CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 17-Feb-2016
Day Change Summary
Previous Current
16-Feb-2016 17-Feb-2016 Change Change % Previous Week
Open 0.7079 0.7042 -0.0037 -0.5% 0.7046
High 0.7138 0.7148 0.0010 0.1% 0.7110
Low 0.7045 0.7042 -0.0003 0.0% 0.6936
Close 0.7061 0.7129 0.0068 1.0% 0.7063
Range 0.0093 0.0106 0.0013 14.0% 0.0174
ATR 0.0092 0.0093 0.0001 1.1% 0.0000
Volume 689 389 -300 -43.5% 1,749
Daily Pivots for day following 17-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7424 0.7383 0.7187
R3 0.7318 0.7277 0.7158
R2 0.7212 0.7212 0.7148
R1 0.7171 0.7171 0.7139 0.7192
PP 0.7106 0.7106 0.7106 0.7117
S1 0.7065 0.7065 0.7119 0.7086
S2 0.7000 0.7000 0.7110
S3 0.6894 0.6959 0.7100
S4 0.6788 0.6853 0.7071
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 0.7148 0.6959 0.0189 2.7% 0.0097 1.4% 90% True False 416
10 0.7198 0.6936 0.0262 3.7% 0.0105 1.5% 74% False False 414
20 0.7198 0.6787 0.0411 5.8% 0.0093 1.3% 83% False False 352
40 0.7265 0.6787 0.0478 6.7% 0.0082 1.2% 72% False False 262
60 0.7300 0.6787 0.0513 7.2% 0.0064 0.9% 67% False False 185
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7599
2.618 0.7426
1.618 0.7320
1.000 0.7254
0.618 0.7214
HIGH 0.7148
0.618 0.7108
0.500 0.7095
0.382 0.7082
LOW 0.7042
0.618 0.6976
1.000 0.6936
1.618 0.6870
2.618 0.6764
4.250 0.6592
Fisher Pivots for day following 17-Feb-2016
Pivot 1 day 3 day
R1 0.7118 0.7115
PP 0.7106 0.7102
S1 0.7095 0.7088

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

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