CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 03-Jun-2016
Day Change Summary
Previous Current
02-Jun-2016 03-Jun-2016 Change Change % Previous Week
Open 0.7250 0.7226 -0.0024 -0.3% 0.7177
High 0.7268 0.7367 0.0099 1.4% 0.7367
Low 0.7198 0.7216 0.0018 0.3% 0.7145
Close 0.7220 0.7363 0.0143 2.0% 0.7363
Range 0.0070 0.0151 0.0081 115.7% 0.0222
ATR 0.0082 0.0087 0.0005 6.0% 0.0000
Volume 90,239 149,239 59,000 65.4% 509,684
Daily Pivots for day following 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7768 0.7717 0.7446
R3 0.7617 0.7566 0.7405
R2 0.7466 0.7466 0.7391
R1 0.7415 0.7415 0.7377 0.7441
PP 0.7315 0.7315 0.7315 0.7328
S1 0.7264 0.7264 0.7349 0.7290
S2 0.7164 0.7164 0.7335
S3 0.7013 0.7113 0.7321
S4 0.6862 0.6962 0.7280
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7958 0.7882 0.7485
R3 0.7736 0.7660 0.7424
R2 0.7514 0.7514 0.7404
R1 0.7438 0.7438 0.7383 0.7476
PP 0.7292 0.7292 0.7292 0.7311
S1 0.7216 0.7216 0.7343 0.7254
S2 0.7070 0.7070 0.7322
S3 0.6848 0.6994 0.7302
S4 0.6626 0.6772 0.7241
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7367 0.7145 0.0222 3.0% 0.0095 1.3% 98% True False 119,842
10 0.7367 0.7140 0.0227 3.1% 0.0079 1.1% 98% True False 104,210
20 0.7468 0.7140 0.0328 4.5% 0.0080 1.1% 68% False False 103,106
40 0.7818 0.7140 0.0678 9.2% 0.0088 1.2% 33% False False 100,866
60 0.7818 0.7140 0.0678 9.2% 0.0093 1.3% 33% False False 96,385
80 0.7818 0.6959 0.0859 11.7% 0.0092 1.2% 47% False False 73,834
100 0.7818 0.6787 0.1031 14.0% 0.0092 1.3% 56% False False 59,132
120 0.7818 0.6787 0.1031 14.0% 0.0087 1.2% 56% False False 49,297
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 False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 0.8009
2.618 0.7762
1.618 0.7611
1.000 0.7518
0.618 0.7460
HIGH 0.7367
0.618 0.7309
0.500 0.7292
0.382 0.7274
LOW 0.7216
0.618 0.7123
1.000 0.7065
1.618 0.6972
2.618 0.6821
4.250 0.6574
Fisher Pivots for day following 03-Jun-2016
Pivot 1 day 3 day
R1 0.7339 0.7336
PP 0.7315 0.7309
S1 0.7292 0.7283

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

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