CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 31-Dec-2015
Day Change Summary
Previous Current
30-Dec-2015 31-Dec-2015 Change Change % Previous Week
Open 0.7218 0.7265 0.0047 0.7% 0.7106
High 0.7237 0.7265 0.0028 0.4% 0.7217
Low 0.7218 0.7222 0.0004 0.1% 0.7102
Close 0.7234 0.7236 0.0002 0.0% 0.7217
Range 0.0019 0.0043 0.0024 126.3% 0.0115
ATR 0.0056 0.0055 -0.0001 -1.6% 0.0000
Volume 34 25 -9 -26.5% 76
Daily Pivots for day following 31-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7370 0.7346 0.7260
R3 0.7327 0.7303 0.7248
R2 0.7284 0.7284 0.7244
R1 0.7260 0.7260 0.7240 0.7251
PP 0.7241 0.7241 0.7241 0.7236
S1 0.7217 0.7217 0.7232 0.7208
S2 0.7198 0.7198 0.7228
S3 0.7155 0.7174 0.7224
S4 0.7112 0.7131 0.7212
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 0.7265 0.7185 0.0080 1.1% 0.0032 0.4% 64% True False 107
10 0.7265 0.7038 0.0227 3.1% 0.0042 0.6% 87% True False 71
20 0.7300 0.7038 0.0262 3.6% 0.0039 0.5% 76% False False 60
40 0.7300 0.6948 0.0352 4.9% 0.0023 0.3% 82% False False 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7448
2.618 0.7378
1.618 0.7335
1.000 0.7308
0.618 0.7292
HIGH 0.7265
0.618 0.7249
0.500 0.7244
0.382 0.7238
LOW 0.7222
0.618 0.7195
1.000 0.7179
1.618 0.7152
2.618 0.7109
4.250 0.7039
Fisher Pivots for day following 31-Dec-2015
Pivot 1 day 3 day
R1 0.7244 0.7237
PP 0.7241 0.7237
S1 0.7239 0.7236

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

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