CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 13-Oct-2015

Day Change Summary
	Previous	Current
	12-Oct-2015	13-Oct-2015	Change	Change %	Previous Week
Open	0.7300	0.7339	0.0039	0.5%	0.7029
High	0.7358	0.7340	-0.0018	-0.2%	0.7320
Low	0.7281	0.7221	-0.0060	-0.8%	0.7017
Close	0.7350	0.7249	-0.0101	-1.4%	0.7308
Range	0.0077	0.0119	0.0042	54.5%	0.0303
ATR	0.0091	0.0094	0.0003	3.0%	0.0000
Volume	62,561	96,330	33,769	54.0%	395,709

Daily Pivots for day following 13-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7627	0.7557	0.7314
R3	0.7508	0.7438	0.7282
R2	0.7389	0.7389	0.7271
R1	0.7319	0.7319	0.7260	0.7295
PP	0.7270	0.7270	0.7270	0.7258
S1	0.7200	0.7200	0.7238	0.7176
S2	0.7151	0.7151	0.7227
S3	0.7032	0.7081	0.7216
S4	0.6913	0.6962	0.7184

Weekly Pivots for week ending 09-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8124	0.8019	0.7475
R3	0.7821	0.7716	0.7391
R2	0.7518	0.7518	0.7364
R1	0.7413	0.7413	0.7336	0.7466
PP	0.7215	0.7215	0.7215	0.7241
S1	0.7110	0.7110	0.7280	0.7163
S2	0.6912	0.6912	0.7252
S3	0.6609	0.6807	0.7225
S4	0.6306	0.6504	0.7141

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7358	0.7124	0.0234	3.2%	0.0105	1.4%	53%	False	False	84,299
10	0.7358	0.6960	0.0398	5.5%	0.0090	1.2%	73%	False	False	78,083
20	0.7358	0.6908	0.0450	6.2%	0.0091	1.3%	76%	False	False	77,482
40	0.7358	0.6874	0.0484	6.7%	0.0094	1.3%	77%	False	False	49,903
60	0.7386	0.6874	0.0512	7.1%	0.0088	1.2%	73%	False	False	33,363
80	0.7719	0.6874	0.0845	11.7%	0.0084	1.2%	44%	False	False	25,046
100	0.7764	0.6874	0.0890	12.3%	0.0076	1.1%	42%	False	False	20,039
120	0.8046	0.6874	0.1172	16.2%	0.0068	0.9%	32%	False	False	16,700

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7846
2.618	0.7652
1.618	0.7533
1.000	0.7459
0.618	0.7414
HIGH	0.7340
0.618	0.7295
0.500	0.7281
0.382	0.7266
LOW	0.7221
0.618	0.7147
1.000	0.7102
1.618	0.7028
2.618	0.6909
4.250	0.6715

Fisher Pivots for day following 13-Oct-2015
Pivot	1 day	3 day
R1	0.7281	0.7290
PP	0.7270	0.7276
S1	0.7260	0.7263

Download as Excel Spreadsheet

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

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