CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 15-Dec-2016
Day Change Summary
Previous Current
14-Dec-2016 15-Dec-2016 Change Change % Previous Week
Open 0.7455 0.7400 -0.0055 -0.7% 0.7384
High 0.7488 0.7400 -0.0088 -1.2% 0.7473
Low 0.7379 0.7315 -0.0064 -0.9% 0.7384
Close 0.7392 0.7334 -0.0058 -0.8% 0.7422
Range 0.0109 0.0085 -0.0024 -22.0% 0.0089
ATR 0.0000 0.0055 0.0055 0.0000
Volume 6 9 3 50.0% 47
Daily Pivots for day following 15-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7605 0.7554 0.7381
R3 0.7520 0.7469 0.7357
R2 0.7435 0.7435 0.7350
R1 0.7384 0.7384 0.7342 0.7367
PP 0.7350 0.7350 0.7350 0.7341
S1 0.7299 0.7299 0.7326 0.7282
S2 0.7265 0.7265 0.7318
S3 0.7180 0.7214 0.7311
S4 0.7095 0.7129 0.7287
Weekly Pivots for week ending 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7693 0.7647 0.7471
R3 0.7604 0.7558 0.7446
R2 0.7515 0.7515 0.7438
R1 0.7469 0.7469 0.7430 0.7492
PP 0.7426 0.7426 0.7426 0.7438
S1 0.7380 0.7380 0.7414 0.7403
S2 0.7337 0.7337 0.7406
S3 0.7248 0.7291 0.7398
S4 0.7159 0.7202 0.7373
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7488 0.7315 0.0173 2.4% 0.0062 0.8% 11% False True 7
10 0.7488 0.7315 0.0173 2.4% 0.0058 0.8% 11% False True 8
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7761
2.618 0.7623
1.618 0.7538
1.000 0.7485
0.618 0.7453
HIGH 0.7400
0.618 0.7368
0.500 0.7358
0.382 0.7347
LOW 0.7315
0.618 0.7262
1.000 0.7230
1.618 0.7177
2.618 0.7092
4.250 0.6954
Fisher Pivots for day following 15-Dec-2016
Pivot 1 day 3 day
R1 0.7358 0.7402
PP 0.7350 0.7379
S1 0.7342 0.7357

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

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