CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 23-Nov-2015
Day Change Summary
Previous Current
20-Nov-2015 23-Nov-2015 Change Change % Previous Week
Open 0.7106 0.7116 0.0010 0.1% 0.7030
High 0.7170 0.7116 -0.0054 -0.8% 0.7170
Low 0.7106 0.7116 0.0010 0.1% 0.7020
Close 0.7170 0.7116 -0.0054 -0.8% 0.7170
Range 0.0064 0.0000 -0.0064 -100.0% 0.0150
ATR 0.0040 0.0041 0.0001 2.6% 0.0000
Volume 2 0 -2 -100.0% 6
Daily Pivots for day following 23-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7116 0.7116 0.7116
R3 0.7116 0.7116 0.7116
R2 0.7116 0.7116 0.7116
R1 0.7116 0.7116 0.7116 0.7116
PP 0.7116 0.7116 0.7116 0.7116
S1 0.7116 0.7116 0.7116 0.7116
S2 0.7116 0.7116 0.7116
S3 0.7116 0.7116 0.7116
S4 0.7116 0.7116 0.7116
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7570 0.7520 0.7253
R3 0.7420 0.7370 0.7211
R2 0.7270 0.7270 0.7198
R1 0.7220 0.7220 0.7184 0.7245
PP 0.7120 0.7120 0.7120 0.7133
S1 0.7070 0.7070 0.7156 0.7095
S2 0.6970 0.6970 0.7143
S3 0.6820 0.6920 0.7129
S4 0.6670 0.6770 0.7088
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7170 0.7025 0.0145 2.0% 0.0013 0.2% 63% False False
10 0.7170 0.6948 0.0222 3.1% 0.0009 0.1% 76% False False 1
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 0.7116
2.618 0.7116
1.618 0.7116
1.000 0.7116
0.618 0.7116
HIGH 0.7116
0.618 0.7116
0.500 0.7116
0.382 0.7116
LOW 0.7116
0.618 0.7116
1.000 0.7116
1.618 0.7116
2.618 0.7116
4.250 0.7116
Fisher Pivots for day following 23-Nov-2015
Pivot 1 day 3 day
R1 0.7116 0.7138
PP 0.7116 0.7131
S1 0.7116 0.7123

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

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