CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 21-Sep-2015

Day Change Summary
	Previous	Current
	18-Sep-2015	21-Sep-2015	Change	Change %	Previous Week
Open	0.7137	0.7150	0.0013	0.2%	0.7053
High	0.7246	0.7165	-0.0081	-1.1%	0.7246
Low	0.7134	0.7089	-0.0045	-0.6%	0.7030
Close	0.7186	0.7104	-0.0082	-1.1%	0.7186
Range	0.0112	0.0076	-0.0036	-32.1%	0.0216
ATR	0.0096	0.0096	0.0000	0.1%	0.0000
Volume	93,325	60,711	-32,614	-34.9%	406,537

Daily Pivots for day following 21-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7347	0.7302	0.7146
R3	0.7271	0.7226	0.7125
R2	0.7195	0.7195	0.7118
R1	0.7150	0.7150	0.7111	0.7135
PP	0.7119	0.7119	0.7119	0.7112
S1	0.7074	0.7074	0.7097	0.7059
S2	0.7043	0.7043	0.7090
S3	0.6967	0.6998	0.7083
S4	0.6891	0.6922	0.7062

Weekly Pivots for week ending 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7802	0.7710	0.7305
R3	0.7586	0.7494	0.7245
R2	0.7370	0.7370	0.7226
R1	0.7278	0.7278	0.7206	0.7324
PP	0.7154	0.7154	0.7154	0.7177
S1	0.7062	0.7062	0.7166	0.7108
S2	0.6938	0.6938	0.7146
S3	0.6722	0.6846	0.7127
S4	0.6506	0.6630	0.7067

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7246	0.7052	0.0194	2.7%	0.0097	1.4%	27%	False	False	79,848
10	0.7246	0.6877	0.0369	5.2%	0.0097	1.4%	62%	False	False	75,054
20	0.7265	0.6874	0.0391	5.5%	0.0104	1.5%	59%	False	False	39,251
40	0.7376	0.6874	0.0502	7.1%	0.0090	1.3%	46%	False	False	19,787
60	0.7660	0.6874	0.0786	11.1%	0.0084	1.2%	29%	False	False	13,226
80	0.7764	0.6874	0.0890	12.5%	0.0076	1.1%	26%	False	False	9,924
100	0.8046	0.6874	0.1172	16.5%	0.0066	0.9%	20%	False	False	7,940
120	0.8046	0.6874	0.1172	16.5%	0.0059	0.8%	20%	False	False	6,617

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0.0021
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7488
2.618	0.7364
1.618	0.7288
1.000	0.7241
0.618	0.7212
HIGH	0.7165
0.618	0.7136
0.500	0.7127
0.382	0.7118
LOW	0.7089
0.618	0.7042
1.000	0.7013
1.618	0.6966
2.618	0.6890
4.250	0.6766

Fisher Pivots for day following 21-Sep-2015
Pivot	1 day	3 day
R1	0.7127	0.7168
PP	0.7119	0.7146
S1	0.7112	0.7125

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