CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 22-Oct-2015

Day Change Summary
	Previous	Current
	21-Oct-2015	22-Oct-2015	Change	Change %	Previous Week
Open	0.7242	0.7193	-0.0049	-0.7%	0.7300
High	0.7256	0.7220	-0.0036	-0.5%	0.7358
Low	0.7182	0.7163	-0.0019	-0.3%	0.7175
Close	0.7202	0.7191	-0.0011	-0.2%	0.7257
Range	0.0074	0.0057	-0.0017	-23.0%	0.0183
ATR	0.0090	0.0088	-0.0002	-2.6%	0.0000
Volume	72,512	81,398	8,886	12.3%	431,475

Daily Pivots for day following 22-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7362	0.7334	0.7222
R3	0.7305	0.7277	0.7207
R2	0.7248	0.7248	0.7201
R1	0.7220	0.7220	0.7196	0.7206
PP	0.7191	0.7191	0.7191	0.7184
S1	0.7163	0.7163	0.7186	0.7149
S2	0.7134	0.7134	0.7181
S3	0.7077	0.7106	0.7175
S4	0.7020	0.7049	0.7160

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	0.7316	0.7163	0.0153	2.1%	0.0071	1.0%	18%	False	True	67,973
10	0.7358	0.7163	0.0195	2.7%	0.0086	1.2%	14%	False	True	79,259
20	0.7358	0.6908	0.0450	6.3%	0.0084	1.2%	63%	False	False	76,721
40	0.7358	0.6874	0.0484	6.7%	0.0090	1.2%	65%	False	False	63,405
60	0.7376	0.6874	0.0502	7.0%	0.0090	1.2%	63%	False	False	42,440
80	0.7660	0.6874	0.0786	10.9%	0.0085	1.2%	40%	False	False	31,870
100	0.7764	0.6874	0.0890	12.4%	0.0080	1.1%	36%	False	False	25,501
120	0.8046	0.6874	0.1172	16.3%	0.0070	1.0%	27%	False	False	21,251

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7462
2.618	0.7369
1.618	0.7312
1.000	0.7277
0.618	0.7255
HIGH	0.7220
0.618	0.7198
0.500	0.7192
0.382	0.7185
LOW	0.7163
0.618	0.7128
1.000	0.7106
1.618	0.7071
2.618	0.7014
4.250	0.6921

Fisher Pivots for day following 22-Oct-2015
Pivot	1 day	3 day
R1	0.7192	0.7221
PP	0.7191	0.7211
S1	0.7191	0.7201

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