CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 29-Dec-2015
Day Change Summary
Previous Current
28-Dec-2015 29-Dec-2015 Change Change % Previous Week
Open 0.7228 0.7214 -0.0014 -0.2% 0.7106
High 0.7228 0.7244 0.0016 0.2% 0.7217
Low 0.7195 0.7209 0.0014 0.2% 0.7102
Close 0.7195 0.7244 0.0049 0.7% 0.7217
Range 0.0033 0.0035 0.0002 6.1% 0.0115
ATR 0.0059 0.0058 -0.0001 -1.2% 0.0000
Volume 290 165 -125 -43.1% 76
Daily Pivots for day following 29-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7337 0.7326 0.7263
R3 0.7302 0.7291 0.7254
R2 0.7267 0.7267 0.7250
R1 0.7256 0.7256 0.7247 0.7261
PP 0.7232 0.7232 0.7232 0.7235
S1 0.7221 0.7221 0.7241 0.7227
S2 0.7197 0.7197 0.7238
S3 0.7162 0.7186 0.7234
S4 0.7127 0.7151 0.7225
Weekly Pivots for week ending 25-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7524 0.7485 0.7280
R3 0.7409 0.7370 0.7249
R2 0.7294 0.7294 0.7238
R1 0.7255 0.7255 0.7228 0.7275
PP 0.7179 0.7179 0.7179 0.7188
S1 0.7140 0.7140 0.7206 0.7160
S2 0.7064 0.7064 0.7196
S3 0.6949 0.7025 0.7185
S4 0.6834 0.6910 0.7154
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7244 0.7153 0.0091 1.3% 0.0032 0.4% 100% True False 104
10 0.7244 0.7038 0.0206 2.8% 0.0054 0.7% 100% True False 108
20 0.7300 0.7038 0.0262 3.6% 0.0039 0.5% 79% False False 58
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7393
2.618 0.7336
1.618 0.7301
1.000 0.7279
0.618 0.7266
HIGH 0.7244
0.618 0.7231
0.500 0.7227
0.382 0.7222
LOW 0.7209
0.618 0.7187
1.000 0.7174
1.618 0.7152
2.618 0.7117
4.250 0.7060
Fisher Pivots for day following 29-Dec-2015
Pivot 1 day 3 day
R1 0.7238 0.7234
PP 0.7232 0.7224
S1 0.7227 0.7215

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.