CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 24-Feb-2016
Day Change Summary
Previous Current
23-Feb-2016 24-Feb-2016 Change Change % Previous Week
Open 0.7190 0.7157 -0.0033 -0.5% 0.7079
High 0.7221 0.7175 -0.0046 -0.6% 0.7148
Low 0.7165 0.7112 -0.0053 -0.7% 0.7034
Close 0.7181 0.7167 -0.0014 -0.2% 0.7110
Range 0.0056 0.0063 0.0007 12.5% 0.0114
ATR 0.0087 0.0086 -0.0001 -1.5% 0.0000
Volume 1,264 927 -337 -26.7% 2,190
Daily Pivots for day following 24-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7340 0.7317 0.7202
R3 0.7277 0.7254 0.7184
R2 0.7214 0.7214 0.7179
R1 0.7191 0.7191 0.7173 0.7202
PP 0.7151 0.7151 0.7151 0.7157
S1 0.7128 0.7128 0.7161 0.7140
S2 0.7088 0.7088 0.7155
S3 0.7025 0.7065 0.7150
S4 0.6962 0.7002 0.7132
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% 0.0070 1.0% 71% False False 746
10 0.7221 0.6959 0.0262 3.7% 0.0083 1.2% 79% False False 581
20 0.7221 0.6936 0.0285 4.0% 0.0090 1.3% 81% False False 477
40 0.7265 0.6787 0.0478 6.7% 0.0086 1.2% 79% False False 353
60 0.7300 0.6787 0.0513 7.2% 0.0069 1.0% 74% False False 247
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7443
2.618 0.7340
1.618 0.7277
1.000 0.7238
0.618 0.7214
HIGH 0.7175
0.618 0.7151
0.500 0.7144
0.382 0.7136
LOW 0.7112
0.618 0.7073
1.000 0.7049
1.618 0.7010
2.618 0.6947
4.250 0.6844
Fisher Pivots for day following 24-Feb-2016
Pivot 1 day 3 day
R1 0.7159 0.7165
PP 0.7151 0.7164
S1 0.7144 0.7162

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

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