CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 29-Mar-2016
Day Change Summary
Previous Current
28-Mar-2016 29-Mar-2016 Change Change % Previous Week
Open 0.7489 0.7514 0.0025 0.3% 0.7567
High 0.7532 0.7620 0.0088 1.2% 0.7622
Low 0.7466 0.7484 0.0018 0.2% 0.7450
Close 0.7516 0.7611 0.0095 1.3% 0.7494
Range 0.0066 0.0136 0.0070 106.1% 0.0172
ATR 0.0093 0.0096 0.0003 3.3% 0.0000
Volume 37,060 100,101 63,041 170.1% 298,099
Daily Pivots for day following 29-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7980 0.7931 0.7686
R3 0.7844 0.7795 0.7648
R2 0.7708 0.7708 0.7636
R1 0.7659 0.7659 0.7623 0.7684
PP 0.7572 0.7572 0.7572 0.7584
S1 0.7523 0.7523 0.7599 0.7548
S2 0.7436 0.7436 0.7586
S3 0.7300 0.7387 0.7574
S4 0.7164 0.7251 0.7536
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.8038 0.7938 0.7589
R3 0.7866 0.7766 0.7541
R2 0.7694 0.7694 0.7526
R1 0.7594 0.7594 0.7510 0.7558
PP 0.7522 0.7522 0.7522 0.7504
S1 0.7422 0.7422 0.7478 0.7386
S2 0.7350 0.7350 0.7462
S3 0.7178 0.7250 0.7447
S4 0.7006 0.7078 0.7399
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7622 0.7450 0.0172 2.3% 0.0097 1.3% 94% False False 74,180
10 0.7651 0.7385 0.0266 3.5% 0.0098 1.3% 85% False False 81,251
20 0.7651 0.7078 0.0573 7.5% 0.0098 1.3% 93% False False 58,840
40 0.7651 0.6936 0.0715 9.4% 0.0095 1.2% 94% False False 29,743
60 0.7651 0.6787 0.0864 11.4% 0.0093 1.2% 95% False False 19,914
80 0.7651 0.6787 0.0864 11.4% 0.0079 1.0% 95% False False 14,951
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8198
2.618 0.7976
1.618 0.7840
1.000 0.7756
0.618 0.7704
HIGH 0.7620
0.618 0.7568
0.500 0.7552
0.382 0.7536
LOW 0.7484
0.618 0.7400
1.000 0.7348
1.618 0.7264
2.618 0.7128
4.250 0.6906
Fisher Pivots for day following 29-Mar-2016
Pivot 1 day 3 day
R1 0.7591 0.7586
PP 0.7572 0.7560
S1 0.7552 0.7535

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

View Archives - Comment on this page... - Back to Index of Symbols