CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 07-Jul-2016
Day Change Summary
Previous Current
06-Jul-2016 07-Jul-2016 Change Change % Previous Week
Open 0.7401 0.7471 0.0070 0.9% 0.7399
High 0.7480 0.7498 0.0018 0.2% 0.7456
Low 0.7379 0.7433 0.0054 0.7% 0.7281
Close 0.7476 0.7433 -0.0043 -0.6% 0.7440
Range 0.0101 0.0065 -0.0036 -35.6% 0.0175
ATR 0.0080 0.0079 -0.0001 -1.3% 0.0000
Volume 259 125 -134 -51.7% 818
Daily Pivots for day following 07-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7650 0.7606 0.7469
R3 0.7585 0.7541 0.7451
R2 0.7520 0.7520 0.7445
R1 0.7476 0.7476 0.7439 0.7466
PP 0.7455 0.7455 0.7455 0.7449
S1 0.7411 0.7411 0.7427 0.7401
S2 0.7390 0.7390 0.7421
S3 0.7325 0.7346 0.7415
S4 0.7260 0.7281 0.7397
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 0.7370 0.0129 1.7% 0.0063 0.8% 49% False False 128
10 0.7586 0.7272 0.0314 4.2% 0.0093 1.2% 51% False False 163
20 0.7586 0.7242 0.0344 4.6% 0.0071 1.0% 56% False False 106
40 0.7586 0.7121 0.0465 6.3% 0.0043 0.6% 67% False False 63
60 0.7738 0.7121 0.0617 8.3% 0.0032 0.4% 51% False False 42
80 0.7738 0.7121 0.0617 8.3% 0.0027 0.4% 51% False False 32
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7774
2.618 0.7668
1.618 0.7603
1.000 0.7563
0.618 0.7538
HIGH 0.7498
0.618 0.7473
0.500 0.7466
0.382 0.7458
LOW 0.7433
0.618 0.7393
1.000 0.7368
1.618 0.7328
2.618 0.7263
4.250 0.7157
Fisher Pivots for day following 07-Jul-2016
Pivot 1 day 3 day
R1 0.7466 0.7439
PP 0.7455 0.7437
S1 0.7444 0.7435

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

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