CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 20-Jan-2016
Day Change Summary
Previous Current
19-Jan-2016 20-Jan-2016 Change Change % Previous Week
Open 0.6808 0.6864 0.0056 0.8% 0.6896
High 0.6909 0.6879 -0.0030 -0.4% 0.6998
Low 0.6800 0.6787 -0.0013 -0.2% 0.6800
Close 0.6861 0.6854 -0.0007 -0.1% 0.6815
Range 0.0109 0.0092 -0.0017 -15.6% 0.0198
ATR 0.0081 0.0081 0.0001 1.0% 0.0000
Volume 226 451 225 99.6% 1,441
Daily Pivots for day following 20-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7116 0.7077 0.6905
R3 0.7024 0.6985 0.6879
R2 0.6932 0.6932 0.6871
R1 0.6893 0.6893 0.6862 0.6867
PP 0.6840 0.6840 0.6840 0.6827
S1 0.6801 0.6801 0.6846 0.6775
S2 0.6748 0.6748 0.6837
S3 0.6656 0.6709 0.6829
S4 0.6564 0.6617 0.6803
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 0.6787 0.0211 3.1% 0.0105 1.5% 32% False True 338
10 0.7112 0.6787 0.0325 4.7% 0.0100 1.5% 21% False True 261
20 0.7265 0.6787 0.0478 7.0% 0.0072 1.0% 14% False True 193
40 0.7300 0.6787 0.0513 7.5% 0.0052 0.8% 13% False True 112
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 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7270
2.618 0.7120
1.618 0.7028
1.000 0.6971
0.618 0.6936
HIGH 0.6879
0.618 0.6844
0.500 0.6833
0.382 0.6822
LOW 0.6787
0.618 0.6730
1.000 0.6695
1.618 0.6638
2.618 0.6546
4.250 0.6396
Fisher Pivots for day following 20-Jan-2016
Pivot 1 day 3 day
R1 0.6847 0.6867
PP 0.6840 0.6863
S1 0.6833 0.6858

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

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