CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 10-Jun-2016
Day Change Summary
Previous Current
09-Jun-2016 10-Jun-2016 Change Change % Previous Week
Open 0.7484 0.7435 -0.0049 -0.7% 0.7364
High 0.7504 0.7438 -0.0066 -0.9% 0.7504
Low 0.7420 0.7371 -0.0049 -0.7% 0.7313
Close 0.7445 0.7378 -0.0067 -0.9% 0.7378
Range 0.0084 0.0067 -0.0017 -20.2% 0.0191
ATR 0.0084 0.0084 -0.0001 -0.9% 0.0000
Volume 122,582 24,993 -97,589 -79.6% 454,612
Daily Pivots for day following 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7597 0.7554 0.7415
R3 0.7530 0.7487 0.7396
R2 0.7463 0.7463 0.7390
R1 0.7420 0.7420 0.7384 0.7408
PP 0.7396 0.7396 0.7396 0.7390
S1 0.7353 0.7353 0.7372 0.7341
S2 0.7329 0.7329 0.7366
S3 0.7262 0.7286 0.7360
S4 0.7195 0.7219 0.7341
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7971 0.7866 0.7483
R3 0.7780 0.7675 0.7431
R2 0.7589 0.7589 0.7413
R1 0.7484 0.7484 0.7396 0.7537
PP 0.7398 0.7398 0.7398 0.7425
S1 0.7293 0.7293 0.7360 0.7346
S2 0.7207 0.7207 0.7343
S3 0.7016 0.7102 0.7325
S4 0.6825 0.6911 0.7273
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7504 0.7313 0.0191 2.6% 0.0075 1.0% 34% False False 90,922
10 0.7504 0.7145 0.0359 4.9% 0.0085 1.1% 65% False False 105,382
20 0.7504 0.7140 0.0364 4.9% 0.0078 1.1% 65% False False 100,898
40 0.7818 0.7140 0.0678 9.2% 0.0086 1.2% 35% False False 100,887
60 0.7818 0.7140 0.0678 9.2% 0.0090 1.2% 35% False False 96,663
80 0.7818 0.7034 0.0784 10.6% 0.0090 1.2% 44% False False 79,491
100 0.7818 0.6787 0.1031 14.0% 0.0091 1.2% 57% False False 63,663
120 0.7818 0.6787 0.1031 14.0% 0.0088 1.2% 57% False False 53,081
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7723
2.618 0.7613
1.618 0.7546
1.000 0.7505
0.618 0.7479
HIGH 0.7438
0.618 0.7412
0.500 0.7405
0.382 0.7397
LOW 0.7371
0.618 0.7330
1.000 0.7304
1.618 0.7263
2.618 0.7196
4.250 0.7086
Fisher Pivots for day following 10-Jun-2016
Pivot 1 day 3 day
R1 0.7405 0.7438
PP 0.7396 0.7418
S1 0.7387 0.7398

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

View Archives - Comment on this page... - Back to Index of Symbols