CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 27-Apr-2016
Day Change Summary
Previous Current
26-Apr-2016 27-Apr-2016 Change Change % Previous Week
Open 0.7697 0.7731 0.0034 0.4% 0.7648
High 0.7749 0.7750 0.0001 0.0% 0.7818
Low 0.7681 0.7533 -0.0148 -1.9% 0.7612
Close 0.7721 0.7562 -0.0159 -2.1% 0.7692
Range 0.0068 0.0217 0.0149 219.1% 0.0206
ATR 0.0089 0.0098 0.0009 10.4% 0.0000
Volume 83,370 152,477 69,107 82.9% 499,766
Daily Pivots for day following 27-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8266 0.8131 0.7681
R3 0.8049 0.7914 0.7622
R2 0.7832 0.7832 0.7602
R1 0.7697 0.7697 0.7582 0.7656
PP 0.7615 0.7615 0.7615 0.7595
S1 0.7480 0.7480 0.7542 0.7439
S2 0.7398 0.7398 0.7522
S3 0.7181 0.7263 0.7502
S4 0.6964 0.7046 0.7443
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 0.7533 0.0285 3.8% 0.0101 1.3% 10% False True 103,297
10 0.7818 0.7533 0.0285 3.8% 0.0095 1.3% 10% False True 97,457
20 0.7818 0.7470 0.0348 4.6% 0.0097 1.3% 26% False False 95,880
40 0.7818 0.7134 0.0684 9.0% 0.0098 1.3% 63% False False 79,735
60 0.7818 0.6936 0.0882 11.7% 0.0096 1.3% 71% False False 53,383
80 0.7818 0.6787 0.1031 13.6% 0.0095 1.3% 75% False False 40,105
100 0.7818 0.6787 0.1031 13.6% 0.0084 1.1% 75% False False 32,096
120 0.7818 0.6787 0.1031 13.6% 0.0071 0.9% 75% False False 26,747
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 121 trading days
Fibonacci Retracements and Extensions
4.250 0.8672
2.618 0.8318
1.618 0.8101
1.000 0.7967
0.618 0.7884
HIGH 0.7750
0.618 0.7667
0.500 0.7642
0.382 0.7616
LOW 0.7533
0.618 0.7399
1.000 0.7316
1.618 0.7182
2.618 0.6965
4.250 0.6611
Fisher Pivots for day following 27-Apr-2016
Pivot 1 day 3 day
R1 0.7642 0.7642
PP 0.7615 0.7615
S1 0.7589 0.7589

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

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