CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 24-May-2016
Day Change Summary
Previous Current
23-May-2016 24-May-2016 Change Change % Previous Week
Open 0.7172 0.7130 -0.0042 -0.6% 0.7234
High 0.7172 0.7132 -0.0040 -0.6% 0.7270
Low 0.7172 0.7121 -0.0051 -0.7% 0.7158
Close 0.7172 0.7132 -0.0040 -0.6% 0.7170
Range 0.0000 0.0011 0.0011 0.0112
ATR 0.0044 0.0045 0.0000 1.1% 0.0000
Volume 0 128 128 4
Daily Pivots for day following 24-May-2016
Classic Woodie Camarilla DeMark
R4 0.7161 0.7158 0.7138
R3 0.7150 0.7147 0.7135
R2 0.7139 0.7139 0.7134
R1 0.7136 0.7136 0.7133 0.7138
PP 0.7128 0.7128 0.7128 0.7129
S1 0.7125 0.7125 0.7131 0.7127
S2 0.7117 0.7117 0.7130
S3 0.7106 0.7114 0.7129
S4 0.7095 0.7103 0.7126
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 0.7535 0.7465 0.7232
R3 0.7423 0.7353 0.7201
R2 0.7311 0.7311 0.7191
R1 0.7241 0.7241 0.7180 0.7220
PP 0.7199 0.7199 0.7199 0.7189
S1 0.7129 0.7129 0.7160 0.7108
S2 0.7087 0.7087 0.7149
S3 0.6975 0.7017 0.7139
S4 0.6863 0.6905 0.7108
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7183 0.7121 0.0062 0.9% 0.0005 0.1% 18% False True 26
10 0.7320 0.7121 0.0199 2.8% 0.0009 0.1% 6% False True 13
20 0.7588 0.7121 0.0467 6.5% 0.0008 0.1% 2% False True 7
40 0.7738 0.7121 0.0617 8.7% 0.0008 0.1% 2% False True 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7179
2.618 0.7161
1.618 0.7150
1.000 0.7143
0.618 0.7139
HIGH 0.7132
0.618 0.7128
0.500 0.7127
0.382 0.7125
LOW 0.7121
0.618 0.7114
1.000 0.7110
1.618 0.7103
2.618 0.7092
4.250 0.7074
Fisher Pivots for day following 24-May-2016
Pivot 1 day 3 day
R1 0.7130 0.7147
PP 0.7128 0.7142
S1 0.7127 0.7137

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

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