CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 24-Dec-2015
Day Change Summary
Previous Current
23-Dec-2015 24-Dec-2015 Change Change % Previous Week
Open 0.7181 0.7185 0.0004 0.1% 0.7168
High 0.7183 0.7217 0.0034 0.5% 0.7203
Low 0.7153 0.7185 0.0032 0.4% 0.7038
Close 0.7183 0.7217 0.0034 0.5% 0.7129
Range 0.0030 0.0032 0.0002 6.7% 0.0165
ATR 0.0063 0.0061 -0.0002 -3.3% 0.0000
Volume 11 22 11 100.0% 569
Daily Pivots for day following 24-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7302 0.7292 0.7235
R3 0.7270 0.7260 0.7226
R2 0.7238 0.7238 0.7223
R1 0.7228 0.7228 0.7220 0.7233
PP 0.7206 0.7206 0.7206 0.7209
S1 0.7196 0.7196 0.7214 0.7201
S2 0.7174 0.7174 0.7211
S3 0.7142 0.7164 0.7208
S4 0.7110 0.7132 0.7199
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 0.7217 0.7065 0.0152 2.1% 0.0039 0.5% 100% True False 21
10 0.7217 0.7038 0.0179 2.5% 0.0051 0.7% 100% True False 64
20 0.7300 0.7038 0.0262 3.6% 0.0035 0.5% 68% False False 36
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7353
2.618 0.7301
1.618 0.7269
1.000 0.7249
0.618 0.7237
HIGH 0.7217
0.618 0.7205
0.500 0.7201
0.382 0.7197
LOW 0.7185
0.618 0.7165
1.000 0.7153
1.618 0.7133
2.618 0.7101
4.250 0.7049
Fisher Pivots for day following 24-Dec-2015
Pivot 1 day 3 day
R1 0.7212 0.7206
PP 0.7206 0.7196
S1 0.7201 0.7185

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

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