CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 05-Jul-2016
Day Change Summary
Previous Current
01-Jul-2016 05-Jul-2016 Change Change % Previous Week
Open 0.7436 0.7469 0.0033 0.4% 0.7399
High 0.7456 0.7499 0.0043 0.6% 0.7456
Low 0.7436 0.7414 -0.0022 -0.3% 0.7281
Close 0.7440 0.7417 -0.0023 -0.3% 0.7440
Range 0.0020 0.0085 0.0065 325.0% 0.0175
ATR 0.0078 0.0078 0.0001 0.7% 0.0000
Volume 31 205 174 561.3% 818
Daily Pivots for day following 05-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7698 0.7643 0.7464
R3 0.7613 0.7558 0.7440
R2 0.7528 0.7528 0.7433
R1 0.7473 0.7473 0.7425 0.7458
PP 0.7443 0.7443 0.7443 0.7436
S1 0.7388 0.7388 0.7409 0.7373
S2 0.7358 0.7358 0.7401
S3 0.7273 0.7303 0.7394
S4 0.7188 0.7218 0.7370
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 0.7499 0.7323 0.0176 2.4% 0.0050 0.7% 53% True False 93
10 0.7586 0.7272 0.0314 4.2% 0.0087 1.2% 46% False False 128
20 0.7586 0.7242 0.0344 4.6% 0.0066 0.9% 51% False False 99
40 0.7586 0.7121 0.0465 6.3% 0.0038 0.5% 64% False False 53
60 0.7738 0.7121 0.0617 8.3% 0.0029 0.4% 48% False False 36
80 0.7738 0.7121 0.0617 8.3% 0.0026 0.3% 48% False False 27
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7860
2.618 0.7722
1.618 0.7637
1.000 0.7584
0.618 0.7552
HIGH 0.7499
0.618 0.7467
0.500 0.7457
0.382 0.7446
LOW 0.7414
0.618 0.7361
1.000 0.7329
1.618 0.7276
2.618 0.7191
4.250 0.7053
Fisher Pivots for day following 05-Jul-2016
Pivot 1 day 3 day
R1 0.7457 0.7435
PP 0.7443 0.7429
S1 0.7430 0.7423

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

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