CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 10-Jun-2016
Day Change Summary
Previous Current
09-Jun-2016 10-Jun-2016 Change Change % Previous Week
Open 0.7425 0.7343 -0.0082 -1.1% 0.7340
High 0.7425 0.7366 -0.0059 -0.8% 0.7429
Low 0.7378 0.7318 -0.0060 -0.8% 0.7318
Close 0.7397 0.7329 -0.0068 -0.9% 0.7329
Range 0.0047 0.0048 0.0001 2.1% 0.0111
ATR 0.0045 0.0048 0.0002 5.3% 0.0000
Volume 36 30 -6 -16.7% 318
Daily Pivots for day following 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7482 0.7453 0.7355
R3 0.7434 0.7405 0.7342
R2 0.7386 0.7386 0.7338
R1 0.7357 0.7357 0.7333 0.7348
PP 0.7338 0.7338 0.7338 0.7333
S1 0.7309 0.7309 0.7325 0.7300
S2 0.7290 0.7290 0.7320
S3 0.7242 0.7261 0.7316
S4 0.7194 0.7213 0.7303
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7692 0.7621 0.7390
R3 0.7581 0.7510 0.7360
R2 0.7470 0.7470 0.7349
R1 0.7399 0.7399 0.7339 0.7379
PP 0.7359 0.7359 0.7359 0.7349
S1 0.7288 0.7288 0.7319 0.7268
S2 0.7248 0.7248 0.7309
S3 0.7137 0.7177 0.7298
S4 0.7026 0.7066 0.7268
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7429 0.7318 0.0111 1.5% 0.0035 0.5% 10% False True 63
10 0.7429 0.7151 0.0278 3.8% 0.0028 0.4% 64% False False 33
20 0.7429 0.7121 0.0308 4.2% 0.0016 0.2% 68% False False 23
40 0.7738 0.7121 0.0617 8.4% 0.0013 0.2% 34% False False 12
60 0.7738 0.7121 0.0617 8.4% 0.0012 0.2% 34% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7570
2.618 0.7492
1.618 0.7444
1.000 0.7414
0.618 0.7396
HIGH 0.7366
0.618 0.7348
0.500 0.7342
0.382 0.7336
LOW 0.7318
0.618 0.7288
1.000 0.7270
1.618 0.7240
2.618 0.7192
4.250 0.7114
Fisher Pivots for day following 10-Jun-2016
Pivot 1 day 3 day
R1 0.7342 0.7374
PP 0.7338 0.7359
S1 0.7333 0.7344

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

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