CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 08-Dec-2015
Day Change Summary
Previous Current
07-Dec-2015 08-Dec-2015 Change Change % Previous Week
Open 0.7200 0.7185 -0.0015 -0.2% 0.7167
High 0.7200 0.7185 -0.0015 -0.2% 0.7300
Low 0.7199 0.7141 -0.0058 -0.8% 0.7167
Close 0.7199 0.7141 -0.0058 -0.8% 0.7275
Range 0.0001 0.0044 0.0043 4,304.4% 0.0133
ATR 0.0046 0.0047 0.0001 1.9% 0.0000
Volume 1 13 12 1,200.0% 25
Daily Pivots for day following 08-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7288 0.7258 0.7165
R3 0.7244 0.7214 0.7153
R2 0.7200 0.7200 0.7149
R1 0.7170 0.7170 0.7145 0.7163
PP 0.7156 0.7156 0.7156 0.7152
S1 0.7126 0.7126 0.7137 0.7119
S2 0.7112 0.7112 0.7133
S3 0.7068 0.7082 0.7129
S4 0.7024 0.7038 0.7117
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7646 0.7594 0.7348
R3 0.7513 0.7461 0.7312
R2 0.7380 0.7380 0.7299
R1 0.7328 0.7328 0.7287 0.7354
PP 0.7247 0.7247 0.7247 0.7261
S1 0.7195 0.7195 0.7263 0.7221
S2 0.7114 0.7114 0.7251
S3 0.6981 0.7062 0.7238
S4 0.6848 0.6929 0.7202
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7300 0.7141 0.0159 2.2% 0.0019 0.3% 0% False True 7
10 0.7300 0.7128 0.0172 2.4% 0.0013 0.2% 8% False False 4
20 0.7300 0.6948 0.0352 4.9% 0.0011 0.2% 55% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7372
2.618 0.7300
1.618 0.7256
1.000 0.7229
0.618 0.7212
HIGH 0.7185
0.618 0.7168
0.500 0.7163
0.382 0.7158
LOW 0.7141
0.618 0.7114
1.000 0.7097
1.618 0.7070
2.618 0.7026
4.250 0.6954
Fisher Pivots for day following 08-Dec-2015
Pivot 1 day 3 day
R1 0.7163 0.7221
PP 0.7156 0.7194
S1 0.7148 0.7168

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

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