CME Australian Dollar Future December 2015

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

Day Change Summary
	Previous	Current
	20-Oct-2015	21-Oct-2015	Change	Change %	Previous Week
Open	0.7230	0.7242	0.0012	0.2%	0.7300
High	0.7278	0.7256	-0.0022	-0.3%	0.7358
Low	0.7221	0.7182	-0.0039	-0.5%	0.7175
Close	0.7238	0.7202	-0.0036	-0.5%	0.7257
Range	0.0057	0.0074	0.0017	29.8%	0.0183
ATR	0.0091	0.0090	-0.0001	-1.4%	0.0000
Volume	55,262	72,512	17,250	31.2%	431,475

Daily Pivots for day following 21-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7435	0.7393	0.7243
R3	0.7361	0.7319	0.7222
R2	0.7287	0.7287	0.7216
R1	0.7245	0.7245	0.7209	0.7229
PP	0.7213	0.7213	0.7213	0.7206
S1	0.7171	0.7171	0.7195	0.7155
S2	0.7139	0.7139	0.7188
S3	0.7065	0.7097	0.7182
S4	0.6991	0.7023	0.7161

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	0.7182	0.0159	2.2%	0.0079	1.1%	13%	False	True	72,615
10	0.7358	0.7141	0.0217	3.0%	0.0095	1.3%	28%	False	False	80,159
20	0.7358	0.6908	0.0450	6.2%	0.0086	1.2%	65%	False	False	77,266
40	0.7358	0.6874	0.0484	6.7%	0.0090	1.3%	68%	False	False	61,395
60	0.7376	0.6874	0.0502	7.0%	0.0090	1.2%	65%	False	False	41,092
80	0.7660	0.6874	0.0786	10.9%	0.0085	1.2%	42%	False	False	30,853
100	0.7764	0.6874	0.0890	12.4%	0.0080	1.1%	37%	False	False	24,687
120	0.8046	0.6874	0.1172	16.3%	0.0070	1.0%	28%	False	False	20,573

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	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7571
2.618	0.7450
1.618	0.7376
1.000	0.7330
0.618	0.7302
HIGH	0.7256
0.618	0.7228
0.500	0.7219
0.382	0.7210
LOW	0.7182
0.618	0.7136
1.000	0.7108
1.618	0.7062
2.618	0.6988
4.250	0.6868

Fisher Pivots for day following 21-Oct-2015
Pivot	1 day	3 day
R1	0.7219	0.7234
PP	0.7213	0.7223
S1	0.7208	0.7213

Download as Excel Spreadsheet

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

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