CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 30-Nov-2015

Day Change Summary
	Previous	Current
	27-Nov-2015	30-Nov-2015	Change	Change %	Previous Week
Open	0.7248	0.7185	-0.0063	-0.9%	0.7222
High	0.7258	0.7245	-0.0013	-0.2%	0.7276
Low	0.7179	0.7165	-0.0014	-0.2%	0.7151
Close	0.7189	0.7228	0.0039	0.5%	0.7189
Range	0.0079	0.0080	0.0001	1.3%	0.0125
ATR	0.0076	0.0076	0.0000	0.4%	0.0000
Volume	85,488	66,024	-19,464	-22.8%	312,136

Daily Pivots for day following 30-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7453	0.7420	0.7272
R3	0.7373	0.7340	0.7250
R2	0.7293	0.7293	0.7243
R1	0.7260	0.7260	0.7235	0.7277
PP	0.7213	0.7213	0.7213	0.7221
S1	0.7180	0.7180	0.7221	0.7197
S2	0.7133	0.7133	0.7213
S3	0.7053	0.7100	0.7206
S4	0.6973	0.7020	0.7184

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7580	0.7510	0.7258
R3	0.7455	0.7385	0.7223
R2	0.7330	0.7330	0.7212
R1	0.7260	0.7260	0.7200	0.7233
PP	0.7205	0.7205	0.7205	0.7192
S1	0.7135	0.7135	0.7178	0.7108
S2	0.7080	0.7080	0.7166
S3	0.6955	0.7010	0.7155
S4	0.6830	0.6885	0.7120

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7276	0.7151	0.0125	1.7%	0.0072	1.0%	62%	False	False	75,632
10	0.7276	0.7055	0.0221	3.1%	0.0071	1.0%	78%	False	False	81,615
20	0.7276	0.7003	0.0273	3.8%	0.0072	1.0%	82%	False	False	79,406
40	0.7358	0.7003	0.0355	4.9%	0.0080	1.1%	63%	False	False	79,368
60	0.7358	0.6874	0.0484	6.7%	0.0083	1.2%	73%	False	False	76,575
80	0.7370	0.6874	0.0496	6.9%	0.0086	1.2%	71%	False	False	57,738
100	0.7436	0.6874	0.0562	7.8%	0.0083	1.1%	63%	False	False	46,233
120	0.7764	0.6874	0.0890	12.3%	0.0080	1.1%	40%	False	False	38,533

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7585
2.618	0.7454
1.618	0.7374
1.000	0.7325
0.618	0.7294
HIGH	0.7245
0.618	0.7214
0.500	0.7205
0.382	0.7196
LOW	0.7165
0.618	0.7116
1.000	0.7085
1.618	0.7036
2.618	0.6956
4.250	0.6825

Fisher Pivots for day following 30-Nov-2015
Pivot	1 day	3 day
R1	0.7220	0.7226
PP	0.7213	0.7223
S1	0.7205	0.7221

Download as Excel Spreadsheet

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

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