CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 26-Jan-2016
Day Change Summary
Previous Current
25-Jan-2016 26-Jan-2016 Change Change % Previous Week
Open 0.6966 0.6901 -0.0065 -0.9% 0.6808
High 0.6980 0.6972 -0.0008 -0.1% 0.7000
Low 0.6916 0.6880 -0.0036 -0.5% 0.6787
Close 0.6925 0.6972 0.0047 0.7% 0.6962
Range 0.0064 0.0092 0.0028 43.8% 0.0213
ATR 0.0081 0.0082 0.0001 1.0% 0.0000
Volume 242 112 -130 -53.7% 1,110
Daily Pivots for day following 26-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7217 0.7187 0.7023
R3 0.7125 0.7095 0.6997
R2 0.7033 0.7033 0.6989
R1 0.7003 0.7003 0.6980 0.7018
PP 0.6941 0.6941 0.6941 0.6949
S1 0.6911 0.6911 0.6964 0.6926
S2 0.6849 0.6849 0.6955
S3 0.6757 0.6819 0.6947
S4 0.6665 0.6727 0.6921
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% 0.0085 1.2% 87% False False 247
10 0.7000 0.6787 0.0213 3.1% 0.0092 1.3% 87% False False 277
20 0.7265 0.6787 0.0478 6.9% 0.0082 1.2% 39% False False 228
40 0.7300 0.6787 0.0513 7.4% 0.0059 0.8% 36% False False 132
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 0.0021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7363
2.618 0.7213
1.618 0.7121
1.000 0.7064
0.618 0.7029
HIGH 0.6972
0.618 0.6937
0.500 0.6926
0.382 0.6915
LOW 0.6880
0.618 0.6823
1.000 0.6788
1.618 0.6731
2.618 0.6639
4.250 0.6489
Fisher Pivots for day following 26-Jan-2016
Pivot 1 day 3 day
R1 0.6957 0.6961
PP 0.6941 0.6951
S1 0.6926 0.6940

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

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