CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 27-Jun-2016
Day Change Summary
Previous Current
24-Jun-2016 27-Jun-2016 Change Change % Previous Week
Open 0.7554 0.7399 -0.0155 -2.1% 0.7404
High 0.7586 0.7400 -0.0186 -2.5% 0.7586
Low 0.7272 0.7281 0.0009 0.1% 0.7272
Close 0.7455 0.7291 -0.0164 -2.2% 0.7455
Range 0.0314 0.0119 -0.0195 -62.1% 0.0314
ATR 0.0077 0.0083 0.0007 9.1% 0.0000
Volume 140 557 417 297.9% 296
Daily Pivots for day following 27-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7681 0.7605 0.7356
R3 0.7562 0.7486 0.7324
R2 0.7443 0.7443 0.7313
R1 0.7367 0.7367 0.7302 0.7346
PP 0.7324 0.7324 0.7324 0.7313
S1 0.7248 0.7248 0.7280 0.7227
S2 0.7205 0.7205 0.7269
S3 0.7086 0.7129 0.7258
S4 0.6967 0.7010 0.7226
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 4.3% 0.0124 1.7% 6% False False 163
10 0.7586 0.7242 0.0344 4.7% 0.0087 1.2% 14% False False 120
20 0.7586 0.7160 0.0426 5.8% 0.0059 0.8% 31% False False 77
40 0.7588 0.7121 0.0467 6.4% 0.0032 0.4% 36% False False 42
60 0.7738 0.7121 0.0617 8.5% 0.0025 0.3% 28% False False 28
80 0.7738 0.7121 0.0617 8.5% 0.0024 0.3% 28% False False 22
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7906
2.618 0.7712
1.618 0.7593
1.000 0.7519
0.618 0.7474
HIGH 0.7400
0.618 0.7355
0.500 0.7341
0.382 0.7326
LOW 0.7281
0.618 0.7207
1.000 0.7162
1.618 0.7088
2.618 0.6969
4.250 0.6775
Fisher Pivots for day following 27-Jun-2016
Pivot 1 day 3 day
R1 0.7341 0.7429
PP 0.7324 0.7383
S1 0.7308 0.7337

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

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