CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 21-Jan-2016
Day Change Summary
Previous Current
20-Jan-2016 21-Jan-2016 Change Change % Previous Week
Open 0.6864 0.6879 0.0015 0.2% 0.6896
High 0.6879 0.6968 0.0089 1.3% 0.6998
Low 0.6787 0.6849 0.0062 0.9% 0.6800
Close 0.6854 0.6945 0.0091 1.3% 0.6815
Range 0.0092 0.0119 0.0027 29.3% 0.0198
ATR 0.0081 0.0084 0.0003 3.3% 0.0000
Volume 451 250 -201 -44.6% 1,441
Daily Pivots for day following 21-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7278 0.7230 0.7010
R3 0.7159 0.7111 0.6978
R2 0.7040 0.7040 0.6967
R1 0.6992 0.6992 0.6956 0.7016
PP 0.6921 0.6921 0.6921 0.6933
S1 0.6873 0.6873 0.6934 0.6897
S2 0.6802 0.6802 0.6923
S3 0.6683 0.6754 0.6912
S4 0.6564 0.6635 0.6880
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 0.6968 0.6787 0.0181 2.6% 0.0110 1.6% 87% True False 299
10 0.7029 0.6787 0.0242 3.5% 0.0100 1.4% 65% False False 274
20 0.7265 0.6787 0.0478 6.9% 0.0076 1.1% 33% False False 205
40 0.7300 0.6787 0.0513 7.4% 0.0053 0.8% 31% False False 119
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 0.0020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7474
2.618 0.7280
1.618 0.7161
1.000 0.7087
0.618 0.7042
HIGH 0.6968
0.618 0.6923
0.500 0.6909
0.382 0.6894
LOW 0.6849
0.618 0.6775
1.000 0.6730
1.618 0.6656
2.618 0.6537
4.250 0.6343
Fisher Pivots for day following 21-Jan-2016
Pivot 1 day 3 day
R1 0.6933 0.6923
PP 0.6921 0.6900
S1 0.6909 0.6878

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

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