CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 01-Dec-2015
Day Change Summary
Previous Current
30-Nov-2015 01-Dec-2015 Change Change % Previous Week
Open 0.7167 0.7235 0.0068 0.9% 0.7116
High 0.7167 0.7267 0.0100 1.4% 0.7184
Low 0.7167 0.7235 0.0068 0.9% 0.7116
Close 0.7167 0.7267 0.0100 1.4% 0.7128
Range 0.0000 0.0032 0.0032 0.0068
ATR 0.0041 0.0045 0.0004 10.4% 0.0000
Volume 0 1 1 1
Daily Pivots for day following 01-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7352 0.7342 0.7285
R3 0.7320 0.7310 0.7276
R2 0.7288 0.7288 0.7273
R1 0.7278 0.7278 0.7270 0.7283
PP 0.7256 0.7256 0.7256 0.7259
S1 0.7246 0.7246 0.7264 0.7251
S2 0.7224 0.7224 0.7261
S3 0.7192 0.7214 0.7258
S4 0.7160 0.7182 0.7249
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7347 0.7305 0.7165
R3 0.7279 0.7237 0.7147
R2 0.7211 0.7211 0.7140
R1 0.7169 0.7169 0.7134 0.7190
PP 0.7143 0.7143 0.7143 0.7153
S1 0.7101 0.7101 0.7122 0.7122
S2 0.7075 0.7075 0.7116
S3 0.7007 0.7033 0.7109
S4 0.6939 0.6965 0.7091
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7267 0.7128 0.0139 1.9% 0.0006 0.1% 100% True False
10 0.7267 0.7025 0.0242 3.3% 0.0010 0.1% 100% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7403
2.618 0.7351
1.618 0.7319
1.000 0.7299
0.618 0.7287
HIGH 0.7267
0.618 0.7255
0.500 0.7251
0.382 0.7247
LOW 0.7235
0.618 0.7215
1.000 0.7203
1.618 0.7183
2.618 0.7151
4.250 0.7099
Fisher Pivots for day following 01-Dec-2015
Pivot 1 day 3 day
R1 0.7262 0.7244
PP 0.7256 0.7221
S1 0.7251 0.7198

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

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