CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 25-Feb-2016
Day Change Summary
Previous Current
24-Feb-2016 25-Feb-2016 Change Change % Previous Week
Open 0.7157 0.7153 -0.0004 -0.1% 0.7079
High 0.7175 0.7207 0.0032 0.4% 0.7148
Low 0.7112 0.7123 0.0011 0.2% 0.7034
Close 0.7167 0.7204 0.0037 0.5% 0.7110
Range 0.0063 0.0084 0.0021 33.3% 0.0114
ATR 0.0086 0.0086 0.0000 -0.2% 0.0000
Volume 927 1,028 101 10.9% 2,190
Daily Pivots for day following 25-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7430 0.7401 0.7250
R3 0.7346 0.7317 0.7227
R2 0.7262 0.7262 0.7219
R1 0.7233 0.7233 0.7212 0.7248
PP 0.7178 0.7178 0.7178 0.7185
S1 0.7149 0.7149 0.7196 0.7164
S2 0.7094 0.7094 0.7189
S3 0.7010 0.7065 0.7181
S4 0.6926 0.6981 0.7158
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7439 0.7389 0.7173
R3 0.7325 0.7275 0.7141
R2 0.7211 0.7211 0.7131
R1 0.7161 0.7161 0.7120 0.7186
PP 0.7097 0.7097 0.7097 0.7110
S1 0.7047 0.7047 0.7100 0.7072
S2 0.6983 0.6983 0.7089
S3 0.6869 0.6933 0.7079
S4 0.6755 0.6819 0.7047
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7221 0.7034 0.0187 2.6% 0.0078 1.1% 91% False False 869
10 0.7221 0.6959 0.0262 3.6% 0.0084 1.2% 94% False False 651
20 0.7221 0.6936 0.0285 4.0% 0.0091 1.3% 94% False False 515
40 0.7265 0.6787 0.0478 6.6% 0.0087 1.2% 87% False False 371
60 0.7300 0.6787 0.0513 7.1% 0.0070 1.0% 81% False False 264
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7564
2.618 0.7427
1.618 0.7343
1.000 0.7291
0.618 0.7259
HIGH 0.7207
0.618 0.7175
0.500 0.7165
0.382 0.7155
LOW 0.7123
0.618 0.7071
1.000 0.7039
1.618 0.6987
2.618 0.6903
4.250 0.6766
Fisher Pivots for day following 25-Feb-2016
Pivot 1 day 3 day
R1 0.7191 0.7192
PP 0.7178 0.7179
S1 0.7165 0.7167

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

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