CME Australian Dollar Future June 2016

Trading Metrics calculated at close of trading on 27-May-2016

Day Change Summary
	Previous	Current
	26-May-2016	27-May-2016	Change	Change %	Previous Week
Open	0.7188	0.7221	0.0033	0.5%	0.7221
High	0.7240	0.7230	-0.0010	-0.1%	0.7254
Low	0.7156	0.7168	0.0012	0.2%	0.7140
Close	0.7210	0.7195	-0.0015	-0.2%	0.7195
Range	0.0084	0.0062	-0.0022	-26.2%	0.0114
ATR	0.0082	0.0080	-0.0001	-1.7%	0.0000
Volume	98,558	89,527	-9,031	-9.2%	461,933

Daily Pivots for day following 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7384	0.7351	0.7229
R3	0.7322	0.7289	0.7212
R2	0.7260	0.7260	0.7206
R1	0.7227	0.7227	0.7201	0.7213
PP	0.7198	0.7198	0.7198	0.7190
S1	0.7165	0.7165	0.7189	0.7151
S2	0.7136	0.7136	0.7184
S3	0.7074	0.7103	0.7178
S4	0.7012	0.7041	0.7161

Weekly Pivots for week ending 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7538	0.7481	0.7258
R3	0.7424	0.7367	0.7226
R2	0.7310	0.7310	0.7216
R1	0.7253	0.7253	0.7205	0.7225
PP	0.7196	0.7196	0.7196	0.7182
S1	0.7139	0.7139	0.7185	0.7111
S2	0.7082	0.7082	0.7174
S3	0.6968	0.7025	0.7164
S4	0.6854	0.6911	0.7132

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7254	0.7140	0.0114	1.6%	0.0068	1.0%	48%	False	False	92,386
10	0.7359	0.7140	0.0219	3.0%	0.0070	1.0%	25%	False	False	95,073
20	0.7708	0.7140	0.0568	7.9%	0.0082	1.1%	10%	False	False	99,947
40	0.7818	0.7140	0.0678	9.4%	0.0089	1.2%	8%	False	False	97,659
60	0.7818	0.7140	0.0678	9.4%	0.0092	1.3%	8%	False	False	89,666
80	0.7818	0.6936	0.0882	12.3%	0.0092	1.3%	29%	False	False	67,482
100	0.7818	0.6787	0.1031	14.3%	0.0092	1.3%	40%	False	False	54,042
120	0.7818	0.6787	0.1031	14.3%	0.0085	1.2%	40%	False	False	45,050

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7494
2.618	0.7392
1.618	0.7330
1.000	0.7292
0.618	0.7268
HIGH	0.7230
0.618	0.7206
0.500	0.7199
0.382	0.7192
LOW	0.7168
0.618	0.7130
1.000	0.7106
1.618	0.7068
2.618	0.7006
4.250	0.6905

Fisher Pivots for day following 27-May-2016
Pivot	1 day	3 day
R1	0.7199	0.7198
PP	0.7198	0.7197
S1	0.7196	0.7196

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols