CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 01-Feb-2016
Day Change Summary
Previous Current
29-Jan-2016 01-Feb-2016 Change Change % Previous Week
Open 0.7031 0.7010 -0.0021 -0.3% 0.6966
High 0.7079 0.7075 -0.0004 -0.1% 0.7084
Low 0.7010 0.7007 -0.0003 0.0% 0.6880
Close 0.7024 0.7056 0.0032 0.5% 0.7024
Range 0.0069 0.0068 -0.0001 -1.4% 0.0204
ATR 0.0081 0.0080 -0.0001 -1.2% 0.0000
Volume 487 322 -165 -33.9% 1,404
Daily Pivots for day following 01-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7250 0.7221 0.7093
R3 0.7182 0.7153 0.7075
R2 0.7114 0.7114 0.7068
R1 0.7085 0.7085 0.7062 0.7100
PP 0.7046 0.7046 0.7046 0.7053
S1 0.7017 0.7017 0.7050 0.7032
S2 0.6978 0.6978 0.7044
S3 0.6910 0.6949 0.7037
S4 0.6842 0.6881 0.7019
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7608 0.7520 0.7136
R3 0.7404 0.7316 0.7080
R2 0.7200 0.7200 0.7061
R1 0.7112 0.7112 0.7043 0.7156
PP 0.6996 0.6996 0.6996 0.7018
S1 0.6908 0.6908 0.7005 0.6952
S2 0.6792 0.6792 0.6987
S3 0.6588 0.6704 0.6968
S4 0.6384 0.6500 0.6912
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% 0.0079 1.1% 86% False False 296
10 0.7084 0.6787 0.0297 4.2% 0.0084 1.2% 91% False False 283
20 0.7227 0.6787 0.0440 6.2% 0.0091 1.3% 61% False False 271
40 0.7300 0.6787 0.0513 7.3% 0.0065 0.9% 52% False False 166
60 0.7300 0.6787 0.0513 7.3% 0.0046 0.6% 52% False False 111
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7364
2.618 0.7253
1.618 0.7185
1.000 0.7143
0.618 0.7117
HIGH 0.7075
0.618 0.7049
0.500 0.7041
0.382 0.7033
LOW 0.7007
0.618 0.6965
1.000 0.6939
1.618 0.6897
2.618 0.6829
4.250 0.6718
Fisher Pivots for day following 01-Feb-2016
Pivot 1 day 3 day
R1 0.7051 0.7047
PP 0.7046 0.7039
S1 0.7041 0.7030

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

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