CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 22-Apr-2016
Day Change Summary
Previous Current
21-Apr-2016 22-Apr-2016 Change Change % Previous Week
Open 0.7775 0.7720 -0.0055 -0.7% 0.7648
High 0.7818 0.7757 -0.0061 -0.8% 0.7818
Low 0.7716 0.7677 -0.0039 -0.5% 0.7612
Close 0.7727 0.7692 -0.0035 -0.5% 0.7692
Range 0.0102 0.0080 -0.0022 -21.6% 0.0206
ATR 0.0095 0.0094 -0.0001 -1.1% 0.0000
Volume 118,725 102,354 -16,371 -13.8% 499,766
Daily Pivots for day following 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7949 0.7900 0.7736
R3 0.7869 0.7820 0.7714
R2 0.7789 0.7789 0.7707
R1 0.7740 0.7740 0.7699 0.7725
PP 0.7709 0.7709 0.7709 0.7701
S1 0.7660 0.7660 0.7685 0.7645
S2 0.7629 0.7629 0.7677
S3 0.7549 0.7580 0.7670
S4 0.7469 0.7500 0.7648
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8325 0.8215 0.7805
R3 0.8119 0.8009 0.7749
R2 0.7913 0.7913 0.7730
R1 0.7803 0.7803 0.7711 0.7858
PP 0.7707 0.7707 0.7707 0.7735
S1 0.7597 0.7597 0.7673 0.7652
S2 0.7501 0.7501 0.7654
S3 0.7295 0.7391 0.7635
S4 0.7089 0.7185 0.7579
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7818 0.7612 0.0206 2.7% 0.0091 1.2% 39% False False 99,953
10 0.7818 0.7507 0.0311 4.0% 0.0091 1.2% 59% False False 95,281
20 0.7818 0.7466 0.0352 4.6% 0.0096 1.3% 64% False False 92,767
40 0.7818 0.7077 0.0741 9.6% 0.0097 1.3% 83% False False 72,460
60 0.7818 0.6936 0.0882 11.5% 0.0095 1.2% 86% False False 48,478
80 0.7818 0.6787 0.1031 13.4% 0.0092 1.2% 88% False False 36,415
100 0.7818 0.6787 0.1031 13.4% 0.0081 1.1% 88% False False 29,142
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 0.0024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8097
2.618 0.7966
1.618 0.7886
1.000 0.7837
0.618 0.7806
HIGH 0.7757
0.618 0.7726
0.500 0.7717
0.382 0.7708
LOW 0.7677
0.618 0.7628
1.000 0.7597
1.618 0.7548
2.618 0.7468
4.250 0.7337
Fisher Pivots for day following 22-Apr-2016
Pivot 1 day 3 day
R1 0.7717 0.7748
PP 0.7709 0.7729
S1 0.7700 0.7711

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

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