CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 08-Feb-2016
Day Change Summary
Previous Current
05-Feb-2016 08-Feb-2016 Change Change % Previous Week
Open 0.7152 0.7046 -0.0106 -1.5% 0.7010
High 0.7166 0.7080 -0.0086 -1.2% 0.7198
Low 0.7025 0.7020 -0.0005 -0.1% 0.6966
Close 0.7025 0.7043 0.0018 0.3% 0.7025
Range 0.0141 0.0060 -0.0081 -57.4% 0.0232
ATR 0.0091 0.0088 -0.0002 -2.4% 0.0000
Volume 375 287 -88 -23.5% 1,936
Daily Pivots for day following 08-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7228 0.7195 0.7076
R3 0.7168 0.7135 0.7060
R2 0.7108 0.7108 0.7054
R1 0.7075 0.7075 0.7049 0.7062
PP 0.7048 0.7048 0.7048 0.7041
S1 0.7015 0.7015 0.7038 0.7002
S2 0.6988 0.6988 0.7032
S3 0.6928 0.6955 0.7027
S4 0.6868 0.6895 0.7010
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% 0.0108 1.5% 33% False False 380
10 0.7198 0.6880 0.0318 4.5% 0.0093 1.3% 51% False False 338
20 0.7198 0.6787 0.0411 5.8% 0.0092 1.3% 62% False False 308
40 0.7265 0.6787 0.0478 6.8% 0.0076 1.1% 54% False False 212
60 0.7300 0.6787 0.0513 7.3% 0.0055 0.8% 50% False False 143
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7335
2.618 0.7237
1.618 0.7177
1.000 0.7140
0.618 0.7117
HIGH 0.7080
0.618 0.7057
0.500 0.7050
0.382 0.7043
LOW 0.7020
0.618 0.6983
1.000 0.6960
1.618 0.6923
2.618 0.6863
4.250 0.6765
Fisher Pivots for day following 08-Feb-2016
Pivot 1 day 3 day
R1 0.7050 0.7109
PP 0.7048 0.7087
S1 0.7045 0.7065

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

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