CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 30-Dec-2015
Day Change Summary
Previous Current
29-Dec-2015 30-Dec-2015 Change Change % Previous Week
Open 0.7214 0.7218 0.0004 0.1% 0.7106
High 0.7244 0.7237 -0.0007 -0.1% 0.7217
Low 0.7209 0.7218 0.0009 0.1% 0.7102
Close 0.7244 0.7234 -0.0010 -0.1% 0.7217
Range 0.0035 0.0019 -0.0016 -45.7% 0.0115
ATR 0.0058 0.0056 -0.0002 -3.9% 0.0000
Volume 165 34 -131 -79.4% 76
Daily Pivots for day following 30-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7287 0.7279 0.7244
R3 0.7268 0.7260 0.7239
R2 0.7249 0.7249 0.7237
R1 0.7241 0.7241 0.7236 0.7245
PP 0.7230 0.7230 0.7230 0.7232
S1 0.7222 0.7222 0.7232 0.7226
S2 0.7211 0.7211 0.7231
S3 0.7192 0.7203 0.7229
S4 0.7173 0.7184 0.7224
Weekly Pivots for week ending 25-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7524 0.7485 0.7280
R3 0.7409 0.7370 0.7249
R2 0.7294 0.7294 0.7238
R1 0.7255 0.7255 0.7228 0.7275
PP 0.7179 0.7179 0.7179 0.7188
S1 0.7140 0.7140 0.7206 0.7160
S2 0.7064 0.7064 0.7196
S3 0.6949 0.7025 0.7185
S4 0.6834 0.6910 0.7154
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7244 0.7153 0.0091 1.3% 0.0030 0.4% 89% False False 104
10 0.7244 0.7038 0.0206 2.8% 0.0046 0.6% 95% False False 94
20 0.7300 0.7038 0.0262 3.6% 0.0038 0.5% 75% False False 60
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7318
2.618 0.7287
1.618 0.7268
1.000 0.7256
0.618 0.7249
HIGH 0.7237
0.618 0.7230
0.500 0.7228
0.382 0.7225
LOW 0.7218
0.618 0.7206
1.000 0.7199
1.618 0.7187
2.618 0.7168
4.250 0.7137
Fisher Pivots for day following 30-Dec-2015
Pivot 1 day 3 day
R1 0.7232 0.7229
PP 0.7230 0.7224
S1 0.7228 0.7220

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

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