CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 02-Dec-2015
Day Change Summary
Previous Current
01-Dec-2015 02-Dec-2015 Change Change % Previous Week
Open 0.7235 0.7238 0.0003 0.0% 0.7116
High 0.7267 0.7238 -0.0029 -0.4% 0.7184
Low 0.7235 0.7222 -0.0013 -0.2% 0.7116
Close 0.7267 0.7237 -0.0030 -0.4% 0.7128
Range 0.0032 0.0016 -0.0016 -50.0% 0.0068
ATR 0.0045 0.0045 0.0000 0.0% 0.0000
Volume 1 16 15 1,500.0% 1
Daily Pivots for day following 02-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7280 0.7275 0.7246
R3 0.7264 0.7259 0.7241
R2 0.7248 0.7248 0.7240
R1 0.7243 0.7243 0.7238 0.7238
PP 0.7232 0.7232 0.7232 0.7230
S1 0.7227 0.7227 0.7236 0.7222
S2 0.7216 0.7216 0.7234
S3 0.7200 0.7211 0.7233
S4 0.7184 0.7195 0.7228
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7347 0.7305 0.7165
R3 0.7279 0.7237 0.7147
R2 0.7211 0.7211 0.7140
R1 0.7169 0.7169 0.7134 0.7190
PP 0.7143 0.7143 0.7143 0.7153
S1 0.7101 0.7101 0.7122 0.7122
S2 0.7075 0.7075 0.7116
S3 0.7007 0.7033 0.7109
S4 0.6939 0.6965 0.7091
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7267 0.7128 0.0139 1.9% 0.0010 0.1% 78% False False 3
10 0.7267 0.7025 0.0242 3.3% 0.0011 0.2% 88% False False 2
20 0.7267 0.6948 0.0319 4.4% 0.0007 0.1% 91% 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 0.7306
2.618 0.7280
1.618 0.7264
1.000 0.7254
0.618 0.7248
HIGH 0.7238
0.618 0.7232
0.500 0.7230
0.382 0.7228
LOW 0.7222
0.618 0.7212
1.000 0.7206
1.618 0.7196
2.618 0.7180
4.250 0.7154
Fisher Pivots for day following 02-Dec-2015
Pivot 1 day 3 day
R1 0.7235 0.7230
PP 0.7232 0.7224
S1 0.7230 0.7217

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

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