CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 19-Feb-2016
Day Change Summary
Previous Current
18-Feb-2016 19-Feb-2016 Change Change % Previous Week
Open 0.7138 0.7114 -0.0024 -0.3% 0.7079
High 0.7138 0.7118 -0.0020 -0.3% 0.7148
Low 0.7097 0.7034 -0.0063 -0.9% 0.7034
Close 0.7121 0.7110 -0.0011 -0.2% 0.7110
Range 0.0041 0.0084 0.0043 104.9% 0.0114
ATR 0.0089 0.0089 0.0000 -0.1% 0.0000
Volume 414 698 284 68.6% 2,190
Daily Pivots for day following 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7339 0.7309 0.7156
R3 0.7255 0.7225 0.7133
R2 0.7171 0.7171 0.7125
R1 0.7141 0.7141 0.7118 0.7114
PP 0.7087 0.7087 0.7087 0.7074
S1 0.7057 0.7057 0.7102 0.7030
S2 0.7003 0.7003 0.7095
S3 0.6919 0.6973 0.7087
S4 0.6835 0.6889 0.7064
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7439 0.7389 0.7173
R3 0.7325 0.7275 0.7141
R2 0.7211 0.7211 0.7131
R1 0.7161 0.7161 0.7120 0.7186
PP 0.7097 0.7097 0.7097 0.7110
S1 0.7047 0.7047 0.7100 0.7072
S2 0.6983 0.6983 0.7089
S3 0.6869 0.6933 0.7079
S4 0.6755 0.6819 0.7047
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7148 0.7028 0.0120 1.7% 0.0077 1.1% 68% False False 506
10 0.7166 0.6936 0.0230 3.2% 0.0093 1.3% 76% False False 431
20 0.7198 0.6880 0.0318 4.5% 0.0089 1.3% 72% False False 373
40 0.7265 0.6787 0.0478 6.7% 0.0083 1.2% 68% False False 289
60 0.7300 0.6787 0.0513 7.2% 0.0065 0.9% 63% False False 203
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7475
2.618 0.7338
1.618 0.7254
1.000 0.7202
0.618 0.7170
HIGH 0.7118
0.618 0.7086
0.500 0.7076
0.382 0.7066
LOW 0.7034
0.618 0.6982
1.000 0.6950
1.618 0.6898
2.618 0.6814
4.250 0.6677
Fisher Pivots for day following 19-Feb-2016
Pivot 1 day 3 day
R1 0.7099 0.7104
PP 0.7087 0.7097
S1 0.7076 0.7091

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

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