CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 04-Apr-2016
Day Change Summary
Previous Current
01-Apr-2016 04-Apr-2016 Change Change % Previous Week
Open 0.7639 0.7651 0.0012 0.2% 0.7489
High 0.7676 0.7655 -0.0021 -0.3% 0.7698
Low 0.7574 0.7573 -0.0001 0.0% 0.7466
Close 0.7652 0.7585 -0.0067 -0.9% 0.7652
Range 0.0102 0.0082 -0.0020 -19.6% 0.0232
ATR 0.0096 0.0095 -0.0001 -1.0% 0.0000
Volume 110,564 64,187 -46,377 -41.9% 440,822
Daily Pivots for day following 04-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7850 0.7800 0.7630
R3 0.7768 0.7718 0.7608
R2 0.7686 0.7686 0.7600
R1 0.7636 0.7636 0.7593 0.7620
PP 0.7604 0.7604 0.7604 0.7597
S1 0.7554 0.7554 0.7577 0.7538
S2 0.7522 0.7522 0.7570
S3 0.7440 0.7472 0.7562
S4 0.7358 0.7390 0.7540
Weekly Pivots for week ending 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8301 0.8209 0.7780
R3 0.8069 0.7977 0.7716
R2 0.7837 0.7837 0.7695
R1 0.7745 0.7745 0.7673 0.7791
PP 0.7605 0.7605 0.7605 0.7629
S1 0.7513 0.7513 0.7631 0.7559
S2 0.7373 0.7373 0.7609
S3 0.7141 0.7281 0.7588
S4 0.6909 0.7049 0.7524
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7698 0.7484 0.0214 2.8% 0.0101 1.3% 47% False False 93,589
10 0.7698 0.7450 0.0248 3.3% 0.0091 1.2% 54% False False 80,310
20 0.7698 0.7360 0.0338 4.5% 0.0097 1.3% 67% False False 76,609
40 0.7698 0.6936 0.0762 10.0% 0.0094 1.2% 85% False False 38,900
60 0.7698 0.6787 0.0911 12.0% 0.0094 1.2% 88% False False 26,031
80 0.7698 0.6787 0.0911 12.0% 0.0083 1.1% 88% False False 19,548
100 0.7698 0.6787 0.0911 12.0% 0.0068 0.9% 88% False False 15,639
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0024
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8004
2.618 0.7870
1.618 0.7788
1.000 0.7737
0.618 0.7706
HIGH 0.7655
0.618 0.7624
0.500 0.7614
0.382 0.7604
LOW 0.7573
0.618 0.7522
1.000 0.7491
1.618 0.7440
2.618 0.7358
4.250 0.7225
Fisher Pivots for day following 04-Apr-2016
Pivot 1 day 3 day
R1 0.7614 0.7636
PP 0.7604 0.7619
S1 0.7595 0.7602

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

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