CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 28-Jan-2016
Day Change Summary
Previous Current
27-Jan-2016 28-Jan-2016 Change Change % Previous Week
Open 0.6992 0.6977 -0.0015 -0.2% 0.6808
High 0.7034 0.7084 0.0050 0.7% 0.7000
Low 0.6977 0.6976 -0.0001 0.0% 0.6787
Close 0.6986 0.7033 0.0047 0.7% 0.6962
Range 0.0057 0.0108 0.0051 89.5% 0.0213
ATR 0.0080 0.0082 0.0002 2.5% 0.0000
Volume 273 290 17 6.2% 1,110
Daily Pivots for day following 28-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7355 0.7302 0.7092
R3 0.7247 0.7194 0.7063
R2 0.7139 0.7139 0.7053
R1 0.7086 0.7086 0.7043 0.7113
PP 0.7031 0.7031 0.7031 0.7044
S1 0.6978 0.6978 0.7023 0.7005
S2 0.6923 0.6923 0.7013
S3 0.6815 0.6870 0.7003
S4 0.6707 0.6762 0.6974
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 0.7084 0.6880 0.0204 2.9% 0.0076 1.1% 75% True False 220
10 0.7084 0.6787 0.0297 4.2% 0.0093 1.3% 83% True False 259
20 0.7265 0.6787 0.0478 6.8% 0.0087 1.2% 51% False False 234
40 0.7300 0.6787 0.0513 7.3% 0.0063 0.9% 48% False False 146
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7543
2.618 0.7367
1.618 0.7259
1.000 0.7192
0.618 0.7151
HIGH 0.7084
0.618 0.7043
0.500 0.7030
0.382 0.7017
LOW 0.6976
0.618 0.6909
1.000 0.6868
1.618 0.6801
2.618 0.6693
4.250 0.6517
Fisher Pivots for day following 28-Jan-2016
Pivot 1 day 3 day
R1 0.7032 0.7016
PP 0.7031 0.6999
S1 0.7030 0.6982

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

View Archives - Comment on this page... - Back to Index of Symbols