CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 30-Oct-2015

Day Change Summary
	Previous	Current
	29-Oct-2015	30-Oct-2015	Change	Change %	Previous Week
Open	0.7086	0.7063	-0.0023	-0.3%	0.7193
High	0.7103	0.7134	0.0031	0.4%	0.7252
Low	0.7052	0.7063	0.0011	0.2%	0.7052
Close	0.7064	0.7117	0.0053	0.8%	0.7117
Range	0.0051	0.0071	0.0020	39.2%	0.0200
ATR	0.0086	0.0085	-0.0001	-1.3%	0.0000
Volume	73,007	84,246	11,239	15.4%	380,190

Daily Pivots for day following 30-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7318	0.7288	0.7156
R3	0.7247	0.7217	0.7137
R2	0.7176	0.7176	0.7130
R1	0.7146	0.7146	0.7124	0.7161
PP	0.7105	0.7105	0.7105	0.7112
S1	0.7075	0.7075	0.7110	0.7090
S2	0.7034	0.7034	0.7104
S3	0.6963	0.7004	0.7097
S4	0.6892	0.6933	0.7078

Weekly Pivots for week ending 30-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7740	0.7629	0.7227
R3	0.7540	0.7429	0.7172
R2	0.7340	0.7340	0.7154
R1	0.7229	0.7229	0.7135	0.7185
PP	0.7140	0.7140	0.7140	0.7118
S1	0.7029	0.7029	0.7099	0.6985
S2	0.6940	0.6940	0.7080
S3	0.6740	0.6829	0.7062
S4	0.6540	0.6629	0.7007

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7252	0.7052	0.0200	2.8%	0.0078	1.1%	33%	False	False	76,038
10	0.7286	0.7052	0.0234	3.3%	0.0075	1.1%	28%	False	False	75,941
20	0.7358	0.7017	0.0341	4.8%	0.0088	1.2%	29%	False	False	79,329
40	0.7358	0.6874	0.0484	6.8%	0.0089	1.2%	50%	False	False	75,160
60	0.7370	0.6874	0.0496	7.0%	0.0090	1.3%	49%	False	False	50,515
80	0.7436	0.6874	0.0562	7.9%	0.0086	1.2%	43%	False	False	37,940
100	0.7764	0.6874	0.0890	12.5%	0.0081	1.1%	27%	False	False	30,358
120	0.8046	0.6874	0.1172	16.5%	0.0073	1.0%	21%	False	False	25,299

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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7436
2.618	0.7320
1.618	0.7249
1.000	0.7205
0.618	0.7178
HIGH	0.7134
0.618	0.7107
0.500	0.7099
0.382	0.7090
LOW	0.7063
0.618	0.7019
1.000	0.6992
1.618	0.6948
2.618	0.6877
4.250	0.6761

Fisher Pivots for day following 30-Oct-2015
Pivot	1 day	3 day
R1	0.7111	0.7121
PP	0.7105	0.7120
S1	0.7099	0.7118

Download as Excel Spreadsheet

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

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