CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 11-Nov-2015

Day Change Summary
	Previous	Current
	10-Nov-2015	11-Nov-2015	Change	Change %	Previous Week
Open	0.7030	0.7015	-0.0015	-0.2%	0.7114
High	0.7051	0.7066	0.0015	0.2%	0.7208
Low	0.7003	0.7014	0.0011	0.2%	0.7009
Close	0.7006	0.7037	0.0031	0.4%	0.7026
Range	0.0048	0.0052	0.0004	8.3%	0.0199
ATR	0.0081	0.0079	-0.0001	-1.8%	0.0000
Volume	63,431	55,875	-7,556	-11.9%	393,219

Daily Pivots for day following 11-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7195	0.7168	0.7066
R3	0.7143	0.7116	0.7051
R2	0.7091	0.7091	0.7047
R1	0.7064	0.7064	0.7042	0.7078
PP	0.7039	0.7039	0.7039	0.7046
S1	0.7012	0.7012	0.7032	0.7026
S2	0.6987	0.6987	0.7027
S3	0.6935	0.6960	0.7023
S4	0.6883	0.6908	0.7008

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	0.7156	0.7003	0.0153	2.2%	0.0066	0.9%	22%	False	False	73,164
10	0.7208	0.7003	0.0205	2.9%	0.0070	1.0%	17%	False	False	73,672
20	0.7341	0.7003	0.0338	4.8%	0.0076	1.1%	10%	False	False	75,487
40	0.7358	0.6908	0.0450	6.4%	0.0084	1.2%	29%	False	False	77,178
60	0.7358	0.6874	0.0484	6.9%	0.0089	1.3%	34%	False	False	60,124
80	0.7376	0.6874	0.0502	7.1%	0.0085	1.2%	32%	False	False	45,164
100	0.7698	0.6874	0.0824	11.7%	0.0083	1.2%	20%	False	False	36,151
120	0.7764	0.6874	0.0890	12.6%	0.0077	1.1%	18%	False	False	30,128

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

Fibonacci Retracements and Extensions
4.250	0.7287
2.618	0.7202
1.618	0.7150
1.000	0.7118
0.618	0.7098
HIGH	0.7066
0.618	0.7046
0.500	0.7040
0.382	0.7034
LOW	0.7014
0.618	0.6982
1.000	0.6962
1.618	0.6930
2.618	0.6878
4.250	0.6793

Fisher Pivots for day following 11-Nov-2015
Pivot	1 day	3 day
R1	0.7040	0.7036
PP	0.7039	0.7035
S1	0.7038	0.7035

Download as Excel Spreadsheet

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

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