CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 28-Apr-2016
Day Change Summary
Previous Current
27-Apr-2016 28-Apr-2016 Change Change % Previous Week
Open 0.7731 0.7579 -0.0152 -2.0% 0.7648
High 0.7750 0.7645 -0.0105 -1.4% 0.7818
Low 0.7533 0.7564 0.0031 0.4% 0.7612
Close 0.7562 0.7622 0.0060 0.8% 0.7692
Range 0.0217 0.0081 -0.0136 -62.7% 0.0206
ATR 0.0098 0.0097 -0.0001 -1.1% 0.0000
Volume 152,477 105,652 -46,825 -30.7% 499,766
Daily Pivots for day following 28-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7853 0.7819 0.7667
R3 0.7772 0.7738 0.7644
R2 0.7691 0.7691 0.7637
R1 0.7657 0.7657 0.7629 0.7674
PP 0.7610 0.7610 0.7610 0.7619
S1 0.7576 0.7576 0.7615 0.7593
S2 0.7529 0.7529 0.7607
S3 0.7448 0.7495 0.7600
S4 0.7367 0.7414 0.7577
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 0.7757 0.7533 0.0224 2.9% 0.0097 1.3% 40% False False 100,683
10 0.7818 0.7533 0.0285 3.7% 0.0091 1.2% 31% False False 98,042
20 0.7818 0.7470 0.0348 4.6% 0.0097 1.3% 44% False False 96,307
40 0.7818 0.7250 0.0568 7.5% 0.0097 1.3% 65% False False 82,313
60 0.7818 0.6936 0.0882 11.6% 0.0096 1.3% 78% False False 55,139
80 0.7818 0.6787 0.1031 13.5% 0.0095 1.2% 81% False False 41,418
100 0.7818 0.6787 0.1031 13.5% 0.0085 1.1% 81% False False 33,153
120 0.7818 0.6787 0.1031 13.5% 0.0072 0.9% 81% False False 27,627
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7989
2.618 0.7857
1.618 0.7776
1.000 0.7726
0.618 0.7695
HIGH 0.7645
0.618 0.7614
0.500 0.7605
0.382 0.7595
LOW 0.7564
0.618 0.7514
1.000 0.7483
1.618 0.7433
2.618 0.7352
4.250 0.7220
Fisher Pivots for day following 28-Apr-2016
Pivot 1 day 3 day
R1 0.7616 0.7642
PP 0.7610 0.7635
S1 0.7605 0.7629

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

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