CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 07-Dec-2015
Day Change Summary
Previous Current
04-Dec-2015 07-Dec-2015 Change Change % Previous Week
Open 0.7280 0.7200 -0.0080 -1.1% 0.7167
High 0.7300 0.7200 -0.0100 -1.4% 0.7300
Low 0.7275 0.7199 -0.0076 -1.0% 0.7167
Close 0.7275 0.7199 -0.0076 -1.0% 0.7275
Range 0.0025 0.0001 -0.0024 -96.0% 0.0133
ATR 0.0044 0.0046 0.0002 5.3% 0.0000
Volume 2 1 -1 -50.0% 25
Daily Pivots for day following 07-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7202 0.7202 0.7200
R3 0.7201 0.7201 0.7199
R2 0.7200 0.7200 0.7199
R1 0.7200 0.7200 0.7199 0.7200
PP 0.7199 0.7199 0.7199 0.7199
S1 0.7199 0.7199 0.7199 0.7199
S2 0.7198 0.7198 0.7199
S3 0.7197 0.7198 0.7199
S4 0.7196 0.7197 0.7198
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 0.7199 0.0101 1.4% 0.0017 0.2% 0% False True 5
10 0.7300 0.7116 0.0184 2.6% 0.0009 0.1% 45% False False 2
20 0.7300 0.6948 0.0352 4.9% 0.0009 0.1% 71% False False 1
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0001
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7204
2.618 0.7203
1.618 0.7202
1.000 0.7201
0.618 0.7201
HIGH 0.7200
0.618 0.7200
0.500 0.7200
0.382 0.7199
LOW 0.7199
0.618 0.7198
1.000 0.7198
1.618 0.7197
2.618 0.7196
4.250 0.7195
Fisher Pivots for day following 07-Dec-2015
Pivot 1 day 3 day
R1 0.7200 0.7250
PP 0.7199 0.7233
S1 0.7199 0.7216

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

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