CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 20-Oct-2015

Day Change Summary
	Previous	Current
	19-Oct-2015	20-Oct-2015	Change	Change %	Previous Week
Open	0.7243	0.7230	-0.0013	-0.2%	0.7300
High	0.7286	0.7278	-0.0008	-0.1%	0.7358
Low	0.7210	0.7221	0.0011	0.2%	0.7175
Close	0.7233	0.7238	0.0005	0.1%	0.7257
Range	0.0076	0.0057	-0.0019	-25.0%	0.0183
ATR	0.0094	0.0091	-0.0003	-2.8%	0.0000
Volume	64,432	55,262	-9,170	-14.2%	431,475

Daily Pivots for day following 20-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7417	0.7384	0.7269
R3	0.7360	0.7327	0.7254
R2	0.7303	0.7303	0.7248
R1	0.7270	0.7270	0.7243	0.7287
PP	0.7246	0.7246	0.7246	0.7254
S1	0.7213	0.7213	0.7233	0.7230
S2	0.7189	0.7189	0.7228
S3	0.7132	0.7156	0.7222
S4	0.7075	0.7099	0.7207

Weekly Pivots for week ending 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7812	0.7718	0.7358
R3	0.7629	0.7535	0.7307
R2	0.7446	0.7446	0.7291
R1	0.7352	0.7352	0.7274	0.7308
PP	0.7263	0.7263	0.7263	0.7241
S1	0.7169	0.7169	0.7240	0.7125
S2	0.7080	0.7080	0.7223
S3	0.6897	0.6986	0.7207
S4	0.6714	0.6803	0.7156

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7341	0.7175	0.0166	2.3%	0.0088	1.2%	38%	False	False	78,455
10	0.7358	0.7124	0.0234	3.2%	0.0096	1.3%	49%	False	False	81,377
20	0.7358	0.6908	0.0450	6.2%	0.0087	1.2%	73%	False	False	76,867
40	0.7358	0.6874	0.0484	6.7%	0.0092	1.3%	75%	False	False	59,665
60	0.7376	0.6874	0.0502	6.9%	0.0090	1.2%	73%	False	False	39,888
80	0.7660	0.6874	0.0786	10.9%	0.0085	1.2%	46%	False	False	29,948
100	0.7764	0.6874	0.0890	12.3%	0.0079	1.1%	41%	False	False	23,962
120	0.8046	0.6874	0.1172	16.2%	0.0070	1.0%	31%	False	False	19,969

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	0.0018
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.7520
2.618	0.7427
1.618	0.7370
1.000	0.7335
0.618	0.7313
HIGH	0.7278
0.618	0.7256
0.500	0.7250
0.382	0.7243
LOW	0.7221
0.618	0.7186
1.000	0.7164
1.618	0.7129
2.618	0.7072
4.250	0.6979

Fisher Pivots for day following 20-Oct-2015
Pivot	1 day	3 day
R1	0.7250	0.7263
PP	0.7246	0.7255
S1	0.7242	0.7246

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