CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 25-May-2016
Day Change Summary
Previous Current
24-May-2016 25-May-2016 Change Change % Previous Week
Open 0.7217 0.7180 -0.0037 -0.5% 0.7246
High 0.7224 0.7214 -0.0010 -0.1% 0.7359
Low 0.7140 0.7168 0.0028 0.4% 0.7169
Close 0.7175 0.7192 0.0017 0.2% 0.7214
Range 0.0084 0.0046 -0.0038 -45.2% 0.0190
ATR 0.0084 0.0082 -0.0003 -3.3% 0.0000
Volume 107,635 91,448 -16,187 -15.0% 488,801
Daily Pivots for day following 25-May-2016
Classic Woodie Camarilla DeMark
R4 0.7329 0.7307 0.7217
R3 0.7283 0.7261 0.7205
R2 0.7237 0.7237 0.7200
R1 0.7215 0.7215 0.7196 0.7226
PP 0.7191 0.7191 0.7191 0.7197
S1 0.7169 0.7169 0.7188 0.7180
S2 0.7145 0.7145 0.7184
S3 0.7099 0.7123 0.7179
S4 0.7053 0.7077 0.7167
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 0.7817 0.7706 0.7319
R3 0.7627 0.7516 0.7266
R2 0.7437 0.7437 0.7249
R1 0.7326 0.7326 0.7231 0.7287
PP 0.7247 0.7247 0.7247 0.7228
S1 0.7136 0.7136 0.7197 0.7097
S2 0.7057 0.7057 0.7179
S3 0.6867 0.6946 0.7162
S4 0.6677 0.6756 0.7110
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7254 0.7140 0.0114 1.6% 0.0060 0.8% 46% False False 92,067
10 0.7369 0.7140 0.0229 3.2% 0.0069 1.0% 23% False False 96,372
20 0.7708 0.7140 0.0568 7.9% 0.0083 1.2% 9% False False 100,418
40 0.7818 0.7140 0.0678 9.4% 0.0090 1.3% 8% False False 98,149
60 0.7818 0.7134 0.0684 9.5% 0.0093 1.3% 8% False False 86,629
80 0.7818 0.6936 0.0882 12.3% 0.0093 1.3% 29% False False 65,142
100 0.7818 0.6787 0.1031 14.3% 0.0093 1.3% 39% False False 52,168
120 0.7818 0.6787 0.1031 14.3% 0.0084 1.2% 39% False False 43,483
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 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7410
2.618 0.7334
1.618 0.7288
1.000 0.7260
0.618 0.7242
HIGH 0.7214
0.618 0.7196
0.500 0.7191
0.382 0.7186
LOW 0.7168
0.618 0.7140
1.000 0.7122
1.618 0.7094
2.618 0.7048
4.250 0.6973
Fisher Pivots for day following 25-May-2016
Pivot 1 day 3 day
R1 0.7192 0.7197
PP 0.7191 0.7195
S1 0.7191 0.7194

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

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