CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 02-Jun-2016
Day Change Summary
Previous Current
01-Jun-2016 02-Jun-2016 Change Change % Previous Week
Open 0.7216 0.7160 -0.0056 -0.8% 0.7172
High 0.7216 0.7188 -0.0028 -0.4% 0.7172
Low 0.7208 0.7160 -0.0048 -0.7% 0.7121
Close 0.7208 0.7176 -0.0032 -0.4% 0.7151
Range 0.0008 0.0028 0.0020 250.0% 0.0051
ATR 0.0038 0.0039 0.0001 1.8% 0.0000
Volume 2 4 2 100.0% 133
Daily Pivots for day following 02-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7259 0.7245 0.7191
R3 0.7231 0.7217 0.7184
R2 0.7203 0.7203 0.7181
R1 0.7189 0.7189 0.7179 0.7196
PP 0.7175 0.7175 0.7175 0.7178
S1 0.7161 0.7161 0.7173 0.7168
S2 0.7147 0.7147 0.7171
S3 0.7119 0.7133 0.7168
S4 0.7091 0.7105 0.7161
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 0.7216 0.7151 0.0065 0.9% 0.0010 0.1% 38% False False 2
10 0.7216 0.7121 0.0095 1.3% 0.0008 0.1% 58% False False 14
20 0.7399 0.7121 0.0278 3.9% 0.0008 0.1% 20% False False 7
40 0.7738 0.7121 0.0617 8.6% 0.0009 0.1% 9% False False 4
60 0.7738 0.7121 0.0617 8.6% 0.0011 0.2% 9% False False 3
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 14 trading days
Fibonacci Retracements and Extensions
4.250 0.7307
2.618 0.7261
1.618 0.7233
1.000 0.7216
0.618 0.7205
HIGH 0.7188
0.618 0.7177
0.500 0.7174
0.382 0.7171
LOW 0.7160
0.618 0.7143
1.000 0.7132
1.618 0.7115
2.618 0.7087
4.250 0.7041
Fisher Pivots for day following 02-Jun-2016
Pivot 1 day 3 day
R1 0.7175 0.7188
PP 0.7175 0.7184
S1 0.7174 0.7180

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

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