CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 23-Jun-2016
Day Change Summary
Previous Current
22-Jun-2016 23-Jun-2016 Change Change % Previous Week
Open 0.7414 0.7477 0.0063 0.8% 0.7345
High 0.7470 0.7552 0.0082 1.1% 0.7394
Low 0.7414 0.7473 0.0059 0.8% 0.7242
Close 0.7459 0.7552 0.0093 1.2% 0.7346
Range 0.0056 0.0079 0.0023 41.1% 0.0152
ATR 0.0056 0.0058 0.0003 4.8% 0.0000
Volume 23 87 64 278.3% 365
Daily Pivots for day following 23-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7763 0.7736 0.7595
R3 0.7684 0.7657 0.7574
R2 0.7605 0.7605 0.7566
R1 0.7578 0.7578 0.7559 0.7592
PP 0.7526 0.7526 0.7526 0.7532
S1 0.7499 0.7499 0.7545 0.7513
S2 0.7447 0.7447 0.7538
S3 0.7368 0.7420 0.7530
S4 0.7289 0.7341 0.7509
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 0.7552 0.7325 0.0227 3.0% 0.0048 0.6% 100% True False 35
10 0.7552 0.7242 0.0310 4.1% 0.0053 0.7% 100% True False 55
20 0.7552 0.7151 0.0401 5.3% 0.0038 0.5% 100% True False 42
40 0.7588 0.7121 0.0467 6.2% 0.0022 0.3% 92% False False 25
60 0.7738 0.7121 0.0617 8.2% 0.0018 0.2% 70% False False 17
80 0.7738 0.7121 0.0617 8.2% 0.0019 0.2% 70% False False 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7888
2.618 0.7759
1.618 0.7680
1.000 0.7631
0.618 0.7601
HIGH 0.7552
0.618 0.7522
0.500 0.7513
0.382 0.7503
LOW 0.7473
0.618 0.7424
1.000 0.7394
1.618 0.7345
2.618 0.7266
4.250 0.7137
Fisher Pivots for day following 23-Jun-2016
Pivot 1 day 3 day
R1 0.7539 0.7528
PP 0.7526 0.7504
S1 0.7513 0.7480

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

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