CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 12-May-2016
Day Change Summary
Previous Current
11-May-2016 12-May-2016 Change Change % Previous Week
Open 0.7320 0.7319 -0.0001 0.0% 0.7588
High 0.7320 0.7319 -0.0001 0.0% 0.7588
Low 0.7320 0.7273 -0.0047 -0.6% 0.7290
Close 0.7320 0.7273 -0.0047 -0.6% 0.7304
Range 0.0000 0.0046 0.0046 0.0298
ATR 0.0053 0.0053 0.0000 -0.8% 0.0000
Volume 0 1 1 3
Daily Pivots for day following 12-May-2016
Classic Woodie Camarilla DeMark
R4 0.7426 0.7396 0.7298
R3 0.7380 0.7350 0.7286
R2 0.7334 0.7334 0.7281
R1 0.7304 0.7304 0.7277 0.7296
PP 0.7288 0.7288 0.7288 0.7285
S1 0.7258 0.7258 0.7269 0.7250
S2 0.7242 0.7242 0.7265
S3 0.7196 0.7212 0.7260
S4 0.7150 0.7166 0.7248
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 0.8288 0.8094 0.7468
R3 0.7990 0.7796 0.7386
R2 0.7692 0.7692 0.7359
R1 0.7498 0.7498 0.7331 0.7446
PP 0.7394 0.7394 0.7394 0.7368
S1 0.7200 0.7200 0.7277 0.7148
S2 0.7096 0.7096 0.7249
S3 0.6798 0.6902 0.7222
S4 0.6500 0.6604 0.7140
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7320 0.7263 0.0057 0.8% 0.0012 0.2% 18% False False
10 0.7588 0.7263 0.0325 4.5% 0.0007 0.1% 3% False False 1
20 0.7738 0.7263 0.0475 6.5% 0.0009 0.1% 2% False False 1
40 0.7738 0.7263 0.0475 6.5% 0.0009 0.1% 2% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 15 trading days
Fibonacci Retracements and Extensions
4.250 0.7515
2.618 0.7439
1.618 0.7393
1.000 0.7365
0.618 0.7347
HIGH 0.7319
0.618 0.7301
0.500 0.7296
0.382 0.7291
LOW 0.7273
0.618 0.7245
1.000 0.7227
1.618 0.7199
2.618 0.7153
4.250 0.7078
Fisher Pivots for day following 12-May-2016
Pivot 1 day 3 day
R1 0.7296 0.7297
PP 0.7288 0.7289
S1 0.7281 0.7281

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

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