CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 11-Sep-2015

Day Change Summary
	Previous	Current
	10-Sep-2015	11-Sep-2015	Change	Change %	Previous Week
Open	0.6950	0.7041	0.0091	1.3%	0.6882
High	0.7064	0.7060	-0.0004	-0.1%	0.7064
Low	0.6913	0.7002	0.0089	1.3%	0.6877
Close	0.7048	0.7049	0.0001	0.0%	0.7049
Range	0.0151	0.0058	-0.0093	-61.6%	0.0187
ATR	0.0096	0.0094	-0.0003	-2.8%	0.0000
Volume	96,373	68,178	-28,195	-29.3%	283,293

Daily Pivots for day following 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7211	0.7188	0.7081
R3	0.7153	0.7130	0.7065
R2	0.7095	0.7095	0.7060
R1	0.7072	0.7072	0.7054	0.7084
PP	0.7037	0.7037	0.7037	0.7043
S1	0.7014	0.7014	0.7044	0.7026
S2	0.6979	0.6979	0.7038
S3	0.6921	0.6956	0.7033
S4	0.6863	0.6898	0.7017

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7558	0.7490	0.7152
R3	0.7371	0.7303	0.7100
R2	0.7184	0.7184	0.7083
R1	0.7116	0.7116	0.7066	0.7150
PP	0.6997	0.6997	0.6997	0.7014
S1	0.6929	0.6929	0.7032	0.6963
S2	0.6810	0.6810	0.7015
S3	0.6623	0.6742	0.6998
S4	0.6436	0.6555	0.6946

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7064	0.6874	0.0190	2.7%	0.0102	1.5%	92%	False	False	59,437
10	0.7167	0.6874	0.0293	4.2%	0.0096	1.4%	60%	False	False	31,144
20	0.7350	0.6874	0.0476	6.8%	0.0093	1.3%	37%	False	False	15,992
40	0.7386	0.6874	0.0512	7.3%	0.0085	1.2%	34%	False	False	8,120
60	0.7764	0.6874	0.0890	12.6%	0.0081	1.2%	20%	False	False	5,443
80	0.7816	0.6874	0.0942	13.4%	0.0071	1.0%	19%	False	False	4,084
100	0.8046	0.6874	0.1172	16.6%	0.0062	0.9%	15%	False	False	3,268
120	0.8046	0.6874	0.1172	16.6%	0.0056	0.8%	15%	False	False	2,724

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.7307
2.618	0.7212
1.618	0.7154
1.000	0.7118
0.618	0.7096
HIGH	0.7060
0.618	0.7038
0.500	0.7031
0.382	0.7024
LOW	0.7002
0.618	0.6966
1.000	0.6944
1.618	0.6908
2.618	0.6850
4.250	0.6756

Fisher Pivots for day following 11-Sep-2015
Pivot	1 day	3 day
R1	0.7043	0.7029
PP	0.7037	0.7009
S1	0.7031	0.6989

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