CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 05-May-2016
Day Change Summary
Previous Current
04-May-2016 05-May-2016 Change Change % Previous Week
Open 0.7469 0.7448 -0.0021 -0.3% 0.7692
High 0.7506 0.7503 -0.0003 0.0% 0.7750
Low 0.7435 0.7445 0.0010 0.1% 0.7533
Close 0.7446 0.7449 0.0003 0.0% 0.7587
Range 0.0071 0.0058 -0.0013 -18.3% 0.0217
ATR 0.0102 0.0099 -0.0003 -3.1% 0.0000
Volume 113,082 89,794 -23,288 -20.6% 492,899
Daily Pivots for day following 05-May-2016
Classic Woodie Camarilla DeMark
R4 0.7640 0.7602 0.7481
R3 0.7582 0.7544 0.7465
R2 0.7524 0.7524 0.7460
R1 0.7486 0.7486 0.7454 0.7505
PP 0.7466 0.7466 0.7466 0.7475
S1 0.7428 0.7428 0.7444 0.7447
S2 0.7408 0.7408 0.7438
S3 0.7350 0.7370 0.7433
S4 0.7292 0.7312 0.7417
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8274 0.8148 0.7706
R3 0.8057 0.7931 0.7647
R2 0.7840 0.7840 0.7627
R1 0.7714 0.7714 0.7607 0.7669
PP 0.7623 0.7623 0.7623 0.7601
S1 0.7497 0.7497 0.7567 0.7452
S2 0.7406 0.7406 0.7547
S3 0.7189 0.7280 0.7527
S4 0.6972 0.7063 0.7468
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7708 0.7435 0.0273 3.7% 0.0106 1.4% 5% False False 107,668
10 0.7757 0.7435 0.0322 4.3% 0.0101 1.4% 4% False False 104,175
20 0.7818 0.7435 0.0383 5.1% 0.0096 1.3% 4% False False 98,625
40 0.7818 0.7385 0.0433 5.8% 0.0099 1.3% 15% False False 93,025
60 0.7818 0.6959 0.0859 11.5% 0.0095 1.3% 57% False False 64,077
80 0.7818 0.6787 0.1031 13.8% 0.0095 1.3% 64% False False 48,139
100 0.7818 0.6787 0.1031 13.8% 0.0088 1.2% 64% False False 38,536
120 0.7818 0.6787 0.1031 13.8% 0.0076 1.0% 64% False False 32,114
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7750
2.618 0.7655
1.618 0.7597
1.000 0.7561
0.618 0.7539
HIGH 0.7503
0.618 0.7481
0.500 0.7474
0.382 0.7467
LOW 0.7445
0.618 0.7409
1.000 0.7387
1.618 0.7351
2.618 0.7293
4.250 0.7199
Fisher Pivots for day following 05-May-2016
Pivot 1 day 3 day
R1 0.7474 0.7572
PP 0.7466 0.7531
S1 0.7457 0.7490

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

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