CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 16-Dec-2016
Day Change Summary
Previous Current
15-Dec-2016 16-Dec-2016 Change Change % Previous Week
Open 0.7400 0.7300 -0.0100 -1.4% 0.7426
High 0.7400 0.7335 -0.0065 -0.9% 0.7488
Low 0.7315 0.7240 -0.0075 -1.0% 0.7240
Close 0.7334 0.7262 -0.0072 -1.0% 0.7262
Range 0.0085 0.0095 0.0010 11.8% 0.0248
ATR 0.0055 0.0058 0.0003 5.1% 0.0000
Volume 9 32 23 255.6% 63
Daily Pivots for day following 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7564 0.7508 0.7314
R3 0.7469 0.7413 0.7288
R2 0.7374 0.7374 0.7279
R1 0.7318 0.7318 0.7271 0.7299
PP 0.7279 0.7279 0.7279 0.7269
S1 0.7223 0.7223 0.7253 0.7203
S2 0.7184 0.7184 0.7245
S3 0.7089 0.7128 0.7236
S4 0.6994 0.7033 0.7210
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.8074 0.7916 0.7398
R3 0.7826 0.7668 0.7330
R2 0.7578 0.7578 0.7307
R1 0.7420 0.7420 0.7285 0.7375
PP 0.7330 0.7330 0.7330 0.7308
S1 0.7172 0.7172 0.7239 0.7127
S2 0.7082 0.7082 0.7217
S3 0.6834 0.6924 0.7194
S4 0.6586 0.6676 0.7126
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7488 0.7240 0.0248 3.4% 0.0073 1.0% 9% False True 12
10 0.7488 0.7240 0.0248 3.4% 0.0061 0.8% 9% False True 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7739
2.618 0.7584
1.618 0.7489
1.000 0.7430
0.618 0.7394
HIGH 0.7335
0.618 0.7299
0.500 0.7288
0.382 0.7276
LOW 0.7240
0.618 0.7181
1.000 0.7145
1.618 0.7086
2.618 0.6991
4.250 0.6836
Fisher Pivots for day following 16-Dec-2016
Pivot 1 day 3 day
R1 0.7288 0.7364
PP 0.7279 0.7330
S1 0.7271 0.7296

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

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