CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 14-Dec-2015
Day Change Summary
Previous Current
11-Dec-2015 14-Dec-2015 Change Change % Previous Week
Open 0.7125 0.7168 0.0043 0.6% 0.7200
High 0.7125 0.7203 0.0078 1.1% 0.7250
Low 0.7125 0.7168 0.0043 0.6% 0.7125
Close 0.7125 0.7184 0.0059 0.8% 0.7125
Range 0.0000 0.0035 0.0035 0.0125
ATR 0.0054 0.0056 0.0002 3.2% 0.0000
Volume 0 16 16 49
Daily Pivots for day following 14-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7290 0.7272 0.7203
R3 0.7255 0.7237 0.7194
R2 0.7220 0.7220 0.7190
R1 0.7202 0.7202 0.7187 0.7211
PP 0.7185 0.7185 0.7185 0.7190
S1 0.7167 0.7167 0.7181 0.7176
S2 0.7150 0.7150 0.7178
S3 0.7115 0.7132 0.7174
S4 0.7080 0.7097 0.7165
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7542 0.7458 0.7194
R3 0.7417 0.7333 0.7159
R2 0.7292 0.7292 0.7148
R1 0.7208 0.7208 0.7136 0.7188
PP 0.7167 0.7167 0.7167 0.7156
S1 0.7083 0.7083 0.7114 0.7063
S2 0.7042 0.7042 0.7102
S3 0.6917 0.6958 0.7091
S4 0.6792 0.6833 0.7056
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7250 0.7125 0.0125 1.7% 0.0029 0.4% 47% False False 12
10 0.7300 0.7125 0.0175 2.4% 0.0023 0.3% 34% False False 9
20 0.7300 0.7020 0.0280 3.9% 0.0015 0.2% 59% False False 4
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 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7352
2.618 0.7295
1.618 0.7260
1.000 0.7238
0.618 0.7225
HIGH 0.7203
0.618 0.7190
0.500 0.7186
0.382 0.7181
LOW 0.7168
0.618 0.7146
1.000 0.7133
1.618 0.7111
2.618 0.7076
4.250 0.7019
Fisher Pivots for day following 14-Dec-2015
Pivot 1 day 3 day
R1 0.7186 0.7188
PP 0.7185 0.7186
S1 0.7185 0.7185

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

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