CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 17-Jun-2016
Day Change Summary
Previous Current
16-Jun-2016 17-Jun-2016 Change Change % Previous Week
Open 0.7314 0.7325 0.0011 0.2% 0.7345
High 0.7327 0.7350 0.0023 0.3% 0.7394
Low 0.7242 0.7325 0.0083 1.1% 0.7242
Close 0.7325 0.7346 0.0021 0.3% 0.7346
Range 0.0085 0.0025 -0.0060 -70.6% 0.0152
ATR 0.0056 0.0054 -0.0002 -4.0% 0.0000
Volume 35 23 -12 -34.3% 365
Daily Pivots for day following 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7415 0.7406 0.7360
R3 0.7390 0.7381 0.7353
R2 0.7365 0.7365 0.7351
R1 0.7356 0.7356 0.7348 0.7361
PP 0.7340 0.7340 0.7340 0.7343
S1 0.7331 0.7331 0.7344 0.7336
S2 0.7315 0.7315 0.7341
S3 0.7290 0.7306 0.7339
S4 0.7265 0.7281 0.7332
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7783 0.7717 0.7430
R3 0.7631 0.7565 0.7388
R2 0.7479 0.7479 0.7374
R1 0.7413 0.7413 0.7360 0.7446
PP 0.7327 0.7327 0.7327 0.7344
S1 0.7261 0.7261 0.7332 0.7294
S2 0.7175 0.7175 0.7318
S3 0.7023 0.7109 0.7304
S4 0.6871 0.6957 0.7262
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% 0.0053 0.7% 68% False False 73
10 0.7429 0.7242 0.0187 2.5% 0.0044 0.6% 56% False False 68
20 0.7429 0.7121 0.0308 4.2% 0.0028 0.4% 73% False False 41
40 0.7661 0.7121 0.0540 7.4% 0.0018 0.2% 42% False False 21
60 0.7738 0.7121 0.0617 8.4% 0.0015 0.2% 36% False False 14
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0005
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7456
2.618 0.7415
1.618 0.7390
1.000 0.7375
0.618 0.7365
HIGH 0.7350
0.618 0.7340
0.500 0.7338
0.382 0.7335
LOW 0.7325
0.618 0.7310
1.000 0.7300
1.618 0.7285
2.618 0.7260
4.250 0.7219
Fisher Pivots for day following 17-Jun-2016
Pivot 1 day 3 day
R1 0.7343 0.7337
PP 0.7340 0.7327
S1 0.7338 0.7318

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

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