CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 27-May-2016
Day Change Summary
Previous Current
26-May-2016 27-May-2016 Change Change % Previous Week
Open 0.7188 0.7221 0.0033 0.5% 0.7221
High 0.7240 0.7230 -0.0010 -0.1% 0.7254
Low 0.7156 0.7168 0.0012 0.2% 0.7140
Close 0.7210 0.7195 -0.0015 -0.2% 0.7195
Range 0.0084 0.0062 -0.0022 -26.2% 0.0114
ATR 0.0082 0.0080 -0.0001 -1.7% 0.0000
Volume 98,558 89,527 -9,031 -9.2% 461,933
Daily Pivots for day following 27-May-2016
Classic Woodie Camarilla DeMark
R4 0.7384 0.7351 0.7229
R3 0.7322 0.7289 0.7212
R2 0.7260 0.7260 0.7206
R1 0.7227 0.7227 0.7201 0.7213
PP 0.7198 0.7198 0.7198 0.7190
S1 0.7165 0.7165 0.7189 0.7151
S2 0.7136 0.7136 0.7184
S3 0.7074 0.7103 0.7178
S4 0.7012 0.7041 0.7161
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 0.7538 0.7481 0.7258
R3 0.7424 0.7367 0.7226
R2 0.7310 0.7310 0.7216
R1 0.7253 0.7253 0.7205 0.7225
PP 0.7196 0.7196 0.7196 0.7182
S1 0.7139 0.7139 0.7185 0.7111
S2 0.7082 0.7082 0.7174
S3 0.6968 0.7025 0.7164
S4 0.6854 0.6911 0.7132
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% 0.0068 1.0% 48% False False 92,386
10 0.7359 0.7140 0.0219 3.0% 0.0070 1.0% 25% False False 95,073
20 0.7708 0.7140 0.0568 7.9% 0.0082 1.1% 10% False False 99,947
40 0.7818 0.7140 0.0678 9.4% 0.0089 1.2% 8% False False 97,659
60 0.7818 0.7140 0.0678 9.4% 0.0092 1.3% 8% False False 89,666
80 0.7818 0.6936 0.0882 12.3% 0.0092 1.3% 29% False False 67,482
100 0.7818 0.6787 0.1031 14.3% 0.0092 1.3% 40% False False 54,042
120 0.7818 0.6787 0.1031 14.3% 0.0085 1.2% 40% False False 45,050
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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7494
2.618 0.7392
1.618 0.7330
1.000 0.7292
0.618 0.7268
HIGH 0.7230
0.618 0.7206
0.500 0.7199
0.382 0.7192
LOW 0.7168
0.618 0.7130
1.000 0.7106
1.618 0.7068
2.618 0.7006
4.250 0.6905
Fisher Pivots for day following 27-May-2016
Pivot 1 day 3 day
R1 0.7199 0.7198
PP 0.7198 0.7197
S1 0.7196 0.7196

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

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