CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 09-May-2016
Day Change Summary
Previous Current
06-May-2016 09-May-2016 Change Change % Previous Week
Open 0.7454 0.7354 -0.0100 -1.3% 0.7593
High 0.7468 0.7376 -0.0092 -1.2% 0.7708
Low 0.7328 0.7298 -0.0030 -0.4% 0.7328
Close 0.7351 0.7310 -0.0041 -0.6% 0.7351
Range 0.0140 0.0078 -0.0062 -44.3% 0.0380
ATR 0.0102 0.0100 -0.0002 -1.7% 0.0000
Volume 124,943 88,778 -36,165 -28.9% 571,447
Daily Pivots for day following 09-May-2016
Classic Woodie Camarilla DeMark
R4 0.7562 0.7514 0.7353
R3 0.7484 0.7436 0.7331
R2 0.7406 0.7406 0.7324
R1 0.7358 0.7358 0.7317 0.7343
PP 0.7328 0.7328 0.7328 0.7321
S1 0.7280 0.7280 0.7303 0.7265
S2 0.7250 0.7250 0.7296
S3 0.7172 0.7202 0.7289
S4 0.7094 0.7124 0.7267
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 0.7298 0.0410 5.6% 0.0118 1.6% 3% False True 117,676
10 0.7750 0.7298 0.0452 6.2% 0.0111 1.5% 3% False True 109,356
20 0.7818 0.7298 0.0520 7.1% 0.0098 1.3% 2% False True 100,984
40 0.7818 0.7298 0.0520 7.1% 0.0099 1.4% 2% False True 93,997
60 0.7818 0.7028 0.0790 10.8% 0.0095 1.3% 36% False False 67,628
80 0.7818 0.6787 0.1031 14.1% 0.0096 1.3% 51% False False 50,801
100 0.7818 0.6787 0.1031 14.1% 0.0090 1.2% 51% False False 40,673
120 0.7818 0.6787 0.1031 14.1% 0.0078 1.1% 51% False False 33,895
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 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7708
2.618 0.7580
1.618 0.7502
1.000 0.7454
0.618 0.7424
HIGH 0.7376
0.618 0.7346
0.500 0.7337
0.382 0.7328
LOW 0.7298
0.618 0.7250
1.000 0.7220
1.618 0.7172
2.618 0.7094
4.250 0.6967
Fisher Pivots for day following 09-May-2016
Pivot 1 day 3 day
R1 0.7337 0.7401
PP 0.7328 0.7370
S1 0.7319 0.7340

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

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