CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 08-Oct-2015

Day Change Summary
	Previous	Current
	07-Oct-2015	08-Oct-2015	Change	Change %	Previous Week
Open	0.7138	0.7180	0.0042	0.6%	0.6995
High	0.7209	0.7290	0.0081	1.1%	0.7058
Low	0.7124	0.7141	0.0017	0.2%	0.6908
Close	0.7182	0.7234	0.0052	0.7%	0.7008
Range	0.0085	0.0149	0.0064	75.3%	0.0150
ATR	0.0088	0.0092	0.0004	5.0%	0.0000
Volume	84,690	90,400	5,710	6.7%	358,477

Daily Pivots for day following 08-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7669	0.7600	0.7316
R3	0.7520	0.7451	0.7275
R2	0.7371	0.7371	0.7261
R1	0.7302	0.7302	0.7248	0.7337
PP	0.7222	0.7222	0.7222	0.7239
S1	0.7153	0.7153	0.7220	0.7188
S2	0.7073	0.7073	0.7207
S3	0.6924	0.7004	0.7193
S4	0.6775	0.6855	0.7152

Weekly Pivots for week ending 02-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7441	0.7375	0.7091
R3	0.7291	0.7225	0.7049
R2	0.7141	0.7141	0.7036
R1	0.7075	0.7075	0.7022	0.7108
PP	0.6991	0.6991	0.6991	0.7008
S1	0.6925	0.6925	0.6994	0.6958
S2	0.6841	0.6841	0.6981
S3	0.6691	0.6775	0.6967
S4	0.6541	0.6625	0.6926

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7290	0.6976	0.0314	4.3%	0.0096	1.3%	82%	True	False	77,380
10	0.7290	0.6908	0.0382	5.3%	0.0082	1.1%	85%	True	False	74,183
20	0.7290	0.6908	0.0382	5.3%	0.0088	1.2%	85%	True	False	74,950
40	0.7361	0.6874	0.0487	6.7%	0.0091	1.3%	74%	False	False	43,786
60	0.7386	0.6874	0.0512	7.1%	0.0086	1.2%	70%	False	False	29,266
80	0.7764	0.6874	0.0890	12.3%	0.0083	1.1%	40%	False	False	21,968
100	0.7830	0.6874	0.0956	13.2%	0.0074	1.0%	38%	False	False	17,575
120	0.8046	0.6874	0.1172	16.2%	0.0066	0.9%	31%	False	False	14,647

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	0.7923
2.618	0.7680
1.618	0.7531
1.000	0.7439
0.618	0.7382
HIGH	0.7290
0.618	0.7233
0.500	0.7216
0.382	0.7198
LOW	0.7141
0.618	0.7049
1.000	0.6992
1.618	0.6900
2.618	0.6751
4.250	0.6508

Fisher Pivots for day following 08-Oct-2015
Pivot	1 day	3 day
R1	0.7228	0.7211
PP	0.7222	0.7189
S1	0.7216	0.7166

Download as Excel Spreadsheet

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

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