CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 12-Feb-2016
Day Change Summary
Previous Current
11-Feb-2016 12-Feb-2016 Change Change % Previous Week
Open 0.7065 0.7089 0.0024 0.3% 0.7046
High 0.7110 0.7089 -0.0021 -0.3% 0.7110
Low 0.6959 0.7028 0.0069 1.0% 0.6936
Close 0.7059 0.7063 0.0004 0.1% 0.7063
Range 0.0151 0.0061 -0.0090 -59.6% 0.0174
ATR 0.0094 0.0091 -0.0002 -2.5% 0.0000
Volume 336 343 7 2.1% 1,749
Daily Pivots for day following 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7243 0.7214 0.7097
R3 0.7182 0.7153 0.7080
R2 0.7121 0.7121 0.7074
R1 0.7092 0.7092 0.7069 0.7076
PP 0.7060 0.7060 0.7060 0.7052
S1 0.7031 0.7031 0.7057 0.7015
S2 0.6999 0.6999 0.7052
S3 0.6938 0.6970 0.7046
S4 0.6877 0.6909 0.7029
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7558 0.7485 0.7159
R3 0.7384 0.7311 0.7111
R2 0.7210 0.7210 0.7095
R1 0.7137 0.7137 0.7079 0.7174
PP 0.7036 0.7036 0.7036 0.7055
S1 0.6963 0.6963 0.7047 0.7000
S2 0.6862 0.6862 0.7031
S3 0.6688 0.6789 0.7015
S4 0.6514 0.6615 0.6967
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7110 0.6936 0.0174 2.5% 0.0093 1.3% 73% False False 349
10 0.7198 0.6936 0.0262 3.7% 0.0101 1.4% 48% False False 368
20 0.7198 0.6787 0.0411 5.8% 0.0096 1.4% 67% False False 323
40 0.7265 0.6787 0.0478 6.8% 0.0082 1.2% 58% False False 244
60 0.7300 0.6787 0.0513 7.3% 0.0061 0.9% 54% False False 167
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7348
2.618 0.7249
1.618 0.7188
1.000 0.7150
0.618 0.7127
HIGH 0.7089
0.618 0.7066
0.500 0.7059
0.382 0.7051
LOW 0.7028
0.618 0.6990
1.000 0.6967
1.618 0.6929
2.618 0.6868
4.250 0.6769
Fisher Pivots for day following 12-Feb-2016
Pivot 1 day 3 day
R1 0.7062 0.7054
PP 0.7060 0.7044
S1 0.7059 0.7035

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

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