CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 03-Feb-2016
Day Change Summary
Previous Current
02-Feb-2016 03-Feb-2016 Change Change % Previous Week
Open 0.7052 0.6990 -0.0062 -0.9% 0.6966
High 0.7085 0.7140 0.0055 0.8% 0.7084
Low 0.6998 0.6966 -0.0032 -0.5% 0.6880
Close 0.7006 0.7136 0.0130 1.9% 0.7024
Range 0.0087 0.0174 0.0087 100.0% 0.0204
ATR 0.0081 0.0087 0.0007 8.2% 0.0000
Volume 298 570 272 91.3% 1,404
Daily Pivots for day following 03-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7603 0.7543 0.7232
R3 0.7429 0.7369 0.7184
R2 0.7255 0.7255 0.7168
R1 0.7195 0.7195 0.7152 0.7225
PP 0.7081 0.7081 0.7081 0.7096
S1 0.7021 0.7021 0.7120 0.7051
S2 0.6907 0.6907 0.7104
S3 0.6733 0.6847 0.7088
S4 0.6559 0.6673 0.7040
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 0.7140 0.6966 0.0174 2.4% 0.0101 1.4% 98% True True 393
10 0.7140 0.6849 0.0291 4.1% 0.0090 1.3% 99% True False 302
20 0.7140 0.6787 0.0353 4.9% 0.0095 1.3% 99% True False 281
40 0.7265 0.6787 0.0478 6.7% 0.0071 1.0% 73% False False 187
60 0.7300 0.6787 0.0513 7.2% 0.0050 0.7% 68% False False 125
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 0.7880
2.618 0.7596
1.618 0.7422
1.000 0.7314
0.618 0.7248
HIGH 0.7140
0.618 0.7074
0.500 0.7053
0.382 0.7032
LOW 0.6966
0.618 0.6858
1.000 0.6792
1.618 0.6684
2.618 0.6510
4.250 0.6227
Fisher Pivots for day following 03-Feb-2016
Pivot 1 day 3 day
R1 0.7108 0.7108
PP 0.7081 0.7081
S1 0.7053 0.7053

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

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