CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 09-Dec-2015
Day Change Summary
Previous Current
08-Dec-2015 09-Dec-2015 Change Change % Previous Week
Open 0.7185 0.7156 -0.0029 -0.4% 0.7167
High 0.7185 0.7172 -0.0013 -0.2% 0.7300
Low 0.7141 0.7131 -0.0010 -0.1% 0.7167
Close 0.7141 0.7147 0.0006 0.1% 0.7275
Range 0.0044 0.0041 -0.0003 -6.8% 0.0133
ATR 0.0047 0.0046 0.0000 -0.9% 0.0000
Volume 13 14 1 7.7% 25
Daily Pivots for day following 09-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7273 0.7251 0.7170
R3 0.7232 0.7210 0.7158
R2 0.7191 0.7191 0.7155
R1 0.7169 0.7169 0.7151 0.7160
PP 0.7150 0.7150 0.7150 0.7145
S1 0.7128 0.7128 0.7143 0.7119
S2 0.7109 0.7109 0.7139
S3 0.7068 0.7087 0.7136
S4 0.7027 0.7046 0.7124
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 0.7131 0.0169 2.4% 0.0024 0.3% 9% False True 7
10 0.7300 0.7128 0.0172 2.4% 0.0017 0.2% 11% False False 5
20 0.7300 0.6979 0.0321 4.5% 0.0013 0.2% 52% False False 3
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7346
2.618 0.7279
1.618 0.7238
1.000 0.7213
0.618 0.7197
HIGH 0.7172
0.618 0.7156
0.500 0.7152
0.382 0.7147
LOW 0.7131
0.618 0.7106
1.000 0.7090
1.618 0.7065
2.618 0.7024
4.250 0.6957
Fisher Pivots for day following 09-Dec-2015
Pivot 1 day 3 day
R1 0.7152 0.7166
PP 0.7150 0.7159
S1 0.7149 0.7153

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

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