CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 15-Jun-2016
Day Change Summary
Previous Current
14-Jun-2016 15-Jun-2016 Change Change % Previous Week
Open 0.7312 0.7312 0.0000 0.0% 0.7340
High 0.7312 0.7394 0.0082 1.1% 0.7429
Low 0.7281 0.7312 0.0031 0.4% 0.7318
Close 0.7309 0.7364 0.0055 0.8% 0.7329
Range 0.0031 0.0082 0.0051 164.5% 0.0111
ATR 0.0048 0.0051 0.0003 5.4% 0.0000
Volume 181 111 -70 -38.7% 318
Daily Pivots for day following 15-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7603 0.7565 0.7409
R3 0.7521 0.7483 0.7387
R2 0.7439 0.7439 0.7379
R1 0.7401 0.7401 0.7372 0.7420
PP 0.7357 0.7357 0.7357 0.7366
S1 0.7319 0.7319 0.7356 0.7338
S2 0.7275 0.7275 0.7349
S3 0.7193 0.7237 0.7341
S4 0.7111 0.7155 0.7319
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 0.7425 0.7281 0.0144 2.0% 0.0050 0.7% 58% False False 74
10 0.7429 0.7160 0.0269 3.7% 0.0041 0.6% 76% False False 63
20 0.7429 0.7121 0.0308 4.2% 0.0023 0.3% 79% False False 38
40 0.7722 0.7121 0.0601 8.2% 0.0016 0.2% 40% False False 19
60 0.7738 0.7121 0.0617 8.4% 0.0013 0.2% 39% False False 13
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 0.0004
Widest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 0.7743
2.618 0.7609
1.618 0.7527
1.000 0.7476
0.618 0.7445
HIGH 0.7394
0.618 0.7363
0.500 0.7353
0.382 0.7343
LOW 0.7312
0.618 0.7261
1.000 0.7230
1.618 0.7179
2.618 0.7097
4.250 0.6963
Fisher Pivots for day following 15-Jun-2016
Pivot 1 day 3 day
R1 0.7360 0.7355
PP 0.7357 0.7346
S1 0.7353 0.7338

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

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