CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 16-Feb-2016
Day Change Summary
Previous Current
12-Feb-2016 16-Feb-2016 Change Change % Previous Week
Open 0.7089 0.7079 -0.0010 -0.1% 0.7046
High 0.7089 0.7138 0.0049 0.7% 0.7110
Low 0.7028 0.7045 0.0017 0.2% 0.6936
Close 0.7063 0.7061 -0.0002 0.0% 0.7063
Range 0.0061 0.0093 0.0032 52.5% 0.0174
ATR 0.0091 0.0092 0.0000 0.1% 0.0000
Volume 343 689 346 100.9% 1,749
Daily Pivots for day following 16-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7360 0.7304 0.7112
R3 0.7267 0.7211 0.7087
R2 0.7174 0.7174 0.7078
R1 0.7118 0.7118 0.7070 0.7100
PP 0.7081 0.7081 0.7081 0.7072
S1 0.7025 0.7025 0.7052 0.7007
S2 0.6988 0.6988 0.7044
S3 0.6895 0.6932 0.7035
S4 0.6802 0.6839 0.7010
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7558 0.7485 0.7159
R3 0.7384 0.7311 0.7111
R2 0.7210 0.7210 0.7095
R1 0.7137 0.7137 0.7079 0.7174
PP 0.7036 0.7036 0.7036 0.7055
S1 0.6963 0.6963 0.7047 0.7000
S2 0.6862 0.6862 0.7031
S3 0.6688 0.6789 0.7015
S4 0.6514 0.6615 0.6967
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7138 0.6936 0.0202 2.9% 0.0099 1.4% 62% True False 430
10 0.7198 0.6936 0.0262 3.7% 0.0104 1.5% 48% False False 405
20 0.7198 0.6787 0.0411 5.8% 0.0094 1.3% 67% False False 344
40 0.7265 0.6787 0.0478 6.8% 0.0082 1.2% 57% False False 255
60 0.7300 0.6787 0.0513 7.3% 0.0063 0.9% 53% False False 178
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 0.0022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7533
2.618 0.7381
1.618 0.7288
1.000 0.7231
0.618 0.7195
HIGH 0.7138
0.618 0.7102
0.500 0.7092
0.382 0.7081
LOW 0.7045
0.618 0.6988
1.000 0.6952
1.618 0.6895
2.618 0.6802
4.250 0.6650
Fisher Pivots for day following 16-Feb-2016
Pivot 1 day 3 day
R1 0.7092 0.7057
PP 0.7081 0.7053
S1 0.7071 0.7049

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

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