CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 16-Dec-2015
Day Change Summary
Previous Current
15-Dec-2015 16-Dec-2015 Change Change % Previous Week
Open 0.7188 0.7140 -0.0048 -0.7% 0.7200
High 0.7200 0.7202 0.0002 0.0% 0.7250
Low 0.7103 0.7118 0.0015 0.2% 0.7125
Close 0.7131 0.7192 0.0061 0.9% 0.7125
Range 0.0097 0.0084 -0.0013 -13.4% 0.0125
ATR 0.0059 0.0060 0.0002 3.1% 0.0000
Volume 178 253 75 42.1% 49
Daily Pivots for day following 16-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7423 0.7391 0.7238
R3 0.7339 0.7307 0.7215
R2 0.7255 0.7255 0.7207
R1 0.7223 0.7223 0.7200 0.7239
PP 0.7171 0.7171 0.7171 0.7179
S1 0.7139 0.7139 0.7184 0.7155
S2 0.7087 0.7087 0.7177
S3 0.7003 0.7055 0.7169
S4 0.6919 0.6971 0.7146
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 0.7103 0.0147 2.0% 0.0048 0.7% 61% False False 93
10 0.7300 0.7103 0.0197 2.7% 0.0036 0.5% 45% False False 50
20 0.7300 0.7025 0.0275 3.8% 0.0024 0.3% 61% False False 26
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7559
2.618 0.7422
1.618 0.7338
1.000 0.7286
0.618 0.7254
HIGH 0.7202
0.618 0.7170
0.500 0.7160
0.382 0.7150
LOW 0.7118
0.618 0.7066
1.000 0.7034
1.618 0.6982
2.618 0.6898
4.250 0.6761
Fisher Pivots for day following 16-Dec-2015
Pivot 1 day 3 day
R1 0.7181 0.7179
PP 0.7171 0.7166
S1 0.7160 0.7153

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

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