CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 12-Jan-2016
Day Change Summary
Previous Current
11-Jan-2016 12-Jan-2016 Change Change % Previous Week
Open 0.6896 0.6942 0.0046 0.7% 0.7227
High 0.6973 0.6960 -0.0013 -0.2% 0.7227
Low 0.6889 0.6892 0.0003 0.0% 0.6905
Close 0.6933 0.6936 0.0003 0.0% 0.6935
Range 0.0084 0.0068 -0.0016 -19.0% 0.0322
ATR 0.0071 0.0071 0.0000 -0.3% 0.0000
Volume 131 297 166 126.7% 1,160
Daily Pivots for day following 12-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7133 0.7103 0.6973
R3 0.7065 0.7035 0.6955
R2 0.6997 0.6997 0.6948
R1 0.6967 0.6967 0.6942 0.6948
PP 0.6929 0.6929 0.6929 0.6920
S1 0.6899 0.6899 0.6930 0.6880
S2 0.6861 0.6861 0.6924
S3 0.6793 0.6831 0.6917
S4 0.6725 0.6763 0.6899
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 0.7112 0.6889 0.0223 3.2% 0.0094 1.4% 21% False False 184
10 0.7265 0.6889 0.0376 5.4% 0.0076 1.1% 12% False False 181
20 0.7265 0.6889 0.0376 5.4% 0.0065 0.9% 12% False False 137
40 0.7300 0.6889 0.0411 5.9% 0.0039 0.6% 11% False False 70
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7249
2.618 0.7138
1.618 0.7070
1.000 0.7028
0.618 0.7002
HIGH 0.6960
0.618 0.6934
0.500 0.6926
0.382 0.6918
LOW 0.6892
0.618 0.6850
1.000 0.6824
1.618 0.6782
2.618 0.6714
4.250 0.6603
Fisher Pivots for day following 12-Jan-2016
Pivot 1 day 3 day
R1 0.6933 0.6952
PP 0.6929 0.6946
S1 0.6926 0.6941

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

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