CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 24-Nov-2015
Day Change Summary
Previous Current
23-Nov-2015 24-Nov-2015 Change Change % Previous Week
Open 0.7116 0.7177 0.0061 0.9% 0.7030
High 0.7116 0.7177 0.0061 0.9% 0.7170
Low 0.7116 0.7177 0.0061 0.9% 0.7020
Close 0.7116 0.7177 0.0061 0.9% 0.7170
Range
ATR 0.0041 0.0042 0.0001 3.5% 0.0000
Volume
Daily Pivots for day following 24-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7177 0.7177 0.7177
R3 0.7177 0.7177 0.7177
R2 0.7177 0.7177 0.7177
R1 0.7177 0.7177 0.7177 0.7177
PP 0.7177 0.7177 0.7177 0.7177
S1 0.7177 0.7177 0.7177 0.7177
S2 0.7177 0.7177 0.7177
S3 0.7177 0.7177 0.7177
S4 0.7177 0.7177 0.7177
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 0.7177 0.7025 0.0152 2.1% 0.0013 0.2% 100% True False
10 0.7177 0.6979 0.0198 2.8% 0.0009 0.1% 100% True 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 0.7177
2.618 0.7177
1.618 0.7177
1.000 0.7177
0.618 0.7177
HIGH 0.7177
0.618 0.7177
0.500 0.7177
0.382 0.7177
LOW 0.7177
0.618 0.7177
1.000 0.7177
1.618 0.7177
2.618 0.7177
4.250 0.7177
Fisher Pivots for day following 24-Nov-2015
Pivot 1 day 3 day
R1 0.7177 0.7165
PP 0.7177 0.7153
S1 0.7177 0.7142

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

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