CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 02-Jun-2016
Day Change Summary
Previous Current
01-Jun-2016 02-Jun-2016 Change Change % Previous Week
Open 0.7228 0.7250 0.0022 0.3% 0.7221
High 0.7296 0.7268 -0.0028 -0.4% 0.7254
Low 0.7224 0.7198 -0.0026 -0.4% 0.7140
Close 0.7252 0.7220 -0.0032 -0.4% 0.7195
Range 0.0072 0.0070 -0.0002 -2.8% 0.0114
ATR 0.0083 0.0082 -0.0001 -1.1% 0.0000
Volume 119,738 90,239 -29,499 -24.6% 461,933
Daily Pivots for day following 02-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7439 0.7399 0.7259
R3 0.7369 0.7329 0.7239
R2 0.7299 0.7299 0.7233
R1 0.7259 0.7259 0.7226 0.7244
PP 0.7229 0.7229 0.7229 0.7221
S1 0.7189 0.7189 0.7214 0.7174
S2 0.7159 0.7159 0.7207
S3 0.7089 0.7119 0.7201
S4 0.7019 0.7049 0.7182
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 0.7296 0.7145 0.0151 2.1% 0.0081 1.1% 50% False False 109,706
10 0.7296 0.7140 0.0156 2.2% 0.0071 1.0% 51% False False 100,886
20 0.7503 0.7140 0.0363 5.0% 0.0076 1.0% 22% False False 100,134
40 0.7818 0.7140 0.0678 9.4% 0.0088 1.2% 12% False False 99,959
60 0.7818 0.7140 0.0678 9.4% 0.0092 1.3% 12% False False 94,976
80 0.7818 0.6936 0.0882 12.2% 0.0091 1.3% 32% False False 71,975
100 0.7818 0.6787 0.1031 14.3% 0.0092 1.3% 42% False False 57,641
120 0.7818 0.6787 0.1031 14.3% 0.0086 1.2% 42% False False 48,054
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 0.0018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7566
2.618 0.7451
1.618 0.7381
1.000 0.7338
0.618 0.7311
HIGH 0.7268
0.618 0.7241
0.500 0.7233
0.382 0.7225
LOW 0.7198
0.618 0.7155
1.000 0.7128
1.618 0.7085
2.618 0.7015
4.250 0.6901
Fisher Pivots for day following 02-Jun-2016
Pivot 1 day 3 day
R1 0.7233 0.7221
PP 0.7229 0.7220
S1 0.7224 0.7220

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

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