CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 31-May-2016
Day Change Summary
Previous Current
27-May-2016 31-May-2016 Change Change % Previous Week
Open 0.7167 0.7169 0.0002 0.0% 0.7172
High 0.7167 0.7169 0.0002 0.0% 0.7172
Low 0.7151 0.7169 0.0018 0.3% 0.7121
Close 0.7151 0.7169 0.0018 0.3% 0.7151
Range 0.0016 0.0000 -0.0016 -100.0% 0.0051
ATR 0.0039 0.0038 -0.0002 -3.8% 0.0000
Volume 5 0 -5 -100.0% 133
Daily Pivots for day following 31-May-2016
Classic Woodie Camarilla DeMark
R4 0.7169 0.7169 0.7169
R3 0.7169 0.7169 0.7169
R2 0.7169 0.7169 0.7169
R1 0.7169 0.7169 0.7169 0.7169
PP 0.7169 0.7169 0.7169 0.7169
S1 0.7169 0.7169 0.7169 0.7169
S2 0.7169 0.7169 0.7169
S3 0.7169 0.7169 0.7169
S4 0.7169 0.7169 0.7169
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 0.7301 0.7277 0.7179
R3 0.7250 0.7226 0.7165
R2 0.7199 0.7199 0.7160
R1 0.7175 0.7175 0.7156 0.7162
PP 0.7148 0.7148 0.7148 0.7141
S1 0.7124 0.7124 0.7146 0.7111
S2 0.7097 0.7097 0.7142
S3 0.7046 0.7073 0.7137
S4 0.6995 0.7022 0.7123
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7169 0.7121 0.0048 0.7% 0.0005 0.1% 100% True False 26
10 0.7270 0.7121 0.0149 2.1% 0.0004 0.1% 32% False False 13
20 0.7424 0.7121 0.0303 4.2% 0.0006 0.1% 16% False False 7
40 0.7738 0.7121 0.0617 8.6% 0.0008 0.1% 8% False False 4
60 0.7738 0.7121 0.0617 8.6% 0.0011 0.2% 8% 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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7169
2.618 0.7169
1.618 0.7169
1.000 0.7169
0.618 0.7169
HIGH 0.7169
0.618 0.7169
0.500 0.7169
0.382 0.7169
LOW 0.7169
0.618 0.7169
1.000 0.7169
1.618 0.7169
2.618 0.7169
4.250 0.7169
Fisher Pivots for day following 31-May-2016
Pivot 1 day 3 day
R1 0.7169 0.7166
PP 0.7169 0.7163
S1 0.7169 0.7160

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

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