CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 05-Feb-2016
Day Change Summary
Previous Current
04-Feb-2016 05-Feb-2016 Change Change % Previous Week
Open 0.7121 0.7152 0.0031 0.4% 0.7010
High 0.7198 0.7166 -0.0032 -0.4% 0.7198
Low 0.7121 0.7025 -0.0096 -1.3% 0.6966
Close 0.7161 0.7025 -0.0136 -1.9% 0.7025
Range 0.0077 0.0141 0.0064 83.1% 0.0232
ATR 0.0087 0.0091 0.0004 4.5% 0.0000
Volume 371 375 4 1.1% 1,936
Daily Pivots for day following 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7495 0.7401 0.7103
R3 0.7354 0.7260 0.7064
R2 0.7213 0.7213 0.7051
R1 0.7119 0.7119 0.7038 0.7096
PP 0.7072 0.7072 0.7072 0.7060
S1 0.6978 0.6978 0.7012 0.6955
S2 0.6931 0.6931 0.6999
S3 0.6790 0.6837 0.6986
S4 0.6649 0.6696 0.6947
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7759 0.7624 0.7153
R3 0.7527 0.7392 0.7089
R2 0.7295 0.7295 0.7068
R1 0.7160 0.7160 0.7046 0.7228
PP 0.7063 0.7063 0.7063 0.7097
S1 0.6928 0.6928 0.7004 0.6996
S2 0.6831 0.6831 0.6982
S3 0.6599 0.6696 0.6961
S4 0.6367 0.6464 0.6897
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 3.3% 0.0109 1.6% 25% False False 387
10 0.7198 0.6880 0.0318 4.5% 0.0094 1.3% 46% False False 334
20 0.7198 0.6787 0.0411 5.9% 0.0095 1.4% 58% False False 303
40 0.7265 0.6787 0.0478 6.8% 0.0075 1.1% 50% False False 206
60 0.7300 0.6787 0.0513 7.3% 0.0054 0.8% 46% False False 138
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7765
2.618 0.7535
1.618 0.7394
1.000 0.7307
0.618 0.7253
HIGH 0.7166
0.618 0.7112
0.500 0.7096
0.382 0.7079
LOW 0.7025
0.618 0.6938
1.000 0.6884
1.618 0.6797
2.618 0.6656
4.250 0.6426
Fisher Pivots for day following 05-Feb-2016
Pivot 1 day 3 day
R1 0.7096 0.7082
PP 0.7072 0.7063
S1 0.7049 0.7044

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

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