CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 01-Jun-2016
Day Change Summary
Previous Current
31-May-2016 01-Jun-2016 Change Change % Previous Week
Open 0.7169 0.7216 0.0047 0.7% 0.7172
High 0.7169 0.7216 0.0047 0.7% 0.7172
Low 0.7169 0.7208 0.0039 0.5% 0.7121
Close 0.7169 0.7208 0.0039 0.5% 0.7151
Range 0.0000 0.0008 0.0008 0.0051
ATR 0.0038 0.0038 0.0001 1.8% 0.0000
Volume 0 2 2 133
Daily Pivots for day following 01-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7235 0.7229 0.7212
R3 0.7227 0.7221 0.7210
R2 0.7219 0.7219 0.7209
R1 0.7213 0.7213 0.7209 0.7212
PP 0.7211 0.7211 0.7211 0.7210
S1 0.7205 0.7205 0.7207 0.7204
S2 0.7203 0.7203 0.7207
S3 0.7195 0.7197 0.7206
S4 0.7187 0.7189 0.7204
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 0.7301 0.7277 0.7179
R3 0.7250 0.7226 0.7165
R2 0.7199 0.7199 0.7160
R1 0.7175 0.7175 0.7156 0.7162
PP 0.7148 0.7148 0.7148 0.7141
S1 0.7124 0.7124 0.7146 0.7111
S2 0.7097 0.7097 0.7142
S3 0.7046 0.7073 0.7137
S4 0.6995 0.7022 0.7123
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7216 0.7149 0.0067 0.9% 0.0005 0.1% 88% True False 1
10 0.7216 0.7121 0.0095 1.3% 0.0005 0.1% 92% True False 13
20 0.7399 0.7121 0.0278 3.9% 0.0006 0.1% 31% False False 7
40 0.7738 0.7121 0.0617 8.6% 0.0008 0.1% 14% False False 4
60 0.7738 0.7121 0.0617 8.6% 0.0011 0.1% 14% False False 3
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7250
2.618 0.7237
1.618 0.7229
1.000 0.7224
0.618 0.7221
HIGH 0.7216
0.618 0.7213
0.500 0.7212
0.382 0.7211
LOW 0.7208
0.618 0.7203
1.000 0.7200
1.618 0.7195
2.618 0.7187
4.250 0.7174
Fisher Pivots for day following 01-Jun-2016
Pivot 1 day 3 day
R1 0.7212 0.7200
PP 0.7211 0.7192
S1 0.7209 0.7184

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

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