CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 23-Nov-2015

Day Change Summary
	Previous	Current
	20-Nov-2015	23-Nov-2015	Change	Change %	Previous Week
Open	0.7181	0.7222	0.0041	0.6%	0.7109
High	0.7242	0.7226	-0.0016	-0.2%	0.7242
Low	0.7175	0.7151	-0.0024	-0.3%	0.7055
Close	0.7232	0.7178	-0.0054	-0.7%	0.7232
Range	0.0067	0.0075	0.0008	11.9%	0.0187
ATR	0.0077	0.0078	0.0000	0.3%	0.0000
Volume	102,625	76,561	-26,064	-25.4%	437,993

Daily Pivots for day following 23-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7410	0.7369	0.7219
R3	0.7335	0.7294	0.7199
R2	0.7260	0.7260	0.7192
R1	0.7219	0.7219	0.7185	0.7202
PP	0.7185	0.7185	0.7185	0.7177
S1	0.7144	0.7144	0.7171	0.7127
S2	0.7110	0.7110	0.7164
S3	0.7035	0.7069	0.7157
S4	0.6960	0.6994	0.7137

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7737	0.7672	0.7335
R3	0.7550	0.7485	0.7283
R2	0.7363	0.7363	0.7266
R1	0.7298	0.7298	0.7249	0.7331
PP	0.7176	0.7176	0.7176	0.7193
S1	0.7111	0.7111	0.7215	0.7144
S2	0.6989	0.6989	0.7198
S3	0.6802	0.6924	0.7181
S4	0.6615	0.6737	0.7129

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7242	0.7055	0.0187	2.6%	0.0074	1.0%	66%	False	False	90,754
10	0.7242	0.7003	0.0239	3.3%	0.0067	0.9%	73%	False	False	82,637
20	0.7242	0.7003	0.0239	3.3%	0.0074	1.0%	73%	False	False	81,021
40	0.7358	0.6908	0.0450	6.3%	0.0080	1.1%	60%	False	False	79,501
60	0.7358	0.6874	0.0484	6.7%	0.0084	1.2%	63%	False	False	71,767
80	0.7376	0.6874	0.0502	7.0%	0.0086	1.2%	61%	False	False	53,982
100	0.7518	0.6874	0.0644	9.0%	0.0083	1.2%	47%	False	False	43,219
120	0.7764	0.6874	0.0890	12.4%	0.0080	1.1%	34%	False	False	36,020

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7545
2.618	0.7422
1.618	0.7347
1.000	0.7301
0.618	0.7272
HIGH	0.7226
0.618	0.7197
0.500	0.7189
0.382	0.7180
LOW	0.7151
0.618	0.7105
1.000	0.7076
1.618	0.7030
2.618	0.6955
4.250	0.6832

Fisher Pivots for day following 23-Nov-2015
Pivot	1 day	3 day
R1	0.7189	0.7175
PP	0.7185	0.7172
S1	0.7182	0.7169

Download as Excel Spreadsheet

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

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