CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 25-May-2016
Day Change Summary
Previous Current
24-May-2016 25-May-2016 Change Change % Previous Week
Open 0.7130 0.7149 0.0019 0.3% 0.7234
High 0.7132 0.7149 0.0017 0.2% 0.7270
Low 0.7121 0.7149 0.0028 0.4% 0.7158
Close 0.7132 0.7149 0.0017 0.2% 0.7170
Range 0.0011 0.0000 -0.0011 -100.0% 0.0112
ATR 0.0045 0.0043 -0.0002 -4.4% 0.0000
Volume 128 0 -128 -100.0% 4
Daily Pivots for day following 25-May-2016
Classic Woodie Camarilla DeMark
R4 0.7149 0.7149 0.7149
R3 0.7149 0.7149 0.7149
R2 0.7149 0.7149 0.7149
R1 0.7149 0.7149 0.7149 0.7149
PP 0.7149 0.7149 0.7149 0.7149
S1 0.7149 0.7149 0.7149 0.7149
S2 0.7149 0.7149 0.7149
S3 0.7149 0.7149 0.7149
S4 0.7149 0.7149 0.7149
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 0.7535 0.7465 0.7232
R3 0.7423 0.7353 0.7201
R2 0.7311 0.7311 0.7191
R1 0.7241 0.7241 0.7180 0.7220
PP 0.7199 0.7199 0.7199 0.7189
S1 0.7129 0.7129 0.7160 0.7108
S2 0.7087 0.7087 0.7149
S3 0.6975 0.7017 0.7139
S4 0.6863 0.6905 0.7108
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7172 0.7121 0.0051 0.7% 0.0005 0.1% 55% False False 26
10 0.7319 0.7121 0.0198 2.8% 0.0009 0.1% 14% False False 13
20 0.7588 0.7121 0.0467 6.5% 0.0007 0.1% 6% False False 7
40 0.7738 0.7121 0.0617 8.6% 0.0008 0.1% 5% False False 4
60 0.7738 0.7121 0.0617 8.6% 0.0012 0.2% 5% False False 3
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7149
2.618 0.7149
1.618 0.7149
1.000 0.7149
0.618 0.7149
HIGH 0.7149
0.618 0.7149
0.500 0.7149
0.382 0.7149
LOW 0.7149
0.618 0.7149
1.000 0.7149
1.618 0.7149
2.618 0.7149
4.250 0.7149
Fisher Pivots for day following 25-May-2016
Pivot 1 day 3 day
R1 0.7149 0.7148
PP 0.7149 0.7147
S1 0.7149 0.7147

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

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