CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 13-Jan-2016
Day Change Summary
Previous Current
12-Jan-2016 13-Jan-2016 Change Change % Previous Week
Open 0.6942 0.6961 0.0019 0.3% 0.7227
High 0.6960 0.6998 0.0038 0.5% 0.7227
Low 0.6892 0.6906 0.0014 0.2% 0.6905
Close 0.6936 0.6911 -0.0025 -0.4% 0.6935
Range 0.0068 0.0092 0.0024 35.3% 0.0322
ATR 0.0071 0.0072 0.0002 2.2% 0.0000
Volume 297 442 145 48.8% 1,160
Daily Pivots for day following 13-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7214 0.7155 0.6962
R3 0.7122 0.7063 0.6936
R2 0.7030 0.7030 0.6928
R1 0.6971 0.6971 0.6919 0.6955
PP 0.6938 0.6938 0.6938 0.6930
S1 0.6879 0.6879 0.6903 0.6863
S2 0.6846 0.6846 0.6894
S3 0.6754 0.6787 0.6886
S4 0.6662 0.6695 0.6860
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7988 0.7784 0.7112
R3 0.7666 0.7462 0.7024
R2 0.7344 0.7344 0.6994
R1 0.7140 0.7140 0.6965 0.7081
PP 0.7022 0.7022 0.7022 0.6993
S1 0.6818 0.6818 0.6905 0.6759
S2 0.6700 0.6700 0.6876
S3 0.6378 0.6496 0.6846
S4 0.6056 0.6174 0.6758
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7029 0.6889 0.0140 2.0% 0.0090 1.3% 16% False False 249
10 0.7265 0.6889 0.0376 5.4% 0.0081 1.2% 6% False False 208
20 0.7265 0.6889 0.0376 5.4% 0.0068 1.0% 6% False False 158
40 0.7300 0.6889 0.0411 5.9% 0.0042 0.6% 5% False False 81
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7389
2.618 0.7239
1.618 0.7147
1.000 0.7090
0.618 0.7055
HIGH 0.6998
0.618 0.6963
0.500 0.6952
0.382 0.6941
LOW 0.6906
0.618 0.6849
1.000 0.6814
1.618 0.6757
2.618 0.6665
4.250 0.6515
Fisher Pivots for day following 13-Jan-2016
Pivot 1 day 3 day
R1 0.6952 0.6944
PP 0.6938 0.6933
S1 0.6925 0.6922

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

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