CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 25-Jan-2016
Day Change Summary
Previous Current
22-Jan-2016 25-Jan-2016 Change Change % Previous Week
Open 0.6967 0.6966 -0.0001 0.0% 0.6808
High 0.7000 0.6980 -0.0020 -0.3% 0.7000
Low 0.6943 0.6916 -0.0027 -0.4% 0.6787
Close 0.6962 0.6925 -0.0037 -0.5% 0.6962
Range 0.0057 0.0064 0.0007 12.3% 0.0213
ATR 0.0082 0.0081 -0.0001 -1.6% 0.0000
Volume 183 242 59 32.2% 1,110
Daily Pivots for day following 25-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7132 0.7093 0.6960
R3 0.7068 0.7029 0.6943
R2 0.7004 0.7004 0.6937
R1 0.6965 0.6965 0.6931 0.6953
PP 0.6940 0.6940 0.6940 0.6934
S1 0.6901 0.6901 0.6919 0.6889
S2 0.6876 0.6876 0.6913
S3 0.6812 0.6837 0.6907
S4 0.6748 0.6773 0.6890
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% 0.0088 1.3% 65% False False 270
10 0.7000 0.6787 0.0213 3.1% 0.0092 1.3% 65% False False 279
20 0.7265 0.6787 0.0478 6.9% 0.0079 1.1% 29% False False 224
40 0.7300 0.6787 0.0513 7.4% 0.0056 0.8% 27% False False 129
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 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7252
2.618 0.7148
1.618 0.7084
1.000 0.7044
0.618 0.7020
HIGH 0.6980
0.618 0.6956
0.500 0.6948
0.382 0.6940
LOW 0.6916
0.618 0.6876
1.000 0.6852
1.618 0.6812
2.618 0.6748
4.250 0.6644
Fisher Pivots for day following 25-Jan-2016
Pivot 1 day 3 day
R1 0.6948 0.6925
PP 0.6940 0.6925
S1 0.6933 0.6925

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

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