CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 09-Jun-2016
Day Change Summary
Previous Current
08-Jun-2016 09-Jun-2016 Change Change % Previous Week
Open 0.7425 0.7425 0.0000 0.0% 0.7169
High 0.7429 0.7425 -0.0004 -0.1% 0.7317
Low 0.7420 0.7378 -0.0042 -0.6% 0.7160
Close 0.7427 0.7397 -0.0030 -0.4% 0.7317
Range 0.0009 0.0047 0.0038 422.2% 0.0157
ATR 0.0045 0.0045 0.0000 0.6% 0.0000
Volume 132 36 -96 -72.7% 10
Daily Pivots for day following 09-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7541 0.7516 0.7423
R3 0.7494 0.7469 0.7410
R2 0.7447 0.7447 0.7406
R1 0.7422 0.7422 0.7401 0.7411
PP 0.7400 0.7400 0.7400 0.7395
S1 0.7375 0.7375 0.7393 0.7364
S2 0.7353 0.7353 0.7388
S3 0.7306 0.7328 0.7384
S4 0.7259 0.7281 0.7371
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7736 0.7683 0.7403
R3 0.7579 0.7526 0.7360
R2 0.7422 0.7422 0.7346
R1 0.7369 0.7369 0.7331 0.7396
PP 0.7265 0.7265 0.7265 0.7278
S1 0.7212 0.7212 0.7303 0.7239
S2 0.7108 0.7108 0.7288
S3 0.6951 0.7055 0.7274
S4 0.6794 0.6898 0.7231
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7429 0.7260 0.0169 2.3% 0.0037 0.5% 81% False False 58
10 0.7429 0.7151 0.0278 3.8% 0.0024 0.3% 88% False False 30
20 0.7429 0.7121 0.0308 4.2% 0.0016 0.2% 90% False False 21
40 0.7738 0.7121 0.0617 8.3% 0.0013 0.2% 45% False False 11
60 0.7738 0.7121 0.0617 8.3% 0.0013 0.2% 45% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7625
2.618 0.7548
1.618 0.7501
1.000 0.7472
0.618 0.7454
HIGH 0.7425
0.618 0.7407
0.500 0.7402
0.382 0.7396
LOW 0.7378
0.618 0.7349
1.000 0.7331
1.618 0.7302
2.618 0.7255
4.250 0.7178
Fisher Pivots for day following 09-Jun-2016
Pivot 1 day 3 day
R1 0.7402 0.7394
PP 0.7400 0.7391
S1 0.7399 0.7388

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

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