CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 29-Jun-2016
Day Change Summary
Previous Current
28-Jun-2016 29-Jun-2016 Change Change % Previous Week
Open 0.7324 0.7337 0.0013 0.2% 0.7404
High 0.7353 0.7410 0.0057 0.8% 0.7586
Low 0.7323 0.7336 0.0013 0.2% 0.7272
Close 0.7323 0.7394 0.0071 1.0% 0.7455
Range 0.0030 0.0074 0.0044 146.7% 0.0314
ATR 0.0082 0.0082 0.0000 0.4% 0.0000
Volume 126 84 -42 -33.3% 296
Daily Pivots for day following 29-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7602 0.7572 0.7435
R3 0.7528 0.7498 0.7414
R2 0.7454 0.7454 0.7408
R1 0.7424 0.7424 0.7401 0.7439
PP 0.7380 0.7380 0.7380 0.7388
S1 0.7350 0.7350 0.7387 0.7365
S2 0.7306 0.7306 0.7380
S3 0.7232 0.7276 0.7374
S4 0.7158 0.7202 0.7353
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% 0.0123 1.7% 39% False False 198
10 0.7586 0.7242 0.0344 4.7% 0.0086 1.2% 44% False False 112
20 0.7586 0.7160 0.0426 5.8% 0.0064 0.9% 55% False False 87
40 0.7586 0.7121 0.0465 6.3% 0.0035 0.5% 59% False False 47
60 0.7738 0.7121 0.0617 8.3% 0.0027 0.4% 44% False False 32
80 0.7738 0.7121 0.0617 8.3% 0.0024 0.3% 44% False False 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7725
2.618 0.7604
1.618 0.7530
1.000 0.7484
0.618 0.7456
HIGH 0.7410
0.618 0.7382
0.500 0.7373
0.382 0.7364
LOW 0.7336
0.618 0.7290
1.000 0.7262
1.618 0.7216
2.618 0.7142
4.250 0.7021
Fisher Pivots for day following 29-Jun-2016
Pivot 1 day 3 day
R1 0.7387 0.7378
PP 0.7380 0.7362
S1 0.7373 0.7346

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

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