CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 25-Nov-2015
Day Change Summary
Previous Current
24-Nov-2015 25-Nov-2015 Change Change % Previous Week
Open 0.7177 0.7184 0.0007 0.1% 0.7030
High 0.7177 0.7184 0.0007 0.1% 0.7170
Low 0.7177 0.7184 0.0007 0.1% 0.7020
Close 0.7177 0.7184 0.0007 0.1% 0.7170
Range
ATR 0.0042 0.0040 -0.0003 -6.0% 0.0000
Volume
Daily Pivots for day following 25-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7184 0.7184 0.7184
R3 0.7184 0.7184 0.7184
R2 0.7184 0.7184 0.7184
R1 0.7184 0.7184 0.7184 0.7184
PP 0.7184 0.7184 0.7184 0.7184
S1 0.7184 0.7184 0.7184 0.7184
S2 0.7184 0.7184 0.7184
S3 0.7184 0.7184 0.7184
S4 0.7184 0.7184 0.7184
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 0.7184 0.7106 0.0078 1.1% 0.0013 0.2% 100% True False
10 0.7184 0.7020 0.0164 2.3% 0.0009 0.1% 100% True False 1
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 0.7184
2.618 0.7184
1.618 0.7184
1.000 0.7184
0.618 0.7184
HIGH 0.7184
0.618 0.7184
0.500 0.7184
0.382 0.7184
LOW 0.7184
0.618 0.7184
1.000 0.7184
1.618 0.7184
2.618 0.7184
4.250 0.7184
Fisher Pivots for day following 25-Nov-2015
Pivot 1 day 3 day
R1 0.7184 0.7173
PP 0.7184 0.7161
S1 0.7184 0.7150

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

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