CME Australian Dollar Future September 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 0.7195 0.7155 -0.0040 -0.6% 0.7199
High 0.7203 0.7239 0.0036 0.5% 0.7226
Low 0.7145 0.7122 -0.0023 -0.3% 0.7115
Close 0.7171 0.7188 0.0017 0.2% 0.7171
Range 0.0058 0.0117 0.0059 101.7% 0.0111
ATR 0.0072 0.0075 0.0003 4.4% 0.0000
Volume 281 4,941 4,660 1,658.4% 3,757
Daily Pivots for day following 31-May-2016
Classic Woodie Camarilla DeMark
R4 0.7534 0.7478 0.7252
R3 0.7417 0.7361 0.7220
R2 0.7300 0.7300 0.7209
R1 0.7244 0.7244 0.7199 0.7272
PP 0.7183 0.7183 0.7183 0.7197
S1 0.7127 0.7127 0.7177 0.7155
S2 0.7066 0.7066 0.7167
S3 0.6949 0.7010 0.7156
S4 0.6832 0.6893 0.7124
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 0.7504 0.7448 0.7232
R3 0.7393 0.7337 0.7202
R2 0.7282 0.7282 0.7191
R1 0.7226 0.7226 0.7181 0.7199
PP 0.7171 0.7171 0.7171 0.7157
S1 0.7115 0.7115 0.7161 0.7088
S2 0.7060 0.7060 0.7151
S3 0.6949 0.7004 0.7140
S4 0.6838 0.6893 0.7110
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7239 0.7115 0.0124 1.7% 0.0073 1.0% 59% True False 1,607
10 0.7332 0.7115 0.0217 3.0% 0.0069 1.0% 34% False False 1,140
20 0.7670 0.7115 0.0555 7.7% 0.0078 1.1% 13% False False 736
40 0.7777 0.7115 0.0662 9.2% 0.0080 1.1% 11% False False 457
60 0.7777 0.7115 0.0662 9.2% 0.0076 1.1% 11% False False 316
80 0.7777 0.6970 0.0807 11.2% 0.0061 0.8% 27% False False 238
100 0.7777 0.6789 0.0988 13.7% 0.0050 0.7% 40% False False 190
120 0.7777 0.6789 0.0988 13.7% 0.0042 0.6% 40% False False 160
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 0.0012
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.7736
2.618 0.7545
1.618 0.7428
1.000 0.7356
0.618 0.7311
HIGH 0.7239
0.618 0.7194
0.500 0.7181
0.382 0.7167
LOW 0.7122
0.618 0.7050
1.000 0.7005
1.618 0.6933
2.618 0.6816
4.250 0.6625
Fisher Pivots for day following 31-May-2016
Pivot 1 day 3 day
R1 0.7186 0.7186
PP 0.7183 0.7183
S1 0.7181 0.7181

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

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