CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 22-Dec-2015
Day Change Summary
Previous Current
21-Dec-2015 22-Dec-2015 Change Change % Previous Week
Open 0.7106 0.7160 0.0054 0.8% 0.7168
High 0.7132 0.7188 0.0056 0.8% 0.7203
Low 0.7102 0.7160 0.0058 0.8% 0.7038
Close 0.7132 0.7165 0.0033 0.5% 0.7129
Range 0.0030 0.0028 -0.0002 -6.7% 0.0165
ATR 0.0066 0.0065 -0.0001 -1.1% 0.0000
Volume 9 34 25 277.8% 569
Daily Pivots for day following 22-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7255 0.7238 0.7180
R3 0.7227 0.7210 0.7173
R2 0.7199 0.7199 0.7170
R1 0.7182 0.7182 0.7168 0.7191
PP 0.7171 0.7171 0.7171 0.7175
S1 0.7154 0.7154 0.7162 0.7163
S2 0.7143 0.7143 0.7160
S3 0.7115 0.7126 0.7157
S4 0.7087 0.7098 0.7150
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7618 0.7539 0.7220
R3 0.7453 0.7374 0.7174
R2 0.7288 0.7288 0.7159
R1 0.7209 0.7209 0.7144 0.7166
PP 0.7123 0.7123 0.7123 0.7102
S1 0.7044 0.7044 0.7114 0.7001
S2 0.6958 0.6958 0.7099
S3 0.6793 0.6879 0.7084
S4 0.6628 0.6714 0.7038
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7202 0.7038 0.0164 2.3% 0.0063 0.9% 77% False False 83
10 0.7250 0.7038 0.0212 3.0% 0.0051 0.7% 60% False False 64
20 0.7300 0.7038 0.0262 3.7% 0.0032 0.4% 48% False False 34
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0009
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7307
2.618 0.7261
1.618 0.7233
1.000 0.7216
0.618 0.7205
HIGH 0.7188
0.618 0.7177
0.500 0.7174
0.382 0.7171
LOW 0.7160
0.618 0.7143
1.000 0.7132
1.618 0.7115
2.618 0.7087
4.250 0.7041
Fisher Pivots for day following 22-Dec-2015
Pivot 1 day 3 day
R1 0.7174 0.7152
PP 0.7171 0.7139
S1 0.7168 0.7127

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

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