CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 10-Nov-2015

Day Change Summary
	Previous	Current
	09-Nov-2015	10-Nov-2015	Change	Change %	Previous Week
Open	0.7019	0.7030	0.0011	0.2%	0.7114
High	0.7056	0.7051	-0.0005	-0.1%	0.7208
Low	0.7016	0.7003	-0.0013	-0.2%	0.7009
Close	0.7033	0.7006	-0.0027	-0.4%	0.7026
Range	0.0040	0.0048	0.0008	20.0%	0.0199
ATR	0.0083	0.0081	-0.0003	-3.0%	0.0000
Volume	66,950	63,431	-3,519	-5.3%	393,219

Daily Pivots for day following 10-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7164	0.7133	0.7032
R3	0.7116	0.7085	0.7019
R2	0.7068	0.7068	0.7015
R1	0.7037	0.7037	0.7010	0.7029
PP	0.7020	0.7020	0.7020	0.7016
S1	0.6989	0.6989	0.7002	0.6981
S2	0.6972	0.6972	0.6997
S3	0.6924	0.6941	0.6993
S4	0.6876	0.6893	0.6980

Weekly Pivots for week ending 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7678	0.7551	0.7135
R3	0.7479	0.7352	0.7081
R2	0.7280	0.7280	0.7062
R1	0.7153	0.7153	0.7044	0.7117
PP	0.7081	0.7081	0.7081	0.7063
S1	0.6954	0.6954	0.7008	0.6918
S2	0.6882	0.6882	0.6990
S3	0.6683	0.6755	0.6971
S4	0.6484	0.6556	0.6917

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7208	0.7003	0.0205	2.9%	0.0073	1.0%	1%	False	True	76,803
10	0.7208	0.7003	0.0205	2.9%	0.0077	1.1%	1%	False	True	79,825
20	0.7341	0.7003	0.0338	4.8%	0.0079	1.1%	1%	False	True	77,779
40	0.7358	0.6908	0.0450	6.4%	0.0085	1.2%	22%	False	False	77,631
60	0.7358	0.6874	0.0484	6.9%	0.0089	1.3%	27%	False	False	59,195
80	0.7386	0.6874	0.0512	7.3%	0.0086	1.2%	26%	False	False	44,467
100	0.7719	0.6874	0.0845	12.1%	0.0083	1.2%	16%	False	False	35,593
120	0.7764	0.6874	0.0890	12.7%	0.0077	1.1%	15%	False	False	29,663

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7255
2.618	0.7177
1.618	0.7129
1.000	0.7099
0.618	0.7081
HIGH	0.7051
0.618	0.7033
0.500	0.7027
0.382	0.7021
LOW	0.7003
0.618	0.6973
1.000	0.6955
1.618	0.6925
2.618	0.6877
4.250	0.6799

Fisher Pivots for day following 10-Nov-2015
Pivot	1 day	3 day
R1	0.7027	0.7080
PP	0.7020	0.7055
S1	0.7013	0.7031

Download as Excel Spreadsheet

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

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