CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 16-Jun-2016
Day Change Summary
Previous Current
15-Jun-2016 16-Jun-2016 Change Change % Previous Week
Open 0.7312 0.7314 0.0002 0.0% 0.7340
High 0.7394 0.7327 -0.0067 -0.9% 0.7429
Low 0.7312 0.7242 -0.0070 -1.0% 0.7318
Close 0.7364 0.7325 -0.0039 -0.5% 0.7329
Range 0.0082 0.0085 0.0003 3.7% 0.0111
ATR 0.0051 0.0056 0.0005 10.0% 0.0000
Volume 111 35 -76 -68.5% 318
Daily Pivots for day following 16-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7553 0.7524 0.7372
R3 0.7468 0.7439 0.7348
R2 0.7383 0.7383 0.7341
R1 0.7354 0.7354 0.7333 0.7368
PP 0.7298 0.7298 0.7298 0.7305
S1 0.7269 0.7269 0.7317 0.7284
S2 0.7213 0.7213 0.7309
S3 0.7128 0.7184 0.7302
S4 0.7043 0.7099 0.7278
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 0.7394 0.7242 0.0152 2.1% 0.0057 0.8% 55% False True 74
10 0.7429 0.7242 0.0187 2.6% 0.0047 0.6% 44% False True 66
20 0.7429 0.7121 0.0308 4.2% 0.0027 0.4% 66% False False 40
40 0.7719 0.7121 0.0598 8.2% 0.0018 0.3% 34% False False 20
60 0.7738 0.7121 0.0617 8.4% 0.0015 0.2% 33% False False 14
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 0.0005
Widest range in 64 trading days
Fibonacci Retracements and Extensions
4.250 0.7688
2.618 0.7550
1.618 0.7465
1.000 0.7412
0.618 0.7380
HIGH 0.7327
0.618 0.7295
0.500 0.7285
0.382 0.7274
LOW 0.7242
0.618 0.7189
1.000 0.7157
1.618 0.7104
2.618 0.7019
4.250 0.6881
Fisher Pivots for day following 16-Jun-2016
Pivot 1 day 3 day
R1 0.7312 0.7323
PP 0.7298 0.7320
S1 0.7285 0.7318

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

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