CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 15-Dec-2015
Day Change Summary
Previous Current
14-Dec-2015 15-Dec-2015 Change Change % Previous Week
Open 0.7168 0.7188 0.0020 0.3% 0.7200
High 0.7203 0.7200 -0.0003 0.0% 0.7250
Low 0.7168 0.7103 -0.0065 -0.9% 0.7125
Close 0.7184 0.7131 -0.0053 -0.7% 0.7125
Range 0.0035 0.0097 0.0062 177.1% 0.0125
ATR 0.0056 0.0059 0.0003 5.3% 0.0000
Volume 16 178 162 1,012.5% 49
Daily Pivots for day following 15-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7436 0.7380 0.7184
R3 0.7339 0.7283 0.7158
R2 0.7242 0.7242 0.7149
R1 0.7186 0.7186 0.7140 0.7166
PP 0.7145 0.7145 0.7145 0.7134
S1 0.7089 0.7089 0.7122 0.7069
S2 0.7048 0.7048 0.7113
S3 0.6951 0.6992 0.7104
S4 0.6854 0.6895 0.7078
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 0.7103 0.0147 2.1% 0.0040 0.6% 19% False True 45
10 0.7300 0.7103 0.0197 2.8% 0.0030 0.4% 14% False True 26
20 0.7300 0.7025 0.0275 3.9% 0.0020 0.3% 39% False False 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 0.7612
2.618 0.7454
1.618 0.7357
1.000 0.7297
0.618 0.7260
HIGH 0.7200
0.618 0.7163
0.500 0.7152
0.382 0.7140
LOW 0.7103
0.618 0.7043
1.000 0.7006
1.618 0.6946
2.618 0.6849
4.250 0.6691
Fisher Pivots for day following 15-Dec-2015
Pivot 1 day 3 day
R1 0.7152 0.7153
PP 0.7145 0.7146
S1 0.7138 0.7138

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

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