CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 03-Dec-2015
Day Change Summary
Previous Current
02-Dec-2015 03-Dec-2015 Change Change % Previous Week
Open 0.7238 0.7272 0.0034 0.5% 0.7116
High 0.7238 0.7283 0.0045 0.6% 0.7184
Low 0.7222 0.7272 0.0050 0.7% 0.7116
Close 0.7237 0.7283 0.0046 0.6% 0.7128
Range 0.0016 0.0011 -0.0005 -31.3% 0.0068
ATR 0.0045 0.0045 0.0000 0.2% 0.0000
Volume 16 6 -10 -62.5% 1
Daily Pivots for day following 03-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7312 0.7309 0.7289
R3 0.7301 0.7298 0.7286
R2 0.7290 0.7290 0.7285
R1 0.7287 0.7287 0.7284 0.7289
PP 0.7279 0.7279 0.7279 0.7280
S1 0.7276 0.7276 0.7282 0.7278
S2 0.7268 0.7268 0.7281
S3 0.7257 0.7265 0.7280
S4 0.7246 0.7254 0.7277
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 0.7283 0.7128 0.0155 2.1% 0.0012 0.2% 100% True False 4
10 0.7283 0.7106 0.0177 2.4% 0.0012 0.2% 100% True False 2
20 0.7283 0.6948 0.0335 4.6% 0.0008 0.1% 100% True False 1
Crabel Price Patterns
NR True
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7330
2.618 0.7312
1.618 0.7301
1.000 0.7294
0.618 0.7290
HIGH 0.7283
0.618 0.7279
0.500 0.7278
0.382 0.7276
LOW 0.7272
0.618 0.7265
1.000 0.7261
1.618 0.7254
2.618 0.7243
4.250 0.7225
Fisher Pivots for day following 03-Dec-2015
Pivot 1 day 3 day
R1 0.7281 0.7273
PP 0.7279 0.7263
S1 0.7278 0.7253

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

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