CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 26-May-2016
Day Change Summary
Previous Current
25-May-2016 26-May-2016 Change Change % Previous Week
Open 0.7149 0.7166 0.0017 0.2% 0.7234
High 0.7149 0.7166 0.0017 0.2% 0.7270
Low 0.7149 0.7166 0.0017 0.2% 0.7158
Close 0.7149 0.7166 0.0017 0.2% 0.7170
Range
ATR 0.0043 0.0041 -0.0002 -4.3% 0.0000
Volume
Daily Pivots for day following 26-May-2016
Classic Woodie Camarilla DeMark
R4 0.7166 0.7166 0.7166
R3 0.7166 0.7166 0.7166
R2 0.7166 0.7166 0.7166
R1 0.7166 0.7166 0.7166 0.7166
PP 0.7166 0.7166 0.7166 0.7166
S1 0.7166 0.7166 0.7166 0.7166
S2 0.7166 0.7166 0.7166
S3 0.7166 0.7166 0.7166
S4 0.7166 0.7166 0.7166
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% 0.0002 0.0% 88% False False 25
10 0.7270 0.7121 0.0149 2.1% 0.0004 0.1% 30% False False 13
20 0.7588 0.7121 0.0467 6.5% 0.0006 0.1% 10% False False 7
40 0.7738 0.7121 0.0617 8.6% 0.0008 0.1% 7% False False 4
60 0.7738 0.7121 0.0617 8.6% 0.0012 0.2% 7% False False 3
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 0.7166
2.618 0.7166
1.618 0.7166
1.000 0.7166
0.618 0.7166
HIGH 0.7166
0.618 0.7166
0.500 0.7166
0.382 0.7166
LOW 0.7166
0.618 0.7166
1.000 0.7166
1.618 0.7166
2.618 0.7166
4.250 0.7166
Fisher Pivots for day following 26-May-2016
Pivot 1 day 3 day
R1 0.7166 0.7159
PP 0.7166 0.7151
S1 0.7166 0.7144

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

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