CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 20-Apr-2016
Day Change Summary
Previous Current
19-Apr-2016 20-Apr-2016 Change Change % Previous Week
Open 0.7732 0.7796 0.0064 0.8% 0.7526
High 0.7808 0.7811 0.0003 0.0% 0.7717
Low 0.7728 0.7748 0.0020 0.3% 0.7507
Close 0.7800 0.7782 -0.0018 -0.2% 0.7700
Range 0.0080 0.0063 -0.0017 -21.3% 0.0210
ATR 0.0097 0.0095 -0.0002 -2.5% 0.0000
Volume 90,049 92,025 1,976 2.2% 453,046
Daily Pivots for day following 20-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7969 0.7939 0.7817
R3 0.7906 0.7876 0.7799
R2 0.7843 0.7843 0.7794
R1 0.7813 0.7813 0.7788 0.7797
PP 0.7780 0.7780 0.7780 0.7772
S1 0.7750 0.7750 0.7776 0.7734
S2 0.7717 0.7717 0.7770
S3 0.7654 0.7687 0.7765
S4 0.7591 0.7624 0.7747
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 0.7811 0.7600 0.0211 2.7% 0.0088 1.1% 86% True False 91,618
10 0.7811 0.7470 0.0341 4.4% 0.0096 1.2% 91% True False 92,499
20 0.7811 0.7450 0.0361 4.6% 0.0097 1.2% 92% True False 89,551
40 0.7811 0.7077 0.0734 9.4% 0.0096 1.2% 96% True False 66,981
60 0.7811 0.6880 0.0931 12.0% 0.0094 1.2% 97% True False 44,800
80 0.7811 0.6787 0.1024 13.2% 0.0091 1.2% 97% True False 33,656
100 0.7811 0.6787 0.1024 13.2% 0.0079 1.0% 97% True False 26,931
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8079
2.618 0.7976
1.618 0.7913
1.000 0.7874
0.618 0.7850
HIGH 0.7811
0.618 0.7787
0.500 0.7780
0.382 0.7772
LOW 0.7748
0.618 0.7709
1.000 0.7685
1.618 0.7646
2.618 0.7583
4.250 0.7480
Fisher Pivots for day following 20-Apr-2016
Pivot 1 day 3 day
R1 0.7781 0.7759
PP 0.7780 0.7735
S1 0.7780 0.7712

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

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