CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 17-Nov-2015
Day Change Summary
Previous Current
16-Nov-2015 17-Nov-2015 Change Change % Previous Week
Open 0.7030 0.7048 0.0018 0.3% 0.6975
High 0.7030 0.7048 0.0018 0.3% 0.7058
Low 0.7020 0.7048 0.0028 0.4% 0.6948
Close 0.7020 0.7048 0.0028 0.4% 0.7058
Range 0.0010 0.0000 -0.0010 -100.0% 0.0110
ATR
Volume 4 0 -4 -100.0% 4
Daily Pivots for day following 17-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7048 0.7048 0.7048
R3 0.7048 0.7048 0.7048
R2 0.7048 0.7048 0.7048
R1 0.7048 0.7048 0.7048 0.7048
PP 0.7048 0.7048 0.7048 0.7048
S1 0.7048 0.7048 0.7048 0.7048
S2 0.7048 0.7048 0.7048
S3 0.7048 0.7048 0.7048
S4 0.7048 0.7048 0.7048
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7351 0.7315 0.7119
R3 0.7241 0.7205 0.7088
R2 0.7131 0.7131 0.7078
R1 0.7095 0.7095 0.7068 0.7113
PP 0.7021 0.7021 0.7021 0.7031
S1 0.6985 0.6985 0.7048 0.7003
S2 0.6911 0.6911 0.7038
S3 0.6801 0.6875 0.7028
S4 0.6691 0.6765 0.6998
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7058 0.6979 0.0079 1.1% 0.0005 0.1% 87% False False 1
10 0.7075 0.6948 0.0127 1.8% 0.0003 0.0% 79% False False 1
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7048
2.618 0.7048
1.618 0.7048
1.000 0.7048
0.618 0.7048
HIGH 0.7048
0.618 0.7048
0.500 0.7048
0.382 0.7048
LOW 0.7048
0.618 0.7048
1.000 0.7048
1.618 0.7048
2.618 0.7048
4.250 0.7048
Fisher Pivots for day following 17-Nov-2015
Pivot 1 day 3 day
R1 0.7048 0.7045
PP 0.7048 0.7042
S1 0.7048 0.7039

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

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