CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 14-Jan-2016
Day Change Summary
Previous Current
13-Jan-2016 14-Jan-2016 Change Change % Previous Week
Open 0.6961 0.6902 -0.0059 -0.8% 0.7227
High 0.6998 0.6949 -0.0049 -0.7% 0.7227
Low 0.6906 0.6865 -0.0041 -0.6% 0.6905
Close 0.6911 0.6949 0.0038 0.5% 0.6935
Range 0.0092 0.0084 -0.0008 -8.7% 0.0322
ATR 0.0072 0.0073 0.0001 1.2% 0.0000
Volume 442 300 -142 -32.1% 1,160
Daily Pivots for day following 14-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7173 0.7145 0.6995
R3 0.7089 0.7061 0.6972
R2 0.7005 0.7005 0.6964
R1 0.6977 0.6977 0.6957 0.6991
PP 0.6921 0.6921 0.6921 0.6928
S1 0.6893 0.6893 0.6941 0.6907
S2 0.6837 0.6837 0.6934
S3 0.6753 0.6809 0.6926
S4 0.6669 0.6725 0.6903
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 0.7014 0.6865 0.0149 2.1% 0.0087 1.3% 56% False True 269
10 0.7265 0.6865 0.0400 5.8% 0.0088 1.3% 21% False True 235
20 0.7265 0.6865 0.0400 5.8% 0.0067 1.0% 21% False True 164
40 0.7300 0.6865 0.0435 6.3% 0.0043 0.6% 19% False True 89
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 True
Bull Hook False
Stretch 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7306
2.618 0.7169
1.618 0.7085
1.000 0.7033
0.618 0.7001
HIGH 0.6949
0.618 0.6917
0.500 0.6907
0.382 0.6897
LOW 0.6865
0.618 0.6813
1.000 0.6781
1.618 0.6729
2.618 0.6645
4.250 0.6508
Fisher Pivots for day following 14-Jan-2016
Pivot 1 day 3 day
R1 0.6935 0.6943
PP 0.6921 0.6937
S1 0.6907 0.6932

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

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