CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 06-Jun-2016
Day Change Summary
Previous Current
03-Jun-2016 06-Jun-2016 Change Change % Previous Week
Open 0.7260 0.7340 0.0080 1.1% 0.7169
High 0.7317 0.7340 0.0023 0.3% 0.7317
Low 0.7260 0.7329 0.0069 1.0% 0.7160
Close 0.7317 0.7329 0.0012 0.2% 0.7317
Range 0.0057 0.0011 -0.0046 -80.7% 0.0157
ATR 0.0046 0.0045 -0.0002 -3.6% 0.0000
Volume 4 3 -1 -25.0% 10
Daily Pivots for day following 06-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7366 0.7358 0.7335
R3 0.7355 0.7347 0.7332
R2 0.7344 0.7344 0.7331
R1 0.7336 0.7336 0.7330 0.7335
PP 0.7333 0.7333 0.7333 0.7332
S1 0.7325 0.7325 0.7328 0.7324
S2 0.7322 0.7322 0.7327
S3 0.7311 0.7314 0.7326
S4 0.7300 0.7303 0.7323
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7736 0.7683 0.7403
R3 0.7579 0.7526 0.7360
R2 0.7422 0.7422 0.7346
R1 0.7369 0.7369 0.7331 0.7396
PP 0.7265 0.7265 0.7265 0.7278
S1 0.7212 0.7212 0.7303 0.7239
S2 0.7108 0.7108 0.7288
S3 0.6951 0.7055 0.7274
S4 0.6794 0.6898 0.7231
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7340 0.7160 0.0180 2.5% 0.0021 0.3% 94% True False 2
10 0.7340 0.7121 0.0219 3.0% 0.0013 0.2% 95% True False 14
20 0.7340 0.7121 0.0219 3.0% 0.0011 0.1% 95% True False 7
40 0.7738 0.7121 0.0617 8.4% 0.0010 0.1% 34% False False 4
60 0.7738 0.7121 0.0617 8.4% 0.0012 0.2% 34% False False 3
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7387
2.618 0.7369
1.618 0.7358
1.000 0.7351
0.618 0.7347
HIGH 0.7340
0.618 0.7336
0.500 0.7335
0.382 0.7333
LOW 0.7329
0.618 0.7322
1.000 0.7318
1.618 0.7311
2.618 0.7300
4.250 0.7282
Fisher Pivots for day following 06-Jun-2016
Pivot 1 day 3 day
R1 0.7335 0.7303
PP 0.7333 0.7276
S1 0.7331 0.7250

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

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