CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 11-Dec-2015
Day Change Summary
Previous Current
10-Dec-2015 11-Dec-2015 Change Change % Previous Week
Open 0.7250 0.7125 -0.0125 -1.7% 0.7200
High 0.7250 0.7125 -0.0125 -1.7% 0.7250
Low 0.7224 0.7125 -0.0099 -1.4% 0.7125
Close 0.7224 0.7125 -0.0099 -1.4% 0.7125
Range 0.0026 0.0000 -0.0026 -100.0% 0.0125
ATR 0.0050 0.0054 0.0003 6.9% 0.0000
Volume 21 0 -21 -100.0% 49
Daily Pivots for day following 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7125 0.7125 0.7125
R3 0.7125 0.7125 0.7125
R2 0.7125 0.7125 0.7125
R1 0.7125 0.7125 0.7125 0.7125
PP 0.7125 0.7125 0.7125 0.7125
S1 0.7125 0.7125 0.7125 0.7125
S2 0.7125 0.7125 0.7125
S3 0.7125 0.7125 0.7125
S4 0.7125 0.7125 0.7125
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7542 0.7458 0.7194
R3 0.7417 0.7333 0.7159
R2 0.7292 0.7292 0.7148
R1 0.7208 0.7208 0.7136 0.7188
PP 0.7167 0.7167 0.7167 0.7156
S1 0.7083 0.7083 0.7114 0.7063
S2 0.7042 0.7042 0.7102
S3 0.6917 0.6958 0.7091
S4 0.6792 0.6833 0.7056
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7250 0.7125 0.0125 1.8% 0.0022 0.3% 0% False True 9
10 0.7300 0.7125 0.0175 2.5% 0.0020 0.3% 0% False True 7
20 0.7300 0.7020 0.0280 3.9% 0.0013 0.2% 38% False False 4
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7125
2.618 0.7125
1.618 0.7125
1.000 0.7125
0.618 0.7125
HIGH 0.7125
0.618 0.7125
0.500 0.7125
0.382 0.7125
LOW 0.7125
0.618 0.7125
1.000 0.7125
1.618 0.7125
2.618 0.7125
4.250 0.7125
Fisher Pivots for day following 11-Dec-2015
Pivot 1 day 3 day
R1 0.7125 0.7188
PP 0.7125 0.7167
S1 0.7125 0.7146

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

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