CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 11-Feb-2016
Day Change Summary
Previous Current
10-Feb-2016 11-Feb-2016 Change Change % Previous Week
Open 0.7022 0.7065 0.0043 0.6% 0.7010
High 0.7076 0.7110 0.0034 0.5% 0.7198
Low 0.7004 0.6959 -0.0045 -0.6% 0.6966
Close 0.7071 0.7059 -0.0012 -0.2% 0.7025
Range 0.0072 0.0151 0.0079 109.7% 0.0232
ATR 0.0089 0.0094 0.0004 4.9% 0.0000
Volume 324 336 12 3.7% 1,936
Daily Pivots for day following 11-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7496 0.7428 0.7142
R3 0.7345 0.7277 0.7101
R2 0.7194 0.7194 0.7087
R1 0.7126 0.7126 0.7073 0.7085
PP 0.7043 0.7043 0.7043 0.7022
S1 0.6975 0.6975 0.7045 0.6934
S2 0.6892 0.6892 0.7031
S3 0.6741 0.6824 0.7017
S4 0.6590 0.6673 0.6976
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 0.7166 0.6936 0.0230 3.3% 0.0109 1.5% 53% False False 356
10 0.7198 0.6936 0.0262 3.7% 0.0102 1.4% 47% False False 382
20 0.7198 0.6787 0.0411 5.8% 0.0097 1.4% 66% False False 321
40 0.7265 0.6787 0.0478 6.8% 0.0083 1.2% 57% False False 240
60 0.7300 0.6787 0.0513 7.3% 0.0060 0.9% 53% False False 161
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7752
2.618 0.7505
1.618 0.7354
1.000 0.7261
0.618 0.7203
HIGH 0.7110
0.618 0.7052
0.500 0.7035
0.382 0.7017
LOW 0.6959
0.618 0.6866
1.000 0.6808
1.618 0.6715
2.618 0.6564
4.250 0.6317
Fisher Pivots for day following 11-Feb-2016
Pivot 1 day 3 day
R1 0.7051 0.7047
PP 0.7043 0.7035
S1 0.7035 0.7023

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

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