CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 28-Jun-2016
Day Change Summary
Previous Current
27-Jun-2016 28-Jun-2016 Change Change % Previous Week
Open 0.7399 0.7324 -0.0075 -1.0% 0.7404
High 0.7400 0.7353 -0.0047 -0.6% 0.7586
Low 0.7281 0.7323 0.0042 0.6% 0.7272
Close 0.7291 0.7323 0.0032 0.4% 0.7455
Range 0.0119 0.0030 -0.0089 -74.8% 0.0314
ATR 0.0083 0.0082 -0.0002 -1.8% 0.0000
Volume 557 126 -431 -77.4% 296
Daily Pivots for day following 28-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7423 0.7403 0.7340
R3 0.7393 0.7373 0.7331
R2 0.7363 0.7363 0.7329
R1 0.7343 0.7343 0.7326 0.7338
PP 0.7333 0.7333 0.7333 0.7331
S1 0.7313 0.7313 0.7320 0.7308
S2 0.7303 0.7303 0.7318
S3 0.7273 0.7283 0.7315
S4 0.7243 0.7253 0.7307
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% 0.0120 1.6% 16% False False 186
10 0.7586 0.7242 0.0344 4.7% 0.0087 1.2% 24% False False 114
20 0.7586 0.7160 0.0426 5.8% 0.0060 0.8% 38% False False 83
40 0.7586 0.7121 0.0465 6.3% 0.0033 0.5% 43% False False 45
60 0.7738 0.7121 0.0617 8.4% 0.0026 0.4% 33% False False 31
80 0.7738 0.7121 0.0617 8.4% 0.0024 0.3% 33% False False 23
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7481
2.618 0.7432
1.618 0.7402
1.000 0.7383
0.618 0.7372
HIGH 0.7353
0.618 0.7342
0.500 0.7338
0.382 0.7334
LOW 0.7323
0.618 0.7304
1.000 0.7293
1.618 0.7274
2.618 0.7244
4.250 0.7196
Fisher Pivots for day following 28-Jun-2016
Pivot 1 day 3 day
R1 0.7338 0.7429
PP 0.7333 0.7394
S1 0.7328 0.7358

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

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