CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 31-May-2016
Day Change Summary
Previous Current
27-May-2016 31-May-2016 Change Change % Previous Week
Open 0.7221 0.7177 -0.0044 -0.6% 0.7221
High 0.7230 0.7264 0.0034 0.5% 0.7254
Low 0.7168 0.7145 -0.0023 -0.3% 0.7140
Close 0.7195 0.7213 0.0018 0.3% 0.7195
Range 0.0062 0.0119 0.0057 91.9% 0.0114
ATR 0.0080 0.0083 0.0003 3.4% 0.0000
Volume 89,527 150,468 60,941 68.1% 461,933
Daily Pivots for day following 31-May-2016
Classic Woodie Camarilla DeMark
R4 0.7564 0.7508 0.7278
R3 0.7445 0.7389 0.7246
R2 0.7326 0.7326 0.7235
R1 0.7270 0.7270 0.7224 0.7298
PP 0.7207 0.7207 0.7207 0.7222
S1 0.7151 0.7151 0.7202 0.7179
S2 0.7088 0.7088 0.7191
S3 0.6969 0.7032 0.7180
S4 0.6850 0.6913 0.7148
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 0.7264 0.7140 0.0124 1.7% 0.0079 1.1% 59% True False 107,527
10 0.7359 0.7140 0.0219 3.0% 0.0076 1.0% 33% False False 103,109
20 0.7708 0.7140 0.0568 7.9% 0.0084 1.2% 13% False False 103,879
40 0.7818 0.7140 0.0678 9.4% 0.0090 1.2% 11% False False 99,816
60 0.7818 0.7140 0.0678 9.4% 0.0092 1.3% 11% False False 92,080
80 0.7818 0.6936 0.0882 12.2% 0.0092 1.3% 31% False False 69,358
100 0.7818 0.6787 0.1031 14.3% 0.0092 1.3% 41% False False 55,545
120 0.7818 0.6787 0.1031 14.3% 0.0086 1.2% 41% False False 46,304
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 True
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.7770
2.618 0.7576
1.618 0.7457
1.000 0.7383
0.618 0.7338
HIGH 0.7264
0.618 0.7219
0.500 0.7205
0.382 0.7190
LOW 0.7145
0.618 0.7071
1.000 0.7026
1.618 0.6952
2.618 0.6833
4.250 0.6639
Fisher Pivots for day following 31-May-2016
Pivot 1 day 3 day
R1 0.7210 0.7210
PP 0.7207 0.7207
S1 0.7205 0.7205

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

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