CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 24-Jun-2016
Day Change Summary
Previous Current
23-Jun-2016 24-Jun-2016 Change Change % Previous Week
Open 0.7477 0.7554 0.0077 1.0% 0.7404
High 0.7552 0.7586 0.0034 0.5% 0.7586
Low 0.7473 0.7272 -0.0201 -2.7% 0.7272
Close 0.7552 0.7455 -0.0097 -1.3% 0.7455
Range 0.0079 0.0314 0.0235 297.5% 0.0314
ATR 0.0058 0.0077 0.0018 31.4% 0.0000
Volume 87 140 53 60.9% 296
Daily Pivots for day following 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.8380 0.8231 0.7628
R3 0.8066 0.7917 0.7541
R2 0.7752 0.7752 0.7513
R1 0.7603 0.7603 0.7484 0.7521
PP 0.7438 0.7438 0.7438 0.7396
S1 0.7289 0.7289 0.7426 0.7207
S2 0.7124 0.7124 0.7397
S3 0.6810 0.6975 0.7369
S4 0.6496 0.6661 0.7282
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.8380 0.8231 0.7628
R3 0.8066 0.7917 0.7541
R2 0.7752 0.7752 0.7513
R1 0.7603 0.7603 0.7484 0.7678
PP 0.7438 0.7438 0.7438 0.7475
S1 0.7289 0.7289 0.7426 0.7364
S2 0.7124 0.7124 0.7397
S3 0.6810 0.6975 0.7369
S4 0.6496 0.6661 0.7282
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7586 0.7272 0.0314 4.2% 0.0106 1.4% 58% True True 59
10 0.7586 0.7242 0.0344 4.6% 0.0079 1.1% 62% True False 66
20 0.7586 0.7151 0.0435 5.8% 0.0054 0.7% 70% True False 49
40 0.7588 0.7121 0.0467 6.3% 0.0030 0.4% 72% False False 28
60 0.7738 0.7121 0.0617 8.3% 0.0023 0.3% 54% False False 19
80 0.7738 0.7121 0.0617 8.3% 0.0022 0.3% 54% False False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 82 trading days
Fibonacci Retracements and Extensions
4.250 0.8921
2.618 0.8408
1.618 0.8094
1.000 0.7900
0.618 0.7780
HIGH 0.7586
0.618 0.7466
0.500 0.7429
0.382 0.7392
LOW 0.7272
0.618 0.7078
1.000 0.6958
1.618 0.6764
2.618 0.6450
4.250 0.5938
Fisher Pivots for day following 24-Jun-2016
Pivot 1 day 3 day
R1 0.7446 0.7446
PP 0.7438 0.7438
S1 0.7429 0.7429

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

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