CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 01-Jul-2016
Day Change Summary
Previous Current
30-Jun-2016 01-Jul-2016 Change Change % Previous Week
Open 0.7410 0.7436 0.0026 0.4% 0.7399
High 0.7412 0.7456 0.0044 0.6% 0.7456
Low 0.7370 0.7436 0.0066 0.9% 0.7281
Close 0.7401 0.7440 0.0039 0.5% 0.7440
Range 0.0042 0.0020 -0.0022 -52.4% 0.0175
ATR 0.0079 0.0078 -0.0002 -2.2% 0.0000
Volume 20 31 11 55.0% 818
Daily Pivots for day following 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7504 0.7492 0.7451
R3 0.7484 0.7472 0.7446
R2 0.7464 0.7464 0.7444
R1 0.7452 0.7452 0.7442 0.7458
PP 0.7444 0.7444 0.7444 0.7447
S1 0.7432 0.7432 0.7438 0.7438
S2 0.7424 0.7424 0.7436
S3 0.7404 0.7412 0.7435
S4 0.7384 0.7392 0.7429
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7917 0.7854 0.7536
R3 0.7742 0.7679 0.7488
R2 0.7567 0.7567 0.7472
R1 0.7504 0.7504 0.7456 0.7536
PP 0.7392 0.7392 0.7392 0.7408
S1 0.7329 0.7329 0.7424 0.7361
S2 0.7217 0.7217 0.7408
S3 0.7042 0.7154 0.7392
S4 0.6867 0.6979 0.7344
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7456 0.7281 0.0175 2.4% 0.0057 0.8% 91% True False 163
10 0.7586 0.7272 0.0314 4.2% 0.0082 1.1% 54% False False 111
20 0.7586 0.7242 0.0344 4.6% 0.0063 0.8% 58% False False 89
40 0.7586 0.7121 0.0465 6.3% 0.0037 0.5% 69% False False 48
60 0.7738 0.7121 0.0617 8.3% 0.0028 0.4% 52% False False 32
80 0.7738 0.7121 0.0617 8.3% 0.0025 0.3% 52% False False 25
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0007
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.7541
2.618 0.7508
1.618 0.7488
1.000 0.7476
0.618 0.7468
HIGH 0.7456
0.618 0.7448
0.500 0.7446
0.382 0.7444
LOW 0.7436
0.618 0.7424
1.000 0.7416
1.618 0.7404
2.618 0.7384
4.250 0.7351
Fisher Pivots for day following 01-Jul-2016
Pivot 1 day 3 day
R1 0.7446 0.7425
PP 0.7444 0.7411
S1 0.7442 0.7396

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

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