CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 27-Jan-2016
Day Change Summary
Previous Current
26-Jan-2016 27-Jan-2016 Change Change % Previous Week
Open 0.6901 0.6992 0.0091 1.3% 0.6808
High 0.6972 0.7034 0.0062 0.9% 0.7000
Low 0.6880 0.6977 0.0097 1.4% 0.6787
Close 0.6972 0.6986 0.0014 0.2% 0.6962
Range 0.0092 0.0057 -0.0035 -38.0% 0.0213
ATR 0.0082 0.0080 -0.0001 -1.7% 0.0000
Volume 112 273 161 143.8% 1,110
Daily Pivots for day following 27-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7170 0.7135 0.7017
R3 0.7113 0.7078 0.7002
R2 0.7056 0.7056 0.6996
R1 0.7021 0.7021 0.6991 0.7010
PP 0.6999 0.6999 0.6999 0.6994
S1 0.6964 0.6964 0.6981 0.6953
S2 0.6942 0.6942 0.6976
S3 0.6885 0.6907 0.6970
S4 0.6828 0.6850 0.6955
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 0.7034 0.6849 0.0185 2.6% 0.0078 1.1% 74% True False 212
10 0.7034 0.6787 0.0247 3.5% 0.0091 1.3% 81% True False 275
20 0.7265 0.6787 0.0478 6.8% 0.0083 1.2% 42% False False 228
40 0.7300 0.6787 0.0513 7.3% 0.0060 0.9% 39% False False 139
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 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7276
2.618 0.7183
1.618 0.7126
1.000 0.7091
0.618 0.7069
HIGH 0.7034
0.618 0.7012
0.500 0.7006
0.382 0.6999
LOW 0.6977
0.618 0.6942
1.000 0.6920
1.618 0.6885
2.618 0.6828
4.250 0.6735
Fisher Pivots for day following 27-Jan-2016
Pivot 1 day 3 day
R1 0.7006 0.6976
PP 0.6999 0.6967
S1 0.6993 0.6957

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

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