CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 15-Jan-2016
Day Change Summary
Previous Current
14-Jan-2016 15-Jan-2016 Change Change % Previous Week
Open 0.6902 0.6944 0.0042 0.6% 0.6896
High 0.6949 0.6947 -0.0002 0.0% 0.6998
Low 0.6865 0.6800 -0.0065 -0.9% 0.6800
Close 0.6949 0.6815 -0.0134 -1.9% 0.6815
Range 0.0084 0.0147 0.0063 75.0% 0.0198
ATR 0.0073 0.0078 0.0005 7.5% 0.0000
Volume 300 271 -29 -9.7% 1,441
Daily Pivots for day following 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7295 0.7202 0.6896
R3 0.7148 0.7055 0.6855
R2 0.7001 0.7001 0.6842
R1 0.6908 0.6908 0.6828 0.6881
PP 0.6854 0.6854 0.6854 0.6841
S1 0.6761 0.6761 0.6802 0.6734
S2 0.6707 0.6707 0.6788
S3 0.6560 0.6614 0.6775
S4 0.6413 0.6467 0.6734
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7465 0.7338 0.6924
R3 0.7267 0.7140 0.6869
R2 0.7069 0.7069 0.6851
R1 0.6942 0.6942 0.6833 0.6907
PP 0.6871 0.6871 0.6871 0.6853
S1 0.6744 0.6744 0.6797 0.6709
S2 0.6673 0.6673 0.6779
S3 0.6475 0.6546 0.6761
S4 0.6277 0.6348 0.6706
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6998 0.6800 0.0198 2.9% 0.0095 1.4% 8% False True 288
10 0.7227 0.6800 0.0427 6.3% 0.0098 1.4% 4% False True 260
20 0.7265 0.6800 0.0465 6.8% 0.0070 1.0% 3% False True 165
40 0.7300 0.6800 0.0500 7.3% 0.0047 0.7% 3% False True 95
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 0.0018
Widest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 0.7572
2.618 0.7332
1.618 0.7185
1.000 0.7094
0.618 0.7038
HIGH 0.6947
0.618 0.6891
0.500 0.6874
0.382 0.6856
LOW 0.6800
0.618 0.6709
1.000 0.6653
1.618 0.6562
2.618 0.6415
4.250 0.6175
Fisher Pivots for day following 15-Jan-2016
Pivot 1 day 3 day
R1 0.6874 0.6899
PP 0.6854 0.6871
S1 0.6835 0.6843

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

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