CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 21-Jun-2016
Day Change Summary
Previous Current
20-Jun-2016 21-Jun-2016 Change Change % Previous Week
Open 0.7404 0.7430 0.0026 0.4% 0.7345
High 0.7430 0.7459 0.0029 0.4% 0.7394
Low 0.7400 0.7408 0.0008 0.1% 0.7242
Close 0.7408 0.7423 0.0015 0.2% 0.7346
Range 0.0030 0.0051 0.0021 70.0% 0.0152
ATR 0.0056 0.0056 0.0000 -0.6% 0.0000
Volume 37 9 -28 -75.7% 365
Daily Pivots for day following 21-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7583 0.7554 0.7451
R3 0.7532 0.7503 0.7437
R2 0.7481 0.7481 0.7432
R1 0.7452 0.7452 0.7428 0.7441
PP 0.7430 0.7430 0.7430 0.7425
S1 0.7401 0.7401 0.7418 0.7390
S2 0.7379 0.7379 0.7414
S3 0.7328 0.7350 0.7409
S4 0.7277 0.7299 0.7395
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 0.7459 0.7242 0.0217 2.9% 0.0055 0.7% 83% True False 43
10 0.7459 0.7242 0.0217 2.9% 0.0045 0.6% 83% True False 60
20 0.7459 0.7121 0.0338 4.6% 0.0032 0.4% 89% True False 43
40 0.7661 0.7121 0.0540 7.3% 0.0020 0.3% 56% False False 22
60 0.7738 0.7121 0.0617 8.3% 0.0016 0.2% 49% 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 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7676
2.618 0.7593
1.618 0.7542
1.000 0.7510
0.618 0.7491
HIGH 0.7459
0.618 0.7440
0.500 0.7434
0.382 0.7427
LOW 0.7408
0.618 0.7376
1.000 0.7357
1.618 0.7325
2.618 0.7274
4.250 0.7191
Fisher Pivots for day following 21-Jun-2016
Pivot 1 day 3 day
R1 0.7434 0.7413
PP 0.7430 0.7402
S1 0.7427 0.7392

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

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