CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 10-Feb-2016
Day Change Summary
Previous Current
09-Feb-2016 10-Feb-2016 Change Change % Previous Week
Open 0.7033 0.7022 -0.0011 -0.2% 0.7010
High 0.7056 0.7076 0.0020 0.3% 0.7198
Low 0.6936 0.7004 0.0068 1.0% 0.6966
Close 0.7014 0.7071 0.0057 0.8% 0.7025
Range 0.0120 0.0072 -0.0048 -40.0% 0.0232
ATR 0.0091 0.0089 -0.0001 -1.5% 0.0000
Volume 459 324 -135 -29.4% 1,936
Daily Pivots for day following 10-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7266 0.7241 0.7111
R3 0.7194 0.7169 0.7091
R2 0.7122 0.7122 0.7084
R1 0.7097 0.7097 0.7078 0.7109
PP 0.7050 0.7050 0.7050 0.7057
S1 0.7025 0.7025 0.7064 0.7038
S2 0.6978 0.6978 0.7058
S3 0.6906 0.6953 0.7051
S4 0.6834 0.6881 0.7031
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% 0.0094 1.3% 52% False False 363
10 0.7198 0.6936 0.0262 3.7% 0.0098 1.4% 52% False False 378
20 0.7198 0.6787 0.0411 5.8% 0.0094 1.3% 69% False False 326
40 0.7265 0.6787 0.0478 6.8% 0.0080 1.1% 59% False False 232
60 0.7300 0.6787 0.0513 7.3% 0.0058 0.8% 55% False False 156
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7382
2.618 0.7264
1.618 0.7192
1.000 0.7148
0.618 0.7120
HIGH 0.7076
0.618 0.7048
0.500 0.7040
0.382 0.7032
LOW 0.7004
0.618 0.6960
1.000 0.6932
1.618 0.6888
2.618 0.6816
4.250 0.6698
Fisher Pivots for day following 10-Feb-2016
Pivot 1 day 3 day
R1 0.7061 0.7050
PP 0.7050 0.7029
S1 0.7040 0.7008

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

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