CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 05-Jan-2016
Day Change Summary
Previous Current
04-Jan-2016 05-Jan-2016 Change Change % Previous Week
Open 0.7227 0.7131 -0.0096 -1.3% 0.7228
High 0.7227 0.7155 -0.0072 -1.0% 0.7265
Low 0.7110 0.7085 -0.0025 -0.4% 0.7195
Close 0.7129 0.7099 -0.0030 -0.4% 0.7236
Range 0.0117 0.0070 -0.0047 -40.2% 0.0070
ATR 0.0060 0.0061 0.0001 1.2% 0.0000
Volume 596 72 -524 -87.9% 514
Daily Pivots for day following 05-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7323 0.7281 0.7138
R3 0.7253 0.7211 0.7118
R2 0.7183 0.7183 0.7112
R1 0.7141 0.7141 0.7105 0.7127
PP 0.7113 0.7113 0.7113 0.7106
S1 0.7071 0.7071 0.7093 0.7057
S2 0.7043 0.7043 0.7086
S3 0.6973 0.7001 0.7080
S4 0.6903 0.6931 0.7061
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7442 0.7409 0.7275
R3 0.7372 0.7339 0.7255
R2 0.7302 0.7302 0.7249
R1 0.7269 0.7269 0.7242 0.7286
PP 0.7232 0.7232 0.7232 0.7240
S1 0.7199 0.7199 0.7230 0.7216
S2 0.7162 0.7162 0.7223
S3 0.7092 0.7129 0.7217
S4 0.7022 0.7059 0.7198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7265 0.7085 0.0180 2.5% 0.0057 0.8% 8% False True 178
10 0.7265 0.7085 0.0180 2.5% 0.0044 0.6% 8% False True 125
20 0.7265 0.7038 0.0227 3.2% 0.0047 0.7% 27% False False 93
40 0.7300 0.6948 0.0352 5.0% 0.0028 0.4% 43% False False 47
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7453
2.618 0.7338
1.618 0.7268
1.000 0.7225
0.618 0.7198
HIGH 0.7155
0.618 0.7128
0.500 0.7120
0.382 0.7112
LOW 0.7085
0.618 0.7042
1.000 0.7015
1.618 0.6972
2.618 0.6902
4.250 0.6787
Fisher Pivots for day following 05-Jan-2016
Pivot 1 day 3 day
R1 0.7120 0.7175
PP 0.7113 0.7150
S1 0.7106 0.7124

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

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