CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 23-Feb-2016
Day Change Summary
Previous Current
22-Feb-2016 23-Feb-2016 Change Change % Previous Week
Open 0.7106 0.7190 0.0084 1.2% 0.7079
High 0.7208 0.7221 0.0013 0.2% 0.7148
Low 0.7103 0.7165 0.0062 0.9% 0.7034
Close 0.7194 0.7181 -0.0013 -0.2% 0.7110
Range 0.0105 0.0056 -0.0049 -46.7% 0.0114
ATR 0.0090 0.0087 -0.0002 -2.7% 0.0000
Volume 430 1,264 834 194.0% 2,190
Daily Pivots for day following 23-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7357 0.7325 0.7212
R3 0.7301 0.7269 0.7196
R2 0.7245 0.7245 0.7191
R1 0.7213 0.7213 0.7186 0.7201
PP 0.7189 0.7189 0.7189 0.7183
S1 0.7157 0.7157 0.7176 0.7145
S2 0.7133 0.7133 0.7171
S3 0.7077 0.7101 0.7166
S4 0.7021 0.7045 0.7150
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 0.7221 0.7034 0.0187 2.6% 0.0078 1.1% 79% True False 639
10 0.7221 0.6936 0.0285 4.0% 0.0089 1.2% 86% True False 534
20 0.7221 0.6880 0.0341 4.7% 0.0091 1.3% 88% True False 436
40 0.7265 0.6787 0.0478 6.7% 0.0085 1.2% 82% False False 330
60 0.7300 0.6787 0.0513 7.1% 0.0068 0.9% 77% False False 231
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7459
2.618 0.7368
1.618 0.7312
1.000 0.7277
0.618 0.7256
HIGH 0.7221
0.618 0.7200
0.500 0.7193
0.382 0.7186
LOW 0.7165
0.618 0.7130
1.000 0.7109
1.618 0.7074
2.618 0.7018
4.250 0.6927
Fisher Pivots for day following 23-Feb-2016
Pivot 1 day 3 day
R1 0.7193 0.7163
PP 0.7189 0.7145
S1 0.7185 0.7128

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

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