CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 04-Dec-2015
Day Change Summary
Previous Current
03-Dec-2015 04-Dec-2015 Change Change % Previous Week
Open 0.7272 0.7280 0.0008 0.1% 0.7167
High 0.7283 0.7300 0.0017 0.2% 0.7300
Low 0.7272 0.7275 0.0003 0.0% 0.7167
Close 0.7283 0.7275 -0.0008 -0.1% 0.7275
Range 0.0011 0.0025 0.0014 127.3% 0.0133
ATR 0.0045 0.0044 -0.0001 -3.2% 0.0000
Volume 6 2 -4 -66.7% 25
Daily Pivots for day following 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7358 0.7342 0.7289
R3 0.7333 0.7317 0.7282
R2 0.7308 0.7308 0.7280
R1 0.7292 0.7292 0.7277 0.7288
PP 0.7283 0.7283 0.7283 0.7281
S1 0.7267 0.7267 0.7273 0.7263
S2 0.7258 0.7258 0.7270
S3 0.7233 0.7242 0.7268
S4 0.7208 0.7217 0.7261
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7646 0.7594 0.7348
R3 0.7513 0.7461 0.7312
R2 0.7380 0.7380 0.7299
R1 0.7328 0.7328 0.7287 0.7354
PP 0.7247 0.7247 0.7247 0.7261
S1 0.7195 0.7195 0.7263 0.7221
S2 0.7114 0.7114 0.7251
S3 0.6981 0.7062 0.7238
S4 0.6848 0.6929 0.7202
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7300 0.7167 0.0133 1.8% 0.0017 0.2% 81% True False 5
10 0.7300 0.7106 0.0194 2.7% 0.0015 0.2% 87% True False 2
20 0.7300 0.6948 0.0352 4.8% 0.0009 0.1% 93% True False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7406
2.618 0.7365
1.618 0.7340
1.000 0.7325
0.618 0.7315
HIGH 0.7300
0.618 0.7290
0.500 0.7288
0.382 0.7285
LOW 0.7275
0.618 0.7260
1.000 0.7250
1.618 0.7235
2.618 0.7210
4.250 0.7169
Fisher Pivots for day following 04-Dec-2015
Pivot 1 day 3 day
R1 0.7288 0.7270
PP 0.7283 0.7266
S1 0.7279 0.7261

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

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