Current
08-Jan-2016 11-Jan-2016 Change Change % Previous Week
Open 0.6967 0.6896 -0.0071 -1.0% 0.7227
High 0.7014 0.6973 -0.0041 -0.6% 0.7227
Low 0.6905 0.6889 -0.0016 -0.2% 0.6905
Close 0.6935 0.6933 -0.0002 0.0% 0.6935
Range 0.0109 0.0084 -0.0025 -22.9% 0.0322
ATR 0.0070 0.0071 0.0001 1.5% 0.0000
Volume 179 131 -48 -26.8% 1,160
Daily Pivots for day following 11-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7184 0.7142 0.6979
R3 0.7100 0.7058 0.6956
R2 0.7016 0.7016 0.6948
R1 0.6974 0.6974 0.6941 0.6995
PP 0.6932 0.6932 0.6932 0.6942
S1 0.6890 0.6890 0.6925 0.6911
S2 0.6848 0.6848 0.6918
S3 0.6764 0.6806 0.6910
S4 0.6680 0.6722 0.6887
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 0.7155 0.6889 0.0266 3.8% 0.0095 1.4% 17% False True 139
10 0.7265 0.6889 0.0376 5.4% 0.0072 1.0% 12% False True 180
20 0.7265 0.6889 0.0376 5.4% 0.0062 0.9% 12% False True 122
40 0.7300 0.6889 0.0411 5.9% 0.0038 0.5% 11% False True 63
Crabel Price Patterns
NR True
NR4 True
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 0.0009
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7330
2.618 0.7193
1.618 0.7109
1.000 0.7057
0.618 0.7025
HIGH 0.6973
0.618 0.6941
0.500 0.6931
0.382 0.6921
LOW 0.6889
0.618 0.6837
1.000 0.6805
1.618 0.6753
2.618 0.6669
4.250 0.6532
Fisher Pivots for day following 11-Jan-2016
Pivot 1 day 3 day
R1 0.6932 0.6959
PP 0.6932 0.6950
S1 0.6931 0.6942

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

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