CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 21-Dec-2015
Day Change Summary
Previous Current
18-Dec-2015 21-Dec-2015 Change Change % Previous Week
Open 0.7071 0.7106 0.0035 0.5% 0.7168
High 0.7139 0.7132 -0.0007 -0.1% 0.7203
Low 0.7065 0.7102 0.0037 0.5% 0.7038
Close 0.7129 0.7132 0.0003 0.0% 0.7129
Range 0.0074 0.0030 -0.0044 -59.5% 0.0165
ATR 0.0069 0.0066 -0.0003 -4.0% 0.0000
Volume 29 9 -20 -69.0% 569
Daily Pivots for day following 21-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7212 0.7202 0.7148
R3 0.7182 0.7172 0.7140
R2 0.7152 0.7152 0.7137
R1 0.7142 0.7142 0.7135 0.7147
PP 0.7122 0.7122 0.7122 0.7125
S1 0.7112 0.7112 0.7129 0.7117
S2 0.7092 0.7092 0.7127
S3 0.7062 0.7082 0.7124
S4 0.7032 0.7052 0.7116
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 0.7202 0.7038 0.0164 2.3% 0.0077 1.1% 57% False False 112
10 0.7250 0.7038 0.0212 3.0% 0.0053 0.7% 44% False False 62
20 0.7300 0.7038 0.0262 3.7% 0.0031 0.4% 36% False False 32
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7259
2.618 0.7211
1.618 0.7181
1.000 0.7162
0.618 0.7151
HIGH 0.7132
0.618 0.7121
0.500 0.7117
0.382 0.7113
LOW 0.7102
0.618 0.7083
1.000 0.7072
1.618 0.7053
2.618 0.7023
4.250 0.6975
Fisher Pivots for day following 21-Dec-2015
Pivot 1 day 3 day
R1 0.7127 0.7118
PP 0.7122 0.7103
S1 0.7117 0.7089

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

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