CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 19-Apr-2016
Day Change Summary
Previous Current
18-Apr-2016 19-Apr-2016 Change Change % Previous Week
Open 0.7648 0.7732 0.0084 1.1% 0.7526
High 0.7740 0.7808 0.0068 0.9% 0.7717
Low 0.7612 0.7728 0.0116 1.5% 0.7507
Close 0.7726 0.7800 0.0074 1.0% 0.7700
Range 0.0128 0.0080 -0.0048 -37.5% 0.0210
ATR 0.0098 0.0097 -0.0001 -1.2% 0.0000
Volume 96,613 90,049 -6,564 -6.8% 453,046
Daily Pivots for day following 19-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8019 0.7989 0.7844
R3 0.7939 0.7909 0.7822
R2 0.7859 0.7859 0.7815
R1 0.7829 0.7829 0.7807 0.7844
PP 0.7779 0.7779 0.7779 0.7786
S1 0.7749 0.7749 0.7793 0.7764
S2 0.7699 0.7699 0.7785
S3 0.7619 0.7669 0.7778
S4 0.7539 0.7589 0.7756
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8271 0.8196 0.7816
R3 0.8061 0.7986 0.7758
R2 0.7851 0.7851 0.7739
R1 0.7776 0.7776 0.7719 0.7814
PP 0.7641 0.7641 0.7641 0.7660
S1 0.7566 0.7566 0.7681 0.7604
S2 0.7431 0.7431 0.7662
S3 0.7221 0.7356 0.7642
S4 0.7011 0.7146 0.7585
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7808 0.7600 0.0208 2.7% 0.0092 1.2% 96% True False 90,282
10 0.7808 0.7470 0.0338 4.3% 0.0098 1.3% 98% True False 92,357
20 0.7808 0.7450 0.0358 4.6% 0.0098 1.3% 98% True False 88,799
40 0.7808 0.7077 0.0731 9.4% 0.0096 1.2% 99% True False 64,712
60 0.7808 0.6880 0.0928 11.9% 0.0094 1.2% 99% True False 43,270
80 0.7808 0.6787 0.1021 13.1% 0.0090 1.2% 99% True False 32,506
100 0.7808 0.6787 0.1021 13.1% 0.0079 1.0% 99% True False 26,011
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 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8148
2.618 0.8017
1.618 0.7937
1.000 0.7888
0.618 0.7857
HIGH 0.7808
0.618 0.7777
0.500 0.7768
0.382 0.7759
LOW 0.7728
0.618 0.7679
1.000 0.7648
1.618 0.7599
2.618 0.7519
4.250 0.7388
Fisher Pivots for day following 19-Apr-2016
Pivot 1 day 3 day
R1 0.7789 0.7770
PP 0.7779 0.7740
S1 0.7768 0.7710

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

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