CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 07-Jun-2016
Day Change Summary
Previous Current
06-Jun-2016 07-Jun-2016 Change Change % Previous Week
Open 0.7340 0.7346 0.0006 0.1% 0.7169
High 0.7340 0.7405 0.0065 0.9% 0.7317
Low 0.7329 0.7346 0.0017 0.2% 0.7160
Close 0.7329 0.7405 0.0076 1.0% 0.7317
Range 0.0011 0.0059 0.0048 436.4% 0.0157
ATR 0.0045 0.0047 0.0002 5.0% 0.0000
Volume 3 117 114 3,800.0% 10
Daily Pivots for day following 07-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7562 0.7543 0.7437
R3 0.7503 0.7484 0.7421
R2 0.7444 0.7444 0.7416
R1 0.7425 0.7425 0.7410 0.7435
PP 0.7385 0.7385 0.7385 0.7390
S1 0.7366 0.7366 0.7400 0.7376
S2 0.7326 0.7326 0.7394
S3 0.7267 0.7307 0.7389
S4 0.7208 0.7248 0.7373
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 0.7405 0.7160 0.0245 3.3% 0.0033 0.4% 100% True False 26
10 0.7405 0.7121 0.0284 3.8% 0.0019 0.3% 100% True False 26
20 0.7405 0.7121 0.0284 3.8% 0.0013 0.2% 100% True False 13
40 0.7738 0.7121 0.0617 8.3% 0.0012 0.2% 46% False False 7
60 0.7738 0.7121 0.0617 8.3% 0.0013 0.2% 46% False False 5
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 57 trading days
Fibonacci Retracements and Extensions
4.250 0.7656
2.618 0.7559
1.618 0.7500
1.000 0.7464
0.618 0.7441
HIGH 0.7405
0.618 0.7382
0.500 0.7376
0.382 0.7369
LOW 0.7346
0.618 0.7310
1.000 0.7287
1.618 0.7251
2.618 0.7192
4.250 0.7095
Fisher Pivots for day following 07-Jun-2016
Pivot 1 day 3 day
R1 0.7395 0.7381
PP 0.7385 0.7357
S1 0.7376 0.7333

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

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