CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 02-Feb-2016
Day Change Summary
Previous Current
01-Feb-2016 02-Feb-2016 Change Change % Previous Week
Open 0.7010 0.7052 0.0042 0.6% 0.6966
High 0.7075 0.7085 0.0010 0.1% 0.7084
Low 0.7007 0.6998 -0.0009 -0.1% 0.6880
Close 0.7056 0.7006 -0.0050 -0.7% 0.7024
Range 0.0068 0.0087 0.0019 27.9% 0.0204
ATR 0.0080 0.0081 0.0000 0.6% 0.0000
Volume 322 298 -24 -7.5% 1,404
Daily Pivots for day following 02-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7291 0.7235 0.7054
R3 0.7204 0.7148 0.7030
R2 0.7117 0.7117 0.7022
R1 0.7061 0.7061 0.7014 0.7046
PP 0.7030 0.7030 0.7030 0.7022
S1 0.6974 0.6974 0.6998 0.6959
S2 0.6943 0.6943 0.6990
S3 0.6856 0.6887 0.6982
S4 0.6769 0.6800 0.6958
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 0.7085 0.6976 0.0109 1.6% 0.0078 1.1% 28% True False 334
10 0.7085 0.6787 0.0298 4.3% 0.0081 1.2% 73% True False 290
20 0.7155 0.6787 0.0368 5.3% 0.0089 1.3% 60% False False 256
40 0.7300 0.6787 0.0513 7.3% 0.0067 1.0% 43% False False 173
60 0.7300 0.6787 0.0513 7.3% 0.0047 0.7% 43% False False 116
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7455
2.618 0.7313
1.618 0.7226
1.000 0.7172
0.618 0.7139
HIGH 0.7085
0.618 0.7052
0.500 0.7042
0.382 0.7031
LOW 0.6998
0.618 0.6944
1.000 0.6911
1.618 0.6857
2.618 0.6770
4.250 0.6628
Fisher Pivots for day following 02-Feb-2016
Pivot 1 day 3 day
R1 0.7042 0.7042
PP 0.7030 0.7030
S1 0.7018 0.7018

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

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