CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 06-Apr-2016
Day Change Summary
Previous Current
05-Apr-2016 06-Apr-2016 Change Change % Previous Week
Open 0.7450 0.7512 0.0062 0.8% 0.7470
High 0.7456 0.7512 0.0056 0.8% 0.7592
Low 0.7435 0.7512 0.0077 1.0% 0.7457
Close 0.7456 0.7512 0.0056 0.8% 0.7592
Range 0.0021 0.0000 -0.0021 -100.0% 0.0135
ATR 0.0057 0.0057 0.0000 -0.1% 0.0000
Volume 21 0 -21 -100.0% 1
Daily Pivots for day following 06-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7512 0.7512 0.7512
R3 0.7512 0.7512 0.7512
R2 0.7512 0.7512 0.7512
R1 0.7512 0.7512 0.7512 0.7512
PP 0.7512 0.7512 0.7512 0.7512
S1 0.7512 0.7512 0.7512 0.7512
S2 0.7512 0.7512 0.7512
S3 0.7512 0.7512 0.7512
S4 0.7512 0.7512 0.7512
Weekly Pivots for week ending 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7952 0.7907 0.7666
R3 0.7817 0.7772 0.7629
R2 0.7682 0.7682 0.7617
R1 0.7637 0.7637 0.7604 0.7659
PP 0.7547 0.7547 0.7547 0.7558
S1 0.7502 0.7502 0.7580 0.7525
S2 0.7412 0.7412 0.7567
S3 0.7277 0.7367 0.7555
S4 0.7142 0.7232 0.7518
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7592 0.7435 0.0157 2.1% 0.0004 0.1% 49% False False 4
10 0.7592 0.7415 0.0177 2.4% 0.0005 0.1% 55% False False 2
20 0.7592 0.7338 0.0254 3.4% 0.0015 0.2% 69% False False 2
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7512
2.618 0.7512
1.618 0.7512
1.000 0.7512
0.618 0.7512
HIGH 0.7512
0.618 0.7512
0.500 0.7512
0.382 0.7512
LOW 0.7512
0.618 0.7512
1.000 0.7512
1.618 0.7512
2.618 0.7512
4.250 0.7512
Fisher Pivots for day following 06-Apr-2016
Pivot 1 day 3 day
R1 0.7512 0.7502
PP 0.7512 0.7491
S1 0.7512 0.7481

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

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