CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 08-Jun-2016
Day Change Summary
Previous Current
07-Jun-2016 08-Jun-2016 Change Change % Previous Week
Open 0.7346 0.7425 0.0079 1.1% 0.7169
High 0.7405 0.7429 0.0024 0.3% 0.7317
Low 0.7346 0.7420 0.0074 1.0% 0.7160
Close 0.7405 0.7427 0.0022 0.3% 0.7317
Range 0.0059 0.0009 -0.0050 -84.7% 0.0157
ATR 0.0047 0.0045 -0.0002 -3.5% 0.0000
Volume 117 132 15 12.8% 10
Daily Pivots for day following 08-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7452 0.7449 0.7432
R3 0.7443 0.7440 0.7429
R2 0.7434 0.7434 0.7429
R1 0.7431 0.7431 0.7428 0.7433
PP 0.7425 0.7425 0.7425 0.7426
S1 0.7422 0.7422 0.7426 0.7424
S2 0.7416 0.7416 0.7425
S3 0.7407 0.7413 0.7425
S4 0.7398 0.7404 0.7422
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 0.7429 0.7160 0.0269 3.6% 0.0033 0.4% 99% True False 52
10 0.7429 0.7149 0.0280 3.8% 0.0019 0.3% 99% True False 26
20 0.7429 0.7121 0.0308 4.1% 0.0014 0.2% 99% True False 20
40 0.7738 0.7121 0.0617 8.3% 0.0012 0.2% 50% False False 10
60 0.7738 0.7121 0.0617 8.3% 0.0012 0.2% 50% False False 7
Crabel Price Patterns
NR True
NR4 True
NR5 True
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
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7467
2.618 0.7453
1.618 0.7444
1.000 0.7438
0.618 0.7435
HIGH 0.7429
0.618 0.7426
0.500 0.7425
0.382 0.7423
LOW 0.7420
0.618 0.7414
1.000 0.7411
1.618 0.7405
2.618 0.7396
4.250 0.7382
Fisher Pivots for day following 08-Jun-2016
Pivot 1 day 3 day
R1 0.7426 0.7411
PP 0.7425 0.7395
S1 0.7425 0.7379

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

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