CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 29-Jan-2016
Day Change Summary
Previous Current
28-Jan-2016 29-Jan-2016 Change Change % Previous Week
Open 0.6977 0.7031 0.0054 0.8% 0.6966
High 0.7084 0.7079 -0.0005 -0.1% 0.7084
Low 0.6976 0.7010 0.0034 0.5% 0.6880
Close 0.7033 0.7024 -0.0009 -0.1% 0.7024
Range 0.0108 0.0069 -0.0039 -36.1% 0.0204
ATR 0.0082 0.0081 -0.0001 -1.1% 0.0000
Volume 290 487 197 67.9% 1,404
Daily Pivots for day following 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7245 0.7203 0.7062
R3 0.7176 0.7134 0.7043
R2 0.7107 0.7107 0.7037
R1 0.7065 0.7065 0.7030 0.7052
PP 0.7038 0.7038 0.7038 0.7031
S1 0.6996 0.6996 0.7018 0.6983
S2 0.6969 0.6969 0.7011
S3 0.6900 0.6927 0.7005
S4 0.6831 0.6858 0.6986
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7608 0.7520 0.7136
R3 0.7404 0.7316 0.7080
R2 0.7200 0.7200 0.7061
R1 0.7112 0.7112 0.7043 0.7156
PP 0.6996 0.6996 0.6996 0.7018
S1 0.6908 0.6908 0.7005 0.6952
S2 0.6792 0.6792 0.6987
S3 0.6588 0.6704 0.6968
S4 0.6384 0.6500 0.6912
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7084 0.6880 0.0204 2.9% 0.0078 1.1% 71% False False 280
10 0.7084 0.6787 0.0297 4.2% 0.0091 1.3% 80% False False 278
20 0.7265 0.6787 0.0478 6.8% 0.0090 1.3% 50% False False 257
40 0.7300 0.6787 0.0513 7.3% 0.0064 0.9% 46% False False 158
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7372
2.618 0.7260
1.618 0.7191
1.000 0.7148
0.618 0.7122
HIGH 0.7079
0.618 0.7053
0.500 0.7045
0.382 0.7036
LOW 0.7010
0.618 0.6967
1.000 0.6941
1.618 0.6898
2.618 0.6829
4.250 0.6717
Fisher Pivots for day following 29-Jan-2016
Pivot 1 day 3 day
R1 0.7045 0.7030
PP 0.7038 0.7028
S1 0.7031 0.7026

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

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