CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 26-Oct-2015

Day Change Summary
	Previous	Current
	23-Oct-2015	26-Oct-2015	Change	Change %	Previous Week
Open	0.7193	0.7193	0.0000	0.0%	0.7243
High	0.7280	0.7252	-0.0028	-0.4%	0.7286
Low	0.7179	0.7190	0.0011	0.2%	0.7163
Close	0.7193	0.7233	0.0040	0.6%	0.7193
Range	0.0101	0.0062	-0.0039	-38.6%	0.0123
ATR	0.0089	0.0087	-0.0002	-2.2%	0.0000
Volume	105,617	46,291	-59,326	-56.2%	379,221

Daily Pivots for day following 26-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7411	0.7384	0.7267
R3	0.7349	0.7322	0.7250
R2	0.7287	0.7287	0.7244
R1	0.7260	0.7260	0.7239	0.7274
PP	0.7225	0.7225	0.7225	0.7232
S1	0.7198	0.7198	0.7227	0.7212
S2	0.7163	0.7163	0.7222
S3	0.7101	0.7136	0.7216
S4	0.7039	0.7074	0.7199

Weekly Pivots for week ending 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7583	0.7511	0.7261
R3	0.7460	0.7388	0.7227
R2	0.7337	0.7337	0.7216
R1	0.7265	0.7265	0.7204	0.7240
PP	0.7214	0.7214	0.7214	0.7201
S1	0.7142	0.7142	0.7182	0.7117
S2	0.7091	0.7091	0.7170
S3	0.6968	0.7019	0.7159
S4	0.6845	0.6896	0.7125

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7280	0.7163	0.0117	1.6%	0.0070	1.0%	60%	False	False	72,216
10	0.7341	0.7163	0.0178	2.5%	0.0085	1.2%	39%	False	False	79,442
20	0.7358	0.6908	0.0450	6.2%	0.0086	1.2%	72%	False	False	77,981
40	0.7358	0.6874	0.0484	6.7%	0.0090	1.2%	74%	False	False	67,140
60	0.7376	0.6874	0.0502	6.9%	0.0090	1.2%	72%	False	False	44,968
80	0.7518	0.6874	0.0644	8.9%	0.0085	1.2%	56%	False	False	33,768
100	0.7764	0.6874	0.0890	12.3%	0.0081	1.1%	40%	False	False	27,020
120	0.8046	0.6874	0.1172	16.2%	0.0071	1.0%	31%	False	False	22,517

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7516
2.618	0.7414
1.618	0.7352
1.000	0.7314
0.618	0.7290
HIGH	0.7252
0.618	0.7228
0.500	0.7221
0.382	0.7214
LOW	0.7190
0.618	0.7152
1.000	0.7128
1.618	0.7090
2.618	0.7028
4.250	0.6927

Fisher Pivots for day following 26-Oct-2015
Pivot	1 day	3 day
R1	0.7229	0.7229
PP	0.7225	0.7225
S1	0.7221	0.7222

Download as Excel Spreadsheet

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

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