CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 12-Nov-2015
Day Change Summary
Previous Current
11-Nov-2015 12-Nov-2015 Change Change % Previous Week
Open 0.7015 0.7057 0.0042 0.6% 0.7114
High 0.7066 0.7143 0.0077 1.1% 0.7208
Low 0.7014 0.7049 0.0035 0.5% 0.7009
Close 0.7037 0.7109 0.0072 1.0% 0.7026
Range 0.0052 0.0094 0.0042 80.8% 0.0199
ATR 0.0079 0.0081 0.0002 2.4% 0.0000
Volume 55,875 124,050 68,175 122.0% 393,219
Daily Pivots for day following 12-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7382 0.7340 0.7161
R3 0.7288 0.7246 0.7135
R2 0.7194 0.7194 0.7126
R1 0.7152 0.7152 0.7118 0.7173
PP 0.7100 0.7100 0.7100 0.7111
S1 0.7058 0.7058 0.7100 0.7079
S2 0.7006 0.7006 0.7092
S3 0.6912 0.6964 0.7083
S4 0.6818 0.6870 0.7057
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% 0.0076 1.1% 69% False False 86,212
10 0.7208 0.7003 0.0205 2.9% 0.0074 1.0% 52% False False 78,777
20 0.7316 0.7003 0.0313 4.4% 0.0076 1.1% 34% False False 76,459
40 0.7358 0.6908 0.0450 6.3% 0.0083 1.2% 45% False False 77,488
60 0.7358 0.6874 0.0484 6.8% 0.0090 1.3% 49% False False 62,185
80 0.7376 0.6874 0.0502 7.1% 0.0086 1.2% 47% False False 46,714
100 0.7698 0.6874 0.0824 11.6% 0.0083 1.2% 29% False False 37,391
120 0.7764 0.6874 0.0890 12.5% 0.0077 1.1% 26% False False 31,162
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0016
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7543
2.618 0.7389
1.618 0.7295
1.000 0.7237
0.618 0.7201
HIGH 0.7143
0.618 0.7107
0.500 0.7096
0.382 0.7085
LOW 0.7049
0.618 0.6991
1.000 0.6955
1.618 0.6897
2.618 0.6803
4.250 0.6650
Fisher Pivots for day following 12-Nov-2015
Pivot 1 day 3 day
R1 0.7105 0.7097
PP 0.7100 0.7085
S1 0.7096 0.7073

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

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