CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 18-Dec-2015
Day Change Summary
Previous Current
17-Dec-2015 18-Dec-2015 Change Change % Previous Week
Open 0.7105 0.7071 -0.0034 -0.5% 0.7168
High 0.7138 0.7139 0.0001 0.0% 0.7203
Low 0.7038 0.7065 0.0027 0.4% 0.7038
Close 0.7052 0.7129 0.0077 1.1% 0.7129
Range 0.0100 0.0074 -0.0026 -26.0% 0.0165
ATR 0.0067 0.0069 0.0001 2.1% 0.0000
Volume 93 29 -64 -68.8% 569
Daily Pivots for day following 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7333 0.7305 0.7170
R3 0.7259 0.7231 0.7149
R2 0.7185 0.7185 0.7143
R1 0.7157 0.7157 0.7136 0.7171
PP 0.7111 0.7111 0.7111 0.7118
S1 0.7083 0.7083 0.7122 0.7097
S2 0.7037 0.7037 0.7115
S3 0.6963 0.7009 0.7109
S4 0.6889 0.6935 0.7088
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7618 0.7539 0.7220
R3 0.7453 0.7374 0.7174
R2 0.7288 0.7288 0.7159
R1 0.7209 0.7209 0.7144 0.7166
PP 0.7123 0.7123 0.7123 0.7102
S1 0.7044 0.7044 0.7114 0.7001
S2 0.6958 0.6958 0.7099
S3 0.6793 0.6879 0.7084
S4 0.6628 0.6714 0.7038
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7203 0.7038 0.0165 2.3% 0.0078 1.1% 55% False False 113
10 0.7250 0.7038 0.0212 3.0% 0.0050 0.7% 43% False False 61
20 0.7300 0.7038 0.0262 3.7% 0.0032 0.5% 35% False False 32
Crabel Price Patterns
NR True
NR4 True
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 0.0009
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7453
2.618 0.7333
1.618 0.7259
1.000 0.7213
0.618 0.7185
HIGH 0.7139
0.618 0.7111
0.500 0.7102
0.382 0.7093
LOW 0.7065
0.618 0.7019
1.000 0.6991
1.618 0.6945
2.618 0.6871
4.250 0.6751
Fisher Pivots for day following 18-Dec-2015
Pivot 1 day 3 day
R1 0.7120 0.7126
PP 0.7111 0.7123
S1 0.7102 0.7120

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

View Archives - Comment on this page... - Back to Index of Symbols