CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 17-Dec-2015
Day Change Summary
Previous Current
16-Dec-2015 17-Dec-2015 Change Change % Previous Week
Open 0.7140 0.7105 -0.0035 -0.5% 0.7200
High 0.7202 0.7138 -0.0064 -0.9% 0.7250
Low 0.7118 0.7038 -0.0080 -1.1% 0.7125
Close 0.7192 0.7052 -0.0140 -1.9% 0.7125
Range 0.0084 0.0100 0.0016 19.0% 0.0125
ATR 0.0060 0.0067 0.0007 11.1% 0.0000
Volume 253 93 -160 -63.2% 49
Daily Pivots for day following 17-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7376 0.7314 0.7107
R3 0.7276 0.7214 0.7080
R2 0.7176 0.7176 0.7070
R1 0.7114 0.7114 0.7061 0.7095
PP 0.7076 0.7076 0.7076 0.7067
S1 0.7014 0.7014 0.7043 0.6995
S2 0.6976 0.6976 0.7034
S3 0.6876 0.6914 0.7025
S4 0.6776 0.6814 0.6997
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 0.7203 0.7038 0.0165 2.3% 0.0063 0.9% 8% False True 108
10 0.7300 0.7038 0.0262 3.7% 0.0045 0.6% 5% False True 59
20 0.7300 0.7038 0.0262 3.7% 0.0029 0.4% 5% False True 30
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 0.0009
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 0.7563
2.618 0.7400
1.618 0.7300
1.000 0.7238
0.618 0.7200
HIGH 0.7138
0.618 0.7100
0.500 0.7088
0.382 0.7076
LOW 0.7038
0.618 0.6976
1.000 0.6938
1.618 0.6876
2.618 0.6776
4.250 0.6613
Fisher Pivots for day following 17-Dec-2015
Pivot 1 day 3 day
R1 0.7088 0.7120
PP 0.7076 0.7097
S1 0.7064 0.7075

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

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