CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 18-May-2016
Day Change Summary
Previous Current
17-May-2016 18-May-2016 Change Change % Previous Week
Open 0.7283 0.7317 0.0034 0.5% 0.7354
High 0.7359 0.7319 -0.0040 -0.5% 0.7395
Low 0.7274 0.7214 -0.0060 -0.8% 0.7246
Close 0.7315 0.7229 -0.0086 -1.2% 0.7264
Range 0.0085 0.0105 0.0020 23.5% 0.0149
ATR 0.0090 0.0091 0.0001 1.2% 0.0000
Volume 103,962 128,243 24,281 23.4% 476,778
Daily Pivots for day following 18-May-2016
Classic Woodie Camarilla DeMark
R4 0.7569 0.7504 0.7287
R3 0.7464 0.7399 0.7258
R2 0.7359 0.7359 0.7248
R1 0.7294 0.7294 0.7239 0.7274
PP 0.7254 0.7254 0.7254 0.7244
S1 0.7189 0.7189 0.7219 0.7169
S2 0.7149 0.7149 0.7210
S3 0.7044 0.7084 0.7200
S4 0.6939 0.6979 0.7171
Weekly Pivots for week ending 13-May-2016
Classic Woodie Camarilla DeMark
R4 0.7749 0.7655 0.7346
R3 0.7600 0.7506 0.7305
R2 0.7451 0.7451 0.7291
R1 0.7357 0.7357 0.7278 0.7330
PP 0.7302 0.7302 0.7302 0.7288
S1 0.7208 0.7208 0.7250 0.7181
S2 0.7153 0.7153 0.7237
S3 0.7004 0.7059 0.7223
S4 0.6855 0.6910 0.7182
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7369 0.7214 0.0155 2.1% 0.0078 1.1% 10% False True 100,677
10 0.7503 0.7214 0.0289 4.0% 0.0081 1.1% 5% False True 99,382
20 0.7818 0.7214 0.0604 8.4% 0.0093 1.3% 2% False True 103,225
40 0.7818 0.7214 0.0604 8.4% 0.0095 1.3% 2% False True 96,388
60 0.7818 0.7077 0.0741 10.3% 0.0095 1.3% 21% False False 79,063
80 0.7818 0.6880 0.0938 13.0% 0.0094 1.3% 37% False False 59,406
100 0.7818 0.6787 0.1031 14.3% 0.0091 1.3% 43% False False 47,570
120 0.7818 0.6787 0.1031 14.3% 0.0082 1.1% 43% False False 39,647
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7765
2.618 0.7594
1.618 0.7489
1.000 0.7424
0.618 0.7384
HIGH 0.7319
0.618 0.7279
0.500 0.7267
0.382 0.7254
LOW 0.7214
0.618 0.7149
1.000 0.7109
1.618 0.7044
2.618 0.6939
4.250 0.6768
Fisher Pivots for day following 18-May-2016
Pivot 1 day 3 day
R1 0.7267 0.7287
PP 0.7254 0.7267
S1 0.7242 0.7248

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

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