CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 15-Apr-2016
Day Change Summary
Previous Current
14-Apr-2016 15-Apr-2016 Change Change % Previous Week
Open 0.7633 0.7672 0.0039 0.5% 0.7526
High 0.7717 0.7715 -0.0002 0.0% 0.7717
Low 0.7600 0.7661 0.0061 0.8% 0.7507
Close 0.7683 0.7700 0.0017 0.2% 0.7700
Range 0.0117 0.0054 -0.0063 -53.8% 0.0210
ATR 0.0099 0.0096 -0.0003 -3.3% 0.0000
Volume 99,808 79,595 -20,213 -20.3% 453,046
Daily Pivots for day following 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7854 0.7831 0.7730
R3 0.7800 0.7777 0.7715
R2 0.7746 0.7746 0.7710
R1 0.7723 0.7723 0.7705 0.7735
PP 0.7692 0.7692 0.7692 0.7698
S1 0.7669 0.7669 0.7695 0.7681
S2 0.7638 0.7638 0.7690
S3 0.7584 0.7615 0.7685
S4 0.7530 0.7561 0.7670
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8271 0.8196 0.7816
R3 0.8061 0.7986 0.7758
R2 0.7851 0.7851 0.7739
R1 0.7776 0.7776 0.7719 0.7814
PP 0.7641 0.7641 0.7641 0.7660
S1 0.7566 0.7566 0.7681 0.7604
S2 0.7431 0.7431 0.7662
S3 0.7221 0.7356 0.7642
S4 0.7011 0.7146 0.7585
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7717 0.7507 0.0210 2.7% 0.0092 1.2% 92% False False 90,609
10 0.7717 0.7470 0.0247 3.2% 0.0098 1.3% 93% False False 91,476
20 0.7717 0.7450 0.0267 3.5% 0.0095 1.2% 94% False False 86,206
40 0.7717 0.7034 0.0683 8.9% 0.0096 1.2% 98% False False 60,074
60 0.7717 0.6849 0.0868 11.3% 0.0094 1.2% 98% False False 40,166
80 0.7717 0.6787 0.0930 12.1% 0.0088 1.1% 98% False False 30,173
100 0.7717 0.6787 0.0930 12.1% 0.0077 1.0% 98% False False 24,145
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 0.7945
2.618 0.7856
1.618 0.7802
1.000 0.7769
0.618 0.7748
HIGH 0.7715
0.618 0.7694
0.500 0.7688
0.382 0.7682
LOW 0.7661
0.618 0.7628
1.000 0.7607
1.618 0.7574
2.618 0.7520
4.250 0.7432
Fisher Pivots for day following 15-Apr-2016
Pivot 1 day 3 day
R1 0.7696 0.7686
PP 0.7692 0.7672
S1 0.7688 0.7659

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

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