CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 03-May-2016
Day Change Summary
Previous Current
02-May-2016 03-May-2016 Change Change % Previous Week
Open 0.7593 0.7651 0.0058 0.8% 0.7692
High 0.7659 0.7708 0.0049 0.6% 0.7750
Low 0.7581 0.7467 -0.0114 -1.5% 0.7533
Close 0.7642 0.7474 -0.0168 -2.2% 0.7587
Range 0.0078 0.0241 0.0163 209.0% 0.0217
ATR 0.0094 0.0105 0.0010 11.1% 0.0000
Volume 71,844 171,784 99,940 139.1% 492,899
Daily Pivots for day following 03-May-2016
Classic Woodie Camarilla DeMark
R4 0.8273 0.8114 0.7607
R3 0.8032 0.7873 0.7540
R2 0.7791 0.7791 0.7518
R1 0.7632 0.7632 0.7496 0.7591
PP 0.7550 0.7550 0.7550 0.7529
S1 0.7391 0.7391 0.7452 0.7350
S2 0.7309 0.7309 0.7430
S3 0.7068 0.7150 0.7408
S4 0.6827 0.6909 0.7341
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8274 0.8148 0.7706
R3 0.8057 0.7931 0.7647
R2 0.7840 0.7840 0.7627
R1 0.7714 0.7714 0.7607 0.7669
PP 0.7623 0.7623 0.7623 0.7601
S1 0.7497 0.7497 0.7567 0.7452
S2 0.7406 0.7406 0.7547
S3 0.7189 0.7280 0.7527
S4 0.6972 0.7063 0.7468
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7750 0.7467 0.0283 3.8% 0.0140 1.9% 2% False True 118,719
10 0.7818 0.7467 0.0351 4.7% 0.0105 1.4% 2% False True 104,963
20 0.7818 0.7467 0.0351 4.7% 0.0102 1.4% 2% False True 98,660
40 0.7818 0.7377 0.0441 5.9% 0.0100 1.3% 22% False False 90,207
60 0.7818 0.6936 0.0882 11.8% 0.0096 1.3% 61% False False 60,708
80 0.7818 0.6787 0.1031 13.8% 0.0096 1.3% 67% False False 45,607
100 0.7818 0.6787 0.1031 13.8% 0.0088 1.2% 67% False False 36,507
120 0.7818 0.6787 0.1031 13.8% 0.0075 1.0% 67% False False 30,423
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Widest range in 125 trading days
Fibonacci Retracements and Extensions
4.250 0.8732
2.618 0.8339
1.618 0.8098
1.000 0.7949
0.618 0.7857
HIGH 0.7708
0.618 0.7616
0.500 0.7588
0.382 0.7559
LOW 0.7467
0.618 0.7318
1.000 0.7226
1.618 0.7077
2.618 0.6836
4.250 0.6443
Fisher Pivots for day following 03-May-2016
Pivot 1 day 3 day
R1 0.7588 0.7588
PP 0.7550 0.7550
S1 0.7512 0.7512

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

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