CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 16-Nov-2015
Day Change Summary
Previous Current
13-Nov-2015 16-Nov-2015 Change Change % Previous Week
Open 0.7111 0.7109 -0.0002 0.0% 0.7019
High 0.7149 0.7121 -0.0028 -0.4% 0.7149
Low 0.7095 0.7070 -0.0025 -0.4% 0.7003
Close 0.7119 0.7081 -0.0038 -0.5% 0.7119
Range 0.0054 0.0051 -0.0003 -5.6% 0.0146
ATR 0.0079 0.0077 -0.0002 -2.5% 0.0000
Volume 68,461 60,780 -7,681 -11.2% 378,767
Daily Pivots for day following 16-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7244 0.7213 0.7109
R3 0.7193 0.7162 0.7095
R2 0.7142 0.7142 0.7090
R1 0.7111 0.7111 0.7086 0.7101
PP 0.7091 0.7091 0.7091 0.7086
S1 0.7060 0.7060 0.7076 0.7050
S2 0.7040 0.7040 0.7072
S3 0.6989 0.7009 0.7067
S4 0.6938 0.6958 0.7053
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7528 0.7470 0.7199
R3 0.7382 0.7324 0.7159
R2 0.7236 0.7236 0.7146
R1 0.7178 0.7178 0.7132 0.7207
PP 0.7090 0.7090 0.7090 0.7105
S1 0.7032 0.7032 0.7106 0.7061
S2 0.6944 0.6944 0.7092
S3 0.6798 0.6886 0.7079
S4 0.6652 0.6740 0.7039
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7149 0.7003 0.0146 2.1% 0.0060 0.8% 53% False False 74,519
10 0.7208 0.7003 0.0205 2.9% 0.0073 1.0% 38% False False 78,338
20 0.7280 0.7003 0.0277 3.9% 0.0073 1.0% 28% False False 76,387
40 0.7358 0.6908 0.0450 6.4% 0.0081 1.1% 38% False False 76,868
60 0.7358 0.6874 0.0484 6.8% 0.0089 1.3% 43% False False 64,329
80 0.7376 0.6874 0.0502 7.1% 0.0085 1.2% 41% False False 48,328
100 0.7660 0.6874 0.0786 11.1% 0.0083 1.2% 26% False False 38,683
120 0.7764 0.6874 0.0890 12.6% 0.0078 1.1% 23% False False 32,239
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7338
2.618 0.7255
1.618 0.7204
1.000 0.7172
0.618 0.7153
HIGH 0.7121
0.618 0.7102
0.500 0.7096
0.382 0.7089
LOW 0.7070
0.618 0.7038
1.000 0.7019
1.618 0.6987
2.618 0.6936
4.250 0.6853
Fisher Pivots for day following 16-Nov-2015
Pivot 1 day 3 day
R1 0.7096 0.7099
PP 0.7091 0.7093
S1 0.7086 0.7087

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

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