CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 13-Jun-2016
Day Change Summary
Previous Current
10-Jun-2016 13-Jun-2016 Change Change % Previous Week
Open 0.7435 0.7374 -0.0061 -0.8% 0.7364
High 0.7438 0.7411 -0.0027 -0.4% 0.7504
Low 0.7371 0.7363 -0.0008 -0.1% 0.7313
Close 0.7378 0.7400 0.0022 0.3% 0.7378
Range 0.0067 0.0048 -0.0019 -28.4% 0.0191
ATR 0.0084 0.0081 -0.0003 -3.0% 0.0000
Volume 24,993 3,474 -21,519 -86.1% 454,612
Daily Pivots for day following 13-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7535 0.7516 0.7426
R3 0.7487 0.7468 0.7413
R2 0.7439 0.7439 0.7409
R1 0.7420 0.7420 0.7404 0.7430
PP 0.7391 0.7391 0.7391 0.7396
S1 0.7372 0.7372 0.7396 0.7382
S2 0.7343 0.7343 0.7391
S3 0.7295 0.7324 0.7387
S4 0.7247 0.7276 0.7374
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 0.7358 0.0146 2.0% 0.0071 1.0% 29% False False 70,914
10 0.7504 0.7145 0.0359 4.9% 0.0083 1.1% 71% False False 96,777
20 0.7504 0.7140 0.0364 4.9% 0.0077 1.0% 71% False False 95,925
40 0.7818 0.7140 0.0678 9.2% 0.0085 1.2% 38% False False 98,984
60 0.7818 0.7140 0.0678 9.2% 0.0089 1.2% 38% False False 94,725
80 0.7818 0.7034 0.0784 10.6% 0.0090 1.2% 47% False False 79,529
100 0.7818 0.6849 0.0969 13.1% 0.0091 1.2% 57% False False 63,693
120 0.7818 0.6787 0.1031 13.9% 0.0087 1.2% 59% False False 53,110
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7615
2.618 0.7537
1.618 0.7489
1.000 0.7459
0.618 0.7441
HIGH 0.7411
0.618 0.7393
0.500 0.7387
0.382 0.7381
LOW 0.7363
0.618 0.7333
1.000 0.7315
1.618 0.7285
2.618 0.7237
4.250 0.7159
Fisher Pivots for day following 13-Jun-2016
Pivot 1 day 3 day
R1 0.7396 0.7434
PP 0.7391 0.7422
S1 0.7387 0.7411

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

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