CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 06-May-2016
Day Change Summary
Previous Current
05-May-2016 06-May-2016 Change Change % Previous Week
Open 0.7448 0.7454 0.0006 0.1% 0.7593
High 0.7503 0.7468 -0.0035 -0.5% 0.7708
Low 0.7445 0.7328 -0.0117 -1.6% 0.7328
Close 0.7449 0.7351 -0.0098 -1.3% 0.7351
Range 0.0058 0.0140 0.0082 141.4% 0.0380
ATR 0.0099 0.0102 0.0003 2.9% 0.0000
Volume 89,794 124,943 35,149 39.1% 571,447
Daily Pivots for day following 06-May-2016
Classic Woodie Camarilla DeMark
R4 0.7802 0.7717 0.7428
R3 0.7662 0.7577 0.7390
R2 0.7522 0.7522 0.7377
R1 0.7437 0.7437 0.7364 0.7410
PP 0.7382 0.7382 0.7382 0.7369
S1 0.7297 0.7297 0.7338 0.7270
S2 0.7242 0.7242 0.7325
S3 0.7102 0.7157 0.7313
S4 0.6962 0.7017 0.7274
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 0.8602 0.8357 0.7560
R3 0.8222 0.7977 0.7456
R2 0.7842 0.7842 0.7421
R1 0.7597 0.7597 0.7386 0.7530
PP 0.7462 0.7462 0.7462 0.7429
S1 0.7217 0.7217 0.7316 0.7150
S2 0.7082 0.7082 0.7281
S3 0.6702 0.6837 0.7247
S4 0.6322 0.6457 0.7142
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7708 0.7328 0.0380 5.2% 0.0118 1.6% 6% False True 114,289
10 0.7750 0.7328 0.0422 5.7% 0.0107 1.5% 5% False True 106,434
20 0.7818 0.7328 0.0490 6.7% 0.0099 1.4% 5% False True 100,857
40 0.7818 0.7328 0.0490 6.7% 0.0100 1.4% 5% False True 94,453
60 0.7818 0.6959 0.0859 11.7% 0.0097 1.3% 46% False False 66,154
80 0.7818 0.6787 0.1031 14.0% 0.0096 1.3% 55% False False 49,697
100 0.7818 0.6787 0.1031 14.0% 0.0090 1.2% 55% False False 39,785
120 0.7818 0.6787 0.1031 14.0% 0.0077 1.0% 55% False False 33,155
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 0.0023
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8063
2.618 0.7835
1.618 0.7695
1.000 0.7608
0.618 0.7555
HIGH 0.7468
0.618 0.7415
0.500 0.7398
0.382 0.7381
LOW 0.7328
0.618 0.7241
1.000 0.7188
1.618 0.7101
2.618 0.6961
4.250 0.6733
Fisher Pivots for day following 06-May-2016
Pivot 1 day 3 day
R1 0.7398 0.7417
PP 0.7382 0.7395
S1 0.7367 0.7373

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

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