CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 22-Jun-2016
Day Change Summary
Previous Current
21-Jun-2016 22-Jun-2016 Change Change % Previous Week
Open 0.7430 0.7414 -0.0016 -0.2% 0.7345
High 0.7459 0.7470 0.0011 0.1% 0.7394
Low 0.7408 0.7414 0.0006 0.1% 0.7242
Close 0.7423 0.7459 0.0036 0.5% 0.7346
Range 0.0051 0.0056 0.0005 9.8% 0.0152
ATR 0.0056 0.0056 0.0000 0.1% 0.0000
Volume 9 23 14 155.6% 365
Daily Pivots for day following 22-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7616 0.7593 0.7490
R3 0.7560 0.7537 0.7474
R2 0.7504 0.7504 0.7469
R1 0.7481 0.7481 0.7464 0.7492
PP 0.7448 0.7448 0.7448 0.7453
S1 0.7425 0.7425 0.7454 0.7437
S2 0.7392 0.7392 0.7449
S3 0.7336 0.7369 0.7444
S4 0.7280 0.7313 0.7428
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 0.7470 0.7242 0.0228 3.1% 0.0049 0.7% 95% True False 25
10 0.7470 0.7242 0.0228 3.1% 0.0049 0.7% 95% True False 50
20 0.7470 0.7149 0.0321 4.3% 0.0034 0.5% 97% True False 38
40 0.7588 0.7121 0.0467 6.3% 0.0021 0.3% 72% False False 23
60 0.7738 0.7121 0.0617 8.3% 0.0017 0.2% 55% False False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7708
2.618 0.7617
1.618 0.7561
1.000 0.7526
0.618 0.7505
HIGH 0.7470
0.618 0.7449
0.500 0.7442
0.382 0.7435
LOW 0.7414
0.618 0.7379
1.000 0.7358
1.618 0.7323
2.618 0.7267
4.250 0.7176
Fisher Pivots for day following 22-Jun-2016
Pivot 1 day 3 day
R1 0.7453 0.7451
PP 0.7448 0.7443
S1 0.7442 0.7435

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

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