CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 18-Nov-2015
Day Change Summary
Previous Current
17-Nov-2015 18-Nov-2015 Change Change % Previous Week
Open 0.7082 0.7100 0.0018 0.3% 0.7019
High 0.7129 0.7107 -0.0022 -0.3% 0.7149
Low 0.7062 0.7055 -0.0007 -0.1% 0.7003
Close 0.7110 0.7087 -0.0023 -0.3% 0.7119
Range 0.0067 0.0052 -0.0015 -22.4% 0.0146
ATR 0.0076 0.0075 -0.0002 -2.0% 0.0000
Volume 82,914 80,941 -1,973 -2.4% 378,767
Daily Pivots for day following 18-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7239 0.7215 0.7116
R3 0.7187 0.7163 0.7101
R2 0.7135 0.7135 0.7097
R1 0.7111 0.7111 0.7092 0.7097
PP 0.7083 0.7083 0.7083 0.7076
S1 0.7059 0.7059 0.7082 0.7045
S2 0.7031 0.7031 0.7077
S3 0.6979 0.7007 0.7073
S4 0.6927 0.6955 0.7058
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 0.7049 0.0100 1.4% 0.0064 0.9% 38% False False 83,429
10 0.7156 0.7003 0.0153 2.2% 0.0065 0.9% 55% False False 78,296
20 0.7280 0.7003 0.0277 3.9% 0.0072 1.0% 30% False False 78,191
40 0.7358 0.6908 0.0450 6.3% 0.0079 1.1% 40% False False 77,728
60 0.7358 0.6874 0.0484 6.8% 0.0084 1.2% 44% False False 66,994
80 0.7376 0.6874 0.0502 7.1% 0.0085 1.2% 42% False False 50,367
100 0.7660 0.6874 0.0786 11.1% 0.0082 1.2% 27% False False 40,321
120 0.7764 0.6874 0.0890 12.6% 0.0078 1.1% 24% False False 33,604
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7328
2.618 0.7243
1.618 0.7191
1.000 0.7159
0.618 0.7139
HIGH 0.7107
0.618 0.7087
0.500 0.7081
0.382 0.7075
LOW 0.7055
0.618 0.7023
1.000 0.7003
1.618 0.6971
2.618 0.6919
4.250 0.6834
Fisher Pivots for day following 18-Nov-2015
Pivot 1 day 3 day
R1 0.7085 0.7092
PP 0.7083 0.7090
S1 0.7081 0.7089

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

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