CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 14-Jun-2016
Day Change Summary
Previous Current
13-Jun-2016 14-Jun-2016 Change Change % Previous Week
Open 0.7345 0.7312 -0.0033 -0.4% 0.7340
High 0.7372 0.7312 -0.0060 -0.8% 0.7429
Low 0.7332 0.7281 -0.0051 -0.7% 0.7318
Close 0.7339 0.7309 -0.0030 -0.4% 0.7329
Range 0.0040 0.0031 -0.0009 -22.5% 0.0111
ATR 0.0047 0.0048 0.0001 1.6% 0.0000
Volume 15 181 166 1,106.7% 318
Daily Pivots for day following 14-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7394 0.7382 0.7326
R3 0.7363 0.7351 0.7318
R2 0.7332 0.7332 0.7315
R1 0.7320 0.7320 0.7312 0.7311
PP 0.7301 0.7301 0.7301 0.7296
S1 0.7289 0.7289 0.7306 0.7280
S2 0.7270 0.7270 0.7303
S3 0.7239 0.7258 0.7300
S4 0.7208 0.7227 0.7292
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 0.7281 0.0148 2.0% 0.0035 0.5% 19% False True 78
10 0.7429 0.7160 0.0269 3.7% 0.0034 0.5% 55% False False 52
20 0.7429 0.7121 0.0308 4.2% 0.0019 0.3% 61% False False 33
40 0.7738 0.7121 0.0617 8.4% 0.0014 0.2% 30% False False 17
60 0.7738 0.7121 0.0617 8.4% 0.0012 0.2% 30% False False 11
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.0004
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7444
2.618 0.7393
1.618 0.7362
1.000 0.7343
0.618 0.7331
HIGH 0.7312
0.618 0.7300
0.500 0.7297
0.382 0.7293
LOW 0.7281
0.618 0.7262
1.000 0.7250
1.618 0.7231
2.618 0.7200
4.250 0.7149
Fisher Pivots for day following 14-Jun-2016
Pivot 1 day 3 day
R1 0.7305 0.7327
PP 0.7301 0.7321
S1 0.7297 0.7315

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

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