CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 15-Apr-2016
Day Change Summary
Previous Current
14-Apr-2016 15-Apr-2016 Change Change % Previous Week
Open 0.7629 0.7628 -0.0001 0.0% 0.7531
High 0.7662 0.7639 -0.0023 -0.3% 0.7662
Low 0.7622 0.7628 0.0006 0.1% 0.7531
Close 0.7622 0.7639 0.0017 0.2% 0.7639
Range 0.0040 0.0011 -0.0029 -72.5% 0.0131
ATR 0.0059 0.0056 -0.0003 -5.1% 0.0000
Volume 2 1 -1 -50.0% 4
Daily Pivots for day following 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7668 0.7665 0.7645
R3 0.7657 0.7654 0.7642
R2 0.7646 0.7646 0.7641
R1 0.7643 0.7643 0.7640 0.7645
PP 0.7635 0.7635 0.7635 0.7636
S1 0.7632 0.7632 0.7638 0.7634
S2 0.7624 0.7624 0.7637
S3 0.7613 0.7621 0.7636
S4 0.7602 0.7610 0.7633
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8004 0.7952 0.7711
R3 0.7873 0.7821 0.7675
R2 0.7742 0.7742 0.7663
R1 0.7690 0.7690 0.7651 0.7716
PP 0.7611 0.7611 0.7611 0.7624
S1 0.7559 0.7559 0.7627 0.7585
S2 0.7480 0.7480 0.7615
S3 0.7349 0.7428 0.7603
S4 0.7218 0.7297 0.7567
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7662 0.7531 0.0131 1.7% 0.0014 0.2% 82% False False
10 0.7662 0.7427 0.0235 3.1% 0.0010 0.1% 90% False False 2
20 0.7662 0.7415 0.0247 3.2% 0.0008 0.1% 91% False False 1
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7686
2.618 0.7668
1.618 0.7657
1.000 0.7650
0.618 0.7646
HIGH 0.7639
0.618 0.7635
0.500 0.7634
0.382 0.7632
LOW 0.7628
0.618 0.7621
1.000 0.7617
1.618 0.7610
2.618 0.7599
4.250 0.7581
Fisher Pivots for day following 15-Apr-2016
Pivot 1 day 3 day
R1 0.7637 0.7633
PP 0.7635 0.7626
S1 0.7634 0.7620

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

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