CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 03-Jun-2016
Day Change Summary
Previous Current
02-Jun-2016 03-Jun-2016 Change Change % Previous Week
Open 0.7160 0.7260 0.0100 1.4% 0.7169
High 0.7188 0.7317 0.0129 1.8% 0.7317
Low 0.7160 0.7260 0.0100 1.4% 0.7160
Close 0.7176 0.7317 0.0141 2.0% 0.7317
Range 0.0028 0.0057 0.0029 103.6% 0.0157
ATR 0.0039 0.0046 0.0007 18.7% 0.0000
Volume 4 4 0 0.0% 10
Daily Pivots for day following 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7469 0.7450 0.7348
R3 0.7412 0.7393 0.7333
R2 0.7355 0.7355 0.7327
R1 0.7336 0.7336 0.7322 0.7346
PP 0.7298 0.7298 0.7298 0.7303
S1 0.7279 0.7279 0.7312 0.7289
S2 0.7241 0.7241 0.7307
S3 0.7184 0.7222 0.7301
S4 0.7127 0.7165 0.7286
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7736 0.7683 0.7403
R3 0.7579 0.7526 0.7360
R2 0.7422 0.7422 0.7346
R1 0.7369 0.7369 0.7331 0.7396
PP 0.7265 0.7265 0.7265 0.7278
S1 0.7212 0.7212 0.7303 0.7239
S2 0.7108 0.7108 0.7288
S3 0.6951 0.7055 0.7274
S4 0.6794 0.6898 0.7231
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7317 0.7151 0.0166 2.3% 0.0022 0.3% 100% True False 3
10 0.7317 0.7121 0.0196 2.7% 0.0012 0.2% 100% True False 14
20 0.7320 0.7121 0.0199 2.7% 0.0011 0.1% 98% False False 7
40 0.7738 0.7121 0.0617 8.4% 0.0010 0.1% 32% False False 4
60 0.7738 0.7121 0.0617 8.4% 0.0012 0.2% 32% 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 55 trading days
Fibonacci Retracements and Extensions
4.250 0.7559
2.618 0.7466
1.618 0.7409
1.000 0.7374
0.618 0.7352
HIGH 0.7317
0.618 0.7295
0.500 0.7289
0.382 0.7282
LOW 0.7260
0.618 0.7225
1.000 0.7203
1.618 0.7168
2.618 0.7111
4.250 0.7018
Fisher Pivots for day following 03-Jun-2016
Pivot 1 day 3 day
R1 0.7308 0.7291
PP 0.7298 0.7265
S1 0.7289 0.7239

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.