CME Australian Dollar Future December 2016


Trading Metrics calculated at close of trading on 13-Jun-2016
Day Change Summary
Previous Current
10-Jun-2016 13-Jun-2016 Change Change % Previous Week
Open 0.7343 0.7345 0.0002 0.0% 0.7340
High 0.7366 0.7372 0.0006 0.1% 0.7429
Low 0.7318 0.7332 0.0014 0.2% 0.7318
Close 0.7329 0.7339 0.0010 0.1% 0.7329
Range 0.0048 0.0040 -0.0008 -16.7% 0.0111
ATR 0.0048 0.0047 0.0000 -0.7% 0.0000
Volume 30 15 -15 -50.0% 318
Daily Pivots for day following 13-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7468 0.7443 0.7361
R3 0.7428 0.7403 0.7350
R2 0.7388 0.7388 0.7346
R1 0.7363 0.7363 0.7343 0.7356
PP 0.7348 0.7348 0.7348 0.7344
S1 0.7323 0.7323 0.7335 0.7316
S2 0.7308 0.7308 0.7332
S3 0.7268 0.7283 0.7328
S4 0.7228 0.7243 0.7317
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7692 0.7621 0.7390
R3 0.7581 0.7510 0.7360
R2 0.7470 0.7470 0.7349
R1 0.7399 0.7399 0.7339 0.7379
PP 0.7359 0.7359 0.7359 0.7349
S1 0.7288 0.7288 0.7319 0.7268
S2 0.7248 0.7248 0.7309
S3 0.7137 0.7177 0.7298
S4 0.7026 0.7066 0.7268
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7429 0.7318 0.0111 1.5% 0.0041 0.6% 19% False False 66
10 0.7429 0.7160 0.0269 3.7% 0.0031 0.4% 67% False False 34
20 0.7429 0.7121 0.0308 4.2% 0.0017 0.2% 71% False False 24
40 0.7738 0.7121 0.0617 8.4% 0.0014 0.2% 35% False False 12
60 0.7738 0.7121 0.0617 8.4% 0.0012 0.2% 35% False False 9
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7542
2.618 0.7477
1.618 0.7437
1.000 0.7412
0.618 0.7397
HIGH 0.7372
0.618 0.7357
0.500 0.7352
0.382 0.7347
LOW 0.7332
0.618 0.7307
1.000 0.7292
1.618 0.7267
2.618 0.7227
4.250 0.7162
Fisher Pivots for day following 13-Jun-2016
Pivot 1 day 3 day
R1 0.7352 0.7372
PP 0.7348 0.7361
S1 0.7343 0.7350

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

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