CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 28-Sep-2015

Day Change Summary
	Previous	Current
	25-Sep-2015	28-Sep-2015	Change	Change %	Previous Week
Open	0.6958	0.6995	0.0037	0.5%	0.7150
High	0.7013	0.7008	-0.0005	-0.1%	0.7165
Low	0.6955	0.6950	-0.0005	-0.1%	0.6909
Close	0.6992	0.6963	-0.0029	-0.4%	0.6992
Range	0.0058	0.0058	0.0000	0.0%	0.0256
ATR	0.0094	0.0092	-0.0003	-2.7%	0.0000
Volume	75,162	51,548	-23,614	-31.4%	357,625

Daily Pivots for day following 28-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7148	0.7113	0.6995
R3	0.7090	0.7055	0.6979
R2	0.7032	0.7032	0.6974
R1	0.6997	0.6997	0.6968	0.6986
PP	0.6974	0.6974	0.6974	0.6968
S1	0.6939	0.6939	0.6958	0.6928
S2	0.6916	0.6916	0.6952
S3	0.6858	0.6881	0.6947
S4	0.6800	0.6823	0.6931

Weekly Pivots for week ending 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7790	0.7647	0.7133
R3	0.7534	0.7391	0.7062
R2	0.7278	0.7278	0.7039
R1	0.7135	0.7135	0.7015	0.7079
PP	0.7022	0.7022	0.7022	0.6994
S1	0.6879	0.6879	0.6969	0.6823
S2	0.6766	0.6766	0.6945
S3	0.6510	0.6623	0.6922
S4	0.6254	0.6367	0.6851

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7127	0.6909	0.0218	3.1%	0.0084	1.2%	25%	False	False	69,692
10	0.7246	0.6909	0.0337	4.8%	0.0090	1.3%	16%	False	False	74,770
20	0.7246	0.6874	0.0372	5.3%	0.0093	1.3%	24%	False	False	56,299
40	0.7376	0.6874	0.0502	7.2%	0.0091	1.3%	18%	False	False	28,462
60	0.7518	0.6874	0.0644	9.2%	0.0085	1.2%	14%	False	False	19,031
80	0.7764	0.6874	0.0890	12.8%	0.0079	1.1%	10%	False	False	14,280
100	0.8046	0.6874	0.1172	16.8%	0.0068	1.0%	8%	False	False	11,424
120	0.8046	0.6874	0.1172	16.8%	0.0062	0.9%	8%	False	False	9,521

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020

Fibonacci Retracements and Extensions
4.250	0.7255
2.618	0.7160
1.618	0.7102
1.000	0.7066
0.618	0.7044
HIGH	0.7008
0.618	0.6986
0.500	0.6979
0.382	0.6972
LOW	0.6950
0.618	0.6914
1.000	0.6892
1.618	0.6856
2.618	0.6798
4.250	0.6704

Fisher Pivots for day following 28-Sep-2015
Pivot	1 day	3 day
R1	0.6979	0.6962
PP	0.6974	0.6962
S1	0.6968	0.6961

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