CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 06-Jul-2016
Day Change Summary
Previous Current
05-Jul-2016 06-Jul-2016 Change Change % Previous Week
Open 0.7469 0.7401 -0.0068 -0.9% 0.7399
High 0.7499 0.7480 -0.0019 -0.3% 0.7456
Low 0.7414 0.7379 -0.0035 -0.5% 0.7281
Close 0.7417 0.7476 0.0059 0.8% 0.7440
Range 0.0085 0.0101 0.0016 18.8% 0.0175
ATR 0.0078 0.0080 0.0002 2.1% 0.0000
Volume 205 259 54 26.3% 818
Daily Pivots for day following 06-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7748 0.7713 0.7532
R3 0.7647 0.7612 0.7504
R2 0.7546 0.7546 0.7495
R1 0.7511 0.7511 0.7485 0.7528
PP 0.7445 0.7445 0.7445 0.7454
S1 0.7410 0.7410 0.7467 0.7428
S2 0.7344 0.7344 0.7457
S3 0.7243 0.7309 0.7448
S4 0.7142 0.7208 0.7420
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 0.7336 0.0163 2.2% 0.0064 0.9% 86% False False 119
10 0.7586 0.7272 0.0314 4.2% 0.0092 1.2% 65% False False 153
20 0.7586 0.7242 0.0344 4.6% 0.0068 0.9% 68% False False 107
40 0.7586 0.7121 0.0465 6.2% 0.0041 0.5% 76% False False 60
60 0.7738 0.7121 0.0617 8.3% 0.0031 0.4% 58% False False 40
80 0.7738 0.7121 0.0617 8.3% 0.0027 0.4% 58% False False 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7909
2.618 0.7744
1.618 0.7643
1.000 0.7581
0.618 0.7542
HIGH 0.7480
0.618 0.7441
0.500 0.7430
0.382 0.7418
LOW 0.7379
0.618 0.7317
1.000 0.7278
1.618 0.7216
2.618 0.7115
4.250 0.6950
Fisher Pivots for day following 06-Jul-2016
Pivot 1 day 3 day
R1 0.7461 0.7464
PP 0.7445 0.7451
S1 0.7430 0.7439

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

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