CME Australian Dollar Future June 2016

Trading Metrics calculated at close of trading on 15-Jan-2016

Day Change Summary
	Previous	Current
	14-Jan-2016	15-Jan-2016	Change	Change %	Previous Week
Open	0.6902	0.6944	0.0042	0.6%	0.6896
High	0.6949	0.6947	-0.0002	0.0%	0.6998
Low	0.6865	0.6800	-0.0065	-0.9%	0.6800
Close	0.6949	0.6815	-0.0134	-1.9%	0.6815
Range	0.0084	0.0147	0.0063	75.0%	0.0198
ATR	0.0073	0.0078	0.0005	7.5%	0.0000
Volume	300	271	-29	-9.7%	1,441

Daily Pivots for day following 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7295	0.7202	0.6896
R3	0.7148	0.7055	0.6855
R2	0.7001	0.7001	0.6842
R1	0.6908	0.6908	0.6828	0.6881
PP	0.6854	0.6854	0.6854	0.6841
S1	0.6761	0.6761	0.6802	0.6734
S2	0.6707	0.6707	0.6788
S3	0.6560	0.6614	0.6775
S4	0.6413	0.6467	0.6734

Weekly Pivots for week ending 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7465	0.7338	0.6924
R3	0.7267	0.7140	0.6869
R2	0.7069	0.7069	0.6851
R1	0.6942	0.6942	0.6833	0.6907
PP	0.6871	0.6871	0.6871	0.6853
S1	0.6744	0.6744	0.6797	0.6709
S2	0.6673	0.6673	0.6779
S3	0.6475	0.6546	0.6761
S4	0.6277	0.6348	0.6706

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6998	0.6800	0.0198	2.9%	0.0095	1.4%	8%	False	True	288
10	0.7227	0.6800	0.0427	6.3%	0.0098	1.4%	4%	False	True	260
20	0.7265	0.6800	0.0465	6.8%	0.0070	1.0%	3%	False	True	165
40	0.7300	0.6800	0.0500	7.3%	0.0047	0.7%	3%	False	True	95

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 51 trading days

Fibonacci Retracements and Extensions
4.250	0.7572
2.618	0.7332
1.618	0.7185
1.000	0.7094
0.618	0.7038
HIGH	0.6947
0.618	0.6891
0.500	0.6874
0.382	0.6856
LOW	0.6800
0.618	0.6709
1.000	0.6653
1.618	0.6562
2.618	0.6415
4.250	0.6175

Fisher Pivots for day following 15-Jan-2016
Pivot	1 day	3 day
R1	0.6874	0.6899
PP	0.6854	0.6871
S1	0.6835	0.6843

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols