CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 30-Mar-2016
Day Change Summary
Previous Current
29-Mar-2016 30-Mar-2016 Change Change % Previous Week
Open 0.7514 0.7607 0.0093 1.2% 0.7567
High 0.7620 0.7683 0.0063 0.8% 0.7622
Low 0.7484 0.7588 0.0104 1.4% 0.7450
Close 0.7611 0.7646 0.0035 0.5% 0.7494
Range 0.0136 0.0095 -0.0041 -30.1% 0.0172
ATR 0.0096 0.0096 0.0000 -0.1% 0.0000
Volume 100,101 95,990 -4,111 -4.1% 298,099
Daily Pivots for day following 30-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7924 0.7880 0.7698
R3 0.7829 0.7785 0.7672
R2 0.7734 0.7734 0.7663
R1 0.7690 0.7690 0.7655 0.7712
PP 0.7639 0.7639 0.7639 0.7650
S1 0.7595 0.7595 0.7637 0.7617
S2 0.7544 0.7544 0.7629
S3 0.7449 0.7500 0.7620
S4 0.7354 0.7405 0.7594
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.8038 0.7938 0.7589
R3 0.7866 0.7766 0.7541
R2 0.7694 0.7694 0.7526
R1 0.7594 0.7594 0.7510 0.7558
PP 0.7522 0.7522 0.7522 0.7504
S1 0.7422 0.7422 0.7478 0.7386
S2 0.7350 0.7350 0.7462
S3 0.7178 0.7250 0.7447
S4 0.7006 0.7078 0.7399
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7683 0.7450 0.0233 3.0% 0.0098 1.3% 84% True False 77,982
10 0.7683 0.7385 0.0298 3.9% 0.0099 1.3% 88% True False 82,797
20 0.7683 0.7134 0.0549 7.2% 0.0099 1.3% 93% True False 63,590
40 0.7683 0.6936 0.0747 9.8% 0.0096 1.3% 95% True False 32,135
60 0.7683 0.6787 0.0896 11.7% 0.0094 1.2% 96% True False 21,514
80 0.7683 0.6787 0.0896 11.7% 0.0080 1.1% 96% True False 16,150
100 0.7683 0.6787 0.0896 11.7% 0.0066 0.9% 96% True False 12,920
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 0.0028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8087
2.618 0.7932
1.618 0.7837
1.000 0.7778
0.618 0.7742
HIGH 0.7683
0.618 0.7647
0.500 0.7636
0.382 0.7624
LOW 0.7588
0.618 0.7529
1.000 0.7493
1.618 0.7434
2.618 0.7339
4.250 0.7184
Fisher Pivots for day following 30-Mar-2016
Pivot 1 day 3 day
R1 0.7643 0.7622
PP 0.7639 0.7598
S1 0.7636 0.7575

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

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