CME Australian Dollar Future June 2016

Trading Metrics calculated at close of trading on 18-Nov-2015

Day Change Summary
	Previous	Current
	17-Nov-2015	18-Nov-2015	Change	Change %	Previous Week
Open	0.7048	0.7025	-0.0023	-0.3%	0.6975
High	0.7048	0.7025	-0.0023	-0.3%	0.7058
Low	0.7048	0.7025	-0.0023	-0.3%	0.6948
Close	0.7048	0.7025	-0.0023	-0.3%	0.7058
Range
ATR
Volume

Daily Pivots for day following 18-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7025	0.7025	0.7025
R3	0.7025	0.7025	0.7025
R2	0.7025	0.7025	0.7025
R1	0.7025	0.7025	0.7025	0.7025
PP	0.7025	0.7025	0.7025	0.7025
S1	0.7025	0.7025	0.7025	0.7025
S2	0.7025	0.7025	0.7025
S3	0.7025	0.7025	0.7025
S4	0.7025	0.7025	0.7025

Weekly Pivots for week ending 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7351	0.7315	0.7119
R3	0.7241	0.7205	0.7088
R2	0.7131	0.7131	0.7078
R1	0.7095	0.7095	0.7068	0.7113
PP	0.7021	0.7021	0.7021	0.7031
S1	0.6985	0.6985	0.7048	0.7003
S2	0.6911	0.6911	0.7038
S3	0.6801	0.6875	0.7028
S4	0.6691	0.6765	0.6998

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7058	0.7020	0.0038	0.5%	0.0005	0.1%	13%	False	False	1
10	0.7071	0.6948	0.0123	1.8%	0.0003	0.0%	63%	False	False	1

Crabel Price Patterns
NR	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	0.7025
2.618	0.7025
1.618	0.7025
1.000	0.7025
0.618	0.7025
HIGH	0.7025
0.618	0.7025
0.500	0.7025
0.382	0.7025
LOW	0.7025
0.618	0.7025
1.000	0.7025
1.618	0.7025
2.618	0.7025
4.250	0.7025

Fisher Pivots for day following 18-Nov-2015
Pivot	1 day	3 day
R1	0.7025	0.7034
PP	0.7025	0.7031
S1	0.7025	0.7028

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols