CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 04-Feb-2016
Day Change Summary
Previous Current
03-Feb-2016 04-Feb-2016 Change Change % Previous Week
Open 0.6990 0.7121 0.0131 1.9% 0.6966
High 0.7140 0.7198 0.0058 0.8% 0.7084
Low 0.6966 0.7121 0.0155 2.2% 0.6880
Close 0.7136 0.7161 0.0025 0.4% 0.7024
Range 0.0174 0.0077 -0.0097 -55.7% 0.0204
ATR 0.0087 0.0087 -0.0001 -0.9% 0.0000
Volume 570 371 -199 -34.9% 1,404
Daily Pivots for day following 04-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7391 0.7353 0.7203
R3 0.7314 0.7276 0.7182
R2 0.7237 0.7237 0.7175
R1 0.7199 0.7199 0.7168 0.7218
PP 0.7160 0.7160 0.7160 0.7170
S1 0.7122 0.7122 0.7154 0.7141
S2 0.7083 0.7083 0.7147
S3 0.7006 0.7045 0.7140
S4 0.6929 0.6968 0.7119
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 0.7198 0.6966 0.0232 3.2% 0.0095 1.3% 84% True False 409
10 0.7198 0.6880 0.0318 4.4% 0.0085 1.2% 88% True False 314
20 0.7198 0.6787 0.0411 5.7% 0.0093 1.3% 91% True False 294
40 0.7265 0.6787 0.0478 6.7% 0.0073 1.0% 78% False False 197
60 0.7300 0.6787 0.0513 7.2% 0.0051 0.7% 73% False False 132
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 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7525
2.618 0.7400
1.618 0.7323
1.000 0.7275
0.618 0.7246
HIGH 0.7198
0.618 0.7169
0.500 0.7160
0.382 0.7150
LOW 0.7121
0.618 0.7073
1.000 0.7044
1.618 0.6996
2.618 0.6919
4.250 0.6794
Fisher Pivots for day following 04-Feb-2016
Pivot 1 day 3 day
R1 0.7161 0.7135
PP 0.7160 0.7108
S1 0.7160 0.7082

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

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