CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 20-Jun-2016
Day Change Summary
Previous Current
17-Jun-2016 20-Jun-2016 Change Change % Previous Week
Open 0.7325 0.7404 0.0079 1.1% 0.7345
High 0.7350 0.7430 0.0080 1.1% 0.7394
Low 0.7325 0.7400 0.0075 1.0% 0.7242
Close 0.7346 0.7408 0.0062 0.8% 0.7346
Range 0.0025 0.0030 0.0005 20.0% 0.0152
ATR 0.0054 0.0056 0.0002 4.0% 0.0000
Volume 23 37 14 60.9% 365
Daily Pivots for day following 20-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7503 0.7485 0.7425
R3 0.7473 0.7455 0.7416
R2 0.7443 0.7443 0.7414
R1 0.7425 0.7425 0.7411 0.7434
PP 0.7413 0.7413 0.7413 0.7417
S1 0.7395 0.7395 0.7405 0.7404
S2 0.7383 0.7383 0.7403
S3 0.7353 0.7365 0.7400
S4 0.7323 0.7335 0.7392
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 0.7430 0.7242 0.0188 2.5% 0.0051 0.7% 88% True False 77
10 0.7430 0.7242 0.0188 2.5% 0.0046 0.6% 88% True False 71
20 0.7430 0.7121 0.0309 4.2% 0.0029 0.4% 93% True False 43
40 0.7661 0.7121 0.0540 7.3% 0.0018 0.2% 53% False False 22
60 0.7738 0.7121 0.0617 8.3% 0.0015 0.2% 47% False False 15
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7558
2.618 0.7509
1.618 0.7479
1.000 0.7460
0.618 0.7449
HIGH 0.7430
0.618 0.7419
0.500 0.7415
0.382 0.7411
LOW 0.7400
0.618 0.7381
1.000 0.7370
1.618 0.7351
2.618 0.7321
4.250 0.7273
Fisher Pivots for day following 20-Jun-2016
Pivot 1 day 3 day
R1 0.7415 0.7384
PP 0.7413 0.7360
S1 0.7410 0.7336

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

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