CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 22-Jan-2016
Day Change Summary
Previous Current
21-Jan-2016 22-Jan-2016 Change Change % Previous Week
Open 0.6879 0.6967 0.0088 1.3% 0.6808
High 0.6968 0.7000 0.0032 0.5% 0.7000
Low 0.6849 0.6943 0.0094 1.4% 0.6787
Close 0.6945 0.6962 0.0017 0.2% 0.6962
Range 0.0119 0.0057 -0.0062 -52.1% 0.0213
ATR 0.0084 0.0082 -0.0002 -2.3% 0.0000
Volume 250 183 -67 -26.8% 1,110
Daily Pivots for day following 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7139 0.7108 0.6993
R3 0.7082 0.7051 0.6978
R2 0.7025 0.7025 0.6972
R1 0.6994 0.6994 0.6967 0.6981
PP 0.6968 0.6968 0.6968 0.6962
S1 0.6937 0.6937 0.6957 0.6924
S2 0.6911 0.6911 0.6952
S3 0.6854 0.6880 0.6946
S4 0.6797 0.6823 0.6931
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7555 0.7472 0.7079
R3 0.7342 0.7259 0.7021
R2 0.7129 0.7129 0.7001
R1 0.7046 0.7046 0.6982 0.7088
PP 0.6916 0.6916 0.6916 0.6937
S1 0.6833 0.6833 0.6942 0.6875
S2 0.6703 0.6703 0.6923
S3 0.6490 0.6620 0.6903
S4 0.6277 0.6407 0.6845
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7000 0.6787 0.0213 3.1% 0.0105 1.5% 82% True False 276
10 0.7014 0.6787 0.0227 3.3% 0.0096 1.4% 77% False False 273
20 0.7265 0.6787 0.0478 6.9% 0.0078 1.1% 37% False False 212
40 0.7300 0.6787 0.0513 7.4% 0.0055 0.8% 34% False False 123
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0023
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.7242
2.618 0.7149
1.618 0.7092
1.000 0.7057
0.618 0.7035
HIGH 0.7000
0.618 0.6978
0.500 0.6972
0.382 0.6965
LOW 0.6943
0.618 0.6908
1.000 0.6886
1.618 0.6851
2.618 0.6794
4.250 0.6701
Fisher Pivots for day following 22-Jan-2016
Pivot 1 day 3 day
R1 0.6972 0.6939
PP 0.6968 0.6916
S1 0.6965 0.6894

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

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