CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 20-Nov-2015
Day Change Summary
Previous Current
19-Nov-2015 20-Nov-2015 Change Change % Previous Week
Open 0.7123 0.7106 -0.0017 -0.2% 0.7030
High 0.7123 0.7170 0.0047 0.7% 0.7170
Low 0.7123 0.7106 -0.0017 -0.2% 0.7020
Close 0.7123 0.7170 0.0047 0.7% 0.7170
Range 0.0000 0.0064 0.0064 0.0150
ATR 0.0000 0.0040 0.0040 0.0000
Volume 0 2 2 6
Daily Pivots for day following 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7341 0.7319 0.7205
R3 0.7277 0.7255 0.7188
R2 0.7213 0.7213 0.7182
R1 0.7191 0.7191 0.7176 0.7202
PP 0.7149 0.7149 0.7149 0.7154
S1 0.7127 0.7127 0.7164 0.7138
S2 0.7085 0.7085 0.7158
S3 0.7021 0.7063 0.7152
S4 0.6957 0.6999 0.7135
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7570 0.7520 0.7253
R3 0.7420 0.7370 0.7211
R2 0.7270 0.7270 0.7198
R1 0.7220 0.7220 0.7184 0.7245
PP 0.7120 0.7120 0.7120 0.7133
S1 0.7070 0.7070 0.7156 0.7095
S2 0.6970 0.6970 0.7143
S3 0.6820 0.6920 0.7129
S4 0.6670 0.6770 0.7088
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7170 0.7020 0.0150 2.1% 0.0015 0.2% 100% True False 1
10 0.7170 0.6948 0.0222 3.1% 0.0009 0.1% 100% True False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.7442
2.618 0.7338
1.618 0.7274
1.000 0.7234
0.618 0.7210
HIGH 0.7170
0.618 0.7146
0.500 0.7138
0.382 0.7130
LOW 0.7106
0.618 0.7066
1.000 0.7042
1.618 0.7002
2.618 0.6938
4.250 0.6834
Fisher Pivots for day following 20-Nov-2015
Pivot 1 day 3 day
R1 0.7159 0.7146
PP 0.7149 0.7122
S1 0.7138 0.7098

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

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