CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 23-Dec-2015
Day Change Summary
Previous Current
22-Dec-2015 23-Dec-2015 Change Change % Previous Week
Open 0.7160 0.7181 0.0021 0.3% 0.7168
High 0.7188 0.7183 -0.0005 -0.1% 0.7203
Low 0.7160 0.7153 -0.0007 -0.1% 0.7038
Close 0.7165 0.7183 0.0018 0.3% 0.7129
Range 0.0028 0.0030 0.0002 7.1% 0.0165
ATR 0.0065 0.0063 -0.0003 -3.8% 0.0000
Volume 34 11 -23 -67.6% 569
Daily Pivots for day following 23-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7263 0.7253 0.7200
R3 0.7233 0.7223 0.7191
R2 0.7203 0.7203 0.7189
R1 0.7193 0.7193 0.7186 0.7198
PP 0.7173 0.7173 0.7173 0.7176
S1 0.7163 0.7163 0.7180 0.7168
S2 0.7143 0.7143 0.7178
S3 0.7113 0.7133 0.7175
S4 0.7083 0.7103 0.7167
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 0.7188 0.7038 0.0150 2.1% 0.0052 0.7% 97% False False 35
10 0.7250 0.7038 0.0212 3.0% 0.0050 0.7% 68% False False 64
20 0.7300 0.7038 0.0262 3.6% 0.0034 0.5% 55% False False 34
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 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7311
2.618 0.7262
1.618 0.7232
1.000 0.7213
0.618 0.7202
HIGH 0.7183
0.618 0.7172
0.500 0.7168
0.382 0.7164
LOW 0.7153
0.618 0.7134
1.000 0.7123
1.618 0.7104
2.618 0.7074
4.250 0.7026
Fisher Pivots for day following 23-Dec-2015
Pivot 1 day 3 day
R1 0.7178 0.7170
PP 0.7173 0.7158
S1 0.7168 0.7145

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

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