CME Australian Dollar Future June 2016

Trading Metrics calculated at close of trading on 05-Apr-2016

Day Change Summary
	Previous	Current
	04-Apr-2016	05-Apr-2016	Change	Change %	Previous Week
Open	0.7651	0.7580	-0.0071	-0.9%	0.7489
High	0.7655	0.7612	-0.0043	-0.6%	0.7698
Low	0.7573	0.7486	-0.0087	-1.1%	0.7466
Close	0.7585	0.7514	-0.0071	-0.9%	0.7652
Range	0.0082	0.0126	0.0044	53.7%	0.0232
ATR	0.0095	0.0097	0.0002	2.4%	0.0000
Volume	64,187	113,658	49,471	77.1%	440,822

Daily Pivots for day following 05-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7915	0.7841	0.7583
R3	0.7789	0.7715	0.7549
R2	0.7663	0.7663	0.7537
R1	0.7589	0.7589	0.7526	0.7563
PP	0.7537	0.7537	0.7537	0.7525
S1	0.7463	0.7463	0.7502	0.7437
S2	0.7411	0.7411	0.7491
S3	0.7285	0.7337	0.7479
S4	0.7159	0.7211	0.7445

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	0.7486	0.0212	2.8%	0.0099	1.3%	13%	False	True	96,301
10	0.7698	0.7450	0.0248	3.3%	0.0098	1.3%	26%	False	False	85,240
20	0.7698	0.7377	0.0321	4.3%	0.0099	1.3%	43%	False	False	81,754
40	0.7698	0.6936	0.0762	10.1%	0.0094	1.2%	76%	False	False	41,732
60	0.7698	0.6787	0.0911	12.1%	0.0094	1.3%	80%	False	False	27,922
80	0.7698	0.6787	0.0911	12.1%	0.0084	1.1%	80%	False	False	20,969
100	0.7698	0.6787	0.0911	12.1%	0.0070	0.9%	80%	False	False	16,776

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8148
2.618	0.7942
1.618	0.7816
1.000	0.7738
0.618	0.7690
HIGH	0.7612
0.618	0.7564
0.500	0.7549
0.382	0.7534
LOW	0.7486
0.618	0.7408
1.000	0.7360
1.618	0.7282
2.618	0.7156
4.250	0.6951

Fisher Pivots for day following 05-Apr-2016
Pivot	1 day	3 day
R1	0.7549	0.7581
PP	0.7537	0.7559
S1	0.7526	0.7536

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