CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 19-Jan-2016
Day Change Summary
Previous Current
15-Jan-2016 19-Jan-2016 Change Change % Previous Week
Open 0.6944 0.6808 -0.0136 -2.0% 0.6896
High 0.6947 0.6909 -0.0038 -0.5% 0.6998
Low 0.6800 0.6800 0.0000 0.0% 0.6800
Close 0.6815 0.6861 0.0046 0.7% 0.6815
Range 0.0147 0.0109 -0.0038 -25.9% 0.0198
ATR 0.0078 0.0081 0.0002 2.8% 0.0000
Volume 271 226 -45 -16.6% 1,441
Daily Pivots for day following 19-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7184 0.7131 0.6921
R3 0.7075 0.7022 0.6891
R2 0.6966 0.6966 0.6881
R1 0.6913 0.6913 0.6871 0.6940
PP 0.6857 0.6857 0.6857 0.6870
S1 0.6804 0.6804 0.6851 0.6831
S2 0.6748 0.6748 0.6841
S3 0.6639 0.6695 0.6831
S4 0.6530 0.6586 0.6801
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% 0.0100 1.5% 31% False True 307
10 0.7155 0.6800 0.0355 5.2% 0.0097 1.4% 17% False True 223
20 0.7265 0.6800 0.0465 6.8% 0.0071 1.0% 13% False True 172
40 0.7300 0.6800 0.0500 7.3% 0.0050 0.7% 12% False True 101
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 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7372
2.618 0.7194
1.618 0.7085
1.000 0.7018
0.618 0.6976
HIGH 0.6909
0.618 0.6867
0.500 0.6855
0.382 0.6842
LOW 0.6800
0.618 0.6733
1.000 0.6691
1.618 0.6624
2.618 0.6515
4.250 0.6337
Fisher Pivots for day following 19-Jan-2016
Pivot 1 day 3 day
R1 0.6859 0.6875
PP 0.6857 0.6870
S1 0.6855 0.6866

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

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