CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 01-Dec-2015

Day Change Summary
	Previous	Current
	30-Nov-2015	01-Dec-2015	Change	Change %	Previous Week
Open	0.7185	0.7222	0.0037	0.5%	0.7222
High	0.7245	0.7332	0.0087	1.2%	0.7276
Low	0.7165	0.7221	0.0056	0.8%	0.7151
Close	0.7228	0.7330	0.0102	1.4%	0.7189
Range	0.0080	0.0111	0.0031	38.8%	0.0125
ATR	0.0076	0.0079	0.0002	3.3%	0.0000
Volume	66,024	113,912	47,888	72.5%	312,136

Daily Pivots for day following 01-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7627	0.7590	0.7391
R3	0.7516	0.7479	0.7361
R2	0.7405	0.7405	0.7350
R1	0.7368	0.7368	0.7340	0.7387
PP	0.7294	0.7294	0.7294	0.7304
S1	0.7257	0.7257	0.7320	0.7276
S2	0.7183	0.7183	0.7310
S3	0.7072	0.7146	0.7299
S4	0.6961	0.7035	0.7269

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	0.7332	0.7165	0.0167	2.3%	0.0080	1.1%	99%	True	False	83,102
10	0.7332	0.7055	0.0277	3.8%	0.0077	1.0%	99%	True	False	86,928
20	0.7332	0.7003	0.0329	4.5%	0.0075	1.0%	99%	True	False	82,633
40	0.7358	0.7003	0.0355	4.8%	0.0081	1.1%	92%	False	False	80,739
60	0.7358	0.6877	0.0481	6.6%	0.0083	1.1%	94%	False	False	78,242
80	0.7370	0.6874	0.0496	6.8%	0.0086	1.2%	92%	False	False	59,159
100	0.7422	0.6874	0.0548	7.5%	0.0083	1.1%	83%	False	False	47,371
120	0.7764	0.6874	0.0890	12.1%	0.0080	1.1%	51%	False	False	39,482

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 16 trading days

Fibonacci Retracements and Extensions
4.250	0.7804
2.618	0.7623
1.618	0.7512
1.000	0.7443
0.618	0.7401
HIGH	0.7332
0.618	0.7290
0.500	0.7277
0.382	0.7263
LOW	0.7221
0.618	0.7152
1.000	0.7110
1.618	0.7041
2.618	0.6930
4.250	0.6749

Fisher Pivots for day following 01-Dec-2015
Pivot	1 day	3 day
R1	0.7312	0.7303
PP	0.7294	0.7276
S1	0.7277	0.7249

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