CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 17-Nov-2015

Day Change Summary
	Previous	Current
	16-Nov-2015	17-Nov-2015	Change	Change %	Previous Week
Open	0.7109	0.7082	-0.0027	-0.4%	0.7019
High	0.7121	0.7129	0.0008	0.1%	0.7149
Low	0.7070	0.7062	-0.0008	-0.1%	0.7003
Close	0.7081	0.7110	0.0029	0.4%	0.7119
Range	0.0051	0.0067	0.0016	31.4%	0.0146
ATR	0.0077	0.0076	-0.0001	-0.9%	0.0000
Volume	60,780	82,914	22,134	36.4%	378,767

Daily Pivots for day following 17-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7301	0.7273	0.7147
R3	0.7234	0.7206	0.7128
R2	0.7167	0.7167	0.7122
R1	0.7139	0.7139	0.7116	0.7153
PP	0.7100	0.7100	0.7100	0.7108
S1	0.7072	0.7072	0.7104	0.7086
S2	0.7033	0.7033	0.7098
S3	0.6966	0.7005	0.7092
S4	0.6899	0.6938	0.7073

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	0.7014	0.0135	1.9%	0.0064	0.9%	71%	False	False	78,416
10	0.7208	0.7003	0.0205	2.9%	0.0069	1.0%	52%	False	False	77,609
20	0.7280	0.7003	0.0277	3.9%	0.0073	1.0%	39%	False	False	77,769
40	0.7358	0.6908	0.0450	6.3%	0.0080	1.1%	45%	False	False	77,318
60	0.7358	0.6874	0.0484	6.8%	0.0085	1.2%	49%	False	False	65,700
80	0.7376	0.6874	0.0502	7.1%	0.0086	1.2%	47%	False	False	49,358
100	0.7660	0.6874	0.0786	11.1%	0.0083	1.2%	30%	False	False	39,512
120	0.7764	0.6874	0.0890	12.5%	0.0078	1.1%	27%	False	False	32,930

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7414
2.618	0.7304
1.618	0.7237
1.000	0.7196
0.618	0.7170
HIGH	0.7129
0.618	0.7103
0.500	0.7096
0.382	0.7088
LOW	0.7062
0.618	0.7021
1.000	0.6995
1.618	0.6954
2.618	0.6887
4.250	0.6777

Fisher Pivots for day following 17-Nov-2015
Pivot	1 day	3 day
R1	0.7105	0.7109
PP	0.7100	0.7107
S1	0.7096	0.7106

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols