CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 09-Feb-2016
Day Change Summary
Previous Current
08-Feb-2016 09-Feb-2016 Change Change % Previous Week
Open 0.7046 0.7033 -0.0013 -0.2% 0.7010
High 0.7080 0.7056 -0.0024 -0.3% 0.7198
Low 0.7020 0.6936 -0.0084 -1.2% 0.6966
Close 0.7043 0.7014 -0.0029 -0.4% 0.7025
Range 0.0060 0.0120 0.0060 100.0% 0.0232
ATR 0.0088 0.0091 0.0002 2.6% 0.0000
Volume 287 459 172 59.9% 1,936
Daily Pivots for day following 09-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7362 0.7308 0.7080
R3 0.7242 0.7188 0.7047
R2 0.7122 0.7122 0.7036
R1 0.7068 0.7068 0.7025 0.7035
PP 0.7002 0.7002 0.7002 0.6986
S1 0.6948 0.6948 0.7003 0.6915
S2 0.6882 0.6882 0.6992
S3 0.6762 0.6828 0.6981
S4 0.6642 0.6708 0.6948
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7759 0.7624 0.7153
R3 0.7527 0.7392 0.7089
R2 0.7295 0.7295 0.7068
R1 0.7160 0.7160 0.7046 0.7228
PP 0.7063 0.7063 0.7063 0.7097
S1 0.6928 0.6928 0.7004 0.6996
S2 0.6831 0.6831 0.6982
S3 0.6599 0.6696 0.6961
S4 0.6367 0.6464 0.6897
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7198 0.6936 0.0262 3.7% 0.0114 1.6% 30% False True 412
10 0.7198 0.6936 0.0262 3.7% 0.0096 1.4% 30% False True 373
20 0.7198 0.6787 0.0411 5.9% 0.0094 1.3% 55% False False 325
40 0.7265 0.6787 0.0478 6.8% 0.0078 1.1% 47% False False 223
60 0.7300 0.6787 0.0513 7.3% 0.0057 0.8% 44% False False 150
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7566
2.618 0.7370
1.618 0.7250
1.000 0.7176
0.618 0.7130
HIGH 0.7056
0.618 0.7010
0.500 0.6996
0.382 0.6982
LOW 0.6936
0.618 0.6862
1.000 0.6816
1.618 0.6742
2.618 0.6622
4.250 0.6426
Fisher Pivots for day following 09-Feb-2016
Pivot 1 day 3 day
R1 0.7008 0.7051
PP 0.7002 0.7039
S1 0.6996 0.7026

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

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