CME Australian Dollar Future June 2016

Trading Metrics calculated at close of trading on 01-Apr-2016

Day Change Summary
	Previous	Current
	31-Mar-2016	01-Apr-2016	Change	Change %	Previous Week
Open	0.7645	0.7639	-0.0006	-0.1%	0.7489
High	0.7698	0.7676	-0.0022	-0.3%	0.7698
Low	0.7609	0.7574	-0.0035	-0.5%	0.7466
Close	0.7650	0.7652	0.0002	0.0%	0.7652
Range	0.0089	0.0102	0.0013	14.6%	0.0232
ATR	0.0095	0.0096	0.0000	0.5%	0.0000
Volume	97,107	110,564	13,457	13.9%	440,822

Daily Pivots for day following 01-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7940	0.7898	0.7708
R3	0.7838	0.7796	0.7680
R2	0.7736	0.7736	0.7671
R1	0.7694	0.7694	0.7661	0.7715
PP	0.7634	0.7634	0.7634	0.7645
S1	0.7592	0.7592	0.7643	0.7613
S2	0.7532	0.7532	0.7633
S3	0.7430	0.7490	0.7624
S4	0.7328	0.7388	0.7596

Weekly Pivots for week ending 01-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8301	0.8209	0.7780
R3	0.8069	0.7977	0.7716
R2	0.7837	0.7837	0.7695
R1	0.7745	0.7745	0.7673	0.7791
PP	0.7605	0.7605	0.7605	0.7629
S1	0.7513	0.7513	0.7631	0.7559
S2	0.7373	0.7373	0.7609
S3	0.7141	0.7281	0.7588
S4	0.6909	0.7049	0.7524

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7698	0.7466	0.0232	3.0%	0.0098	1.3%	80%	False	False	88,164
10	0.7698	0.7450	0.0248	3.2%	0.0092	1.2%	81%	False	False	80,936
20	0.7698	0.7310	0.0388	5.1%	0.0098	1.3%	88%	False	False	73,681
40	0.7698	0.6936	0.0762	10.0%	0.0094	1.2%	94%	False	False	37,305
60	0.7698	0.6787	0.0911	11.9%	0.0094	1.2%	95%	False	False	24,964
80	0.7698	0.6787	0.0911	11.9%	0.0082	1.1%	95%	False	False	18,746
100	0.7698	0.6787	0.0911	11.9%	0.0068	0.9%	95%	False	False	14,997

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	0.0028
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8110
2.618	0.7943
1.618	0.7841
1.000	0.7778
0.618	0.7739
HIGH	0.7676
0.618	0.7637
0.500	0.7625
0.382	0.7613
LOW	0.7574
0.618	0.7511
1.000	0.7472
1.618	0.7409
2.618	0.7307
4.250	0.7141

Fisher Pivots for day following 01-Apr-2016
Pivot	1 day	3 day
R1	0.7643	0.7647
PP	0.7634	0.7641
S1	0.7625	0.7636

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols