CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 03-Dec-2015

Day Change Summary
	Previous	Current
	02-Dec-2015	03-Dec-2015	Change	Change %	Previous Week
Open	0.7320	0.7297	-0.0023	-0.3%	0.7222
High	0.7340	0.7365	0.0025	0.3%	0.7276
Low	0.7289	0.7281	-0.0008	-0.1%	0.7151
Close	0.7300	0.7346	0.0046	0.6%	0.7189
Range	0.0051	0.0084	0.0033	64.7%	0.0125
ATR	0.0077	0.0077	0.0001	0.7%	0.0000
Volume	85,209	118,136	32,927	38.6%	312,136

Daily Pivots for day following 03-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7583	0.7548	0.7392
R3	0.7499	0.7464	0.7369
R2	0.7415	0.7415	0.7361
R1	0.7380	0.7380	0.7354	0.7398
PP	0.7331	0.7331	0.7331	0.7339
S1	0.7296	0.7296	0.7338	0.7314
S2	0.7247	0.7247	0.7331
S3	0.7163	0.7212	0.7323
S4	0.7079	0.7128	0.7300

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	0.7365	0.7165	0.0200	2.7%	0.0081	1.1%	91%	True	False	93,753
10	0.7365	0.7096	0.0269	3.7%	0.0079	1.1%	93%	True	False	90,877
20	0.7365	0.7003	0.0362	4.9%	0.0072	1.0%	95%	True	False	84,587
40	0.7365	0.7003	0.0362	4.9%	0.0079	1.1%	95%	True	False	81,854
60	0.7365	0.6908	0.0457	6.2%	0.0082	1.1%	96%	True	False	79,653
80	0.7365	0.6874	0.0491	6.7%	0.0085	1.2%	96%	True	False	61,696
100	0.7422	0.6874	0.0548	7.5%	0.0083	1.1%	86%	False	False	49,401
120	0.7764	0.6874	0.0890	12.1%	0.0081	1.1%	53%	False	False	41,177

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7722
2.618	0.7585
1.618	0.7501
1.000	0.7449
0.618	0.7417
HIGH	0.7365
0.618	0.7333
0.500	0.7323
0.382	0.7313
LOW	0.7281
0.618	0.7229
1.000	0.7197
1.618	0.7145
2.618	0.7061
4.250	0.6924

Fisher Pivots for day following 03-Dec-2015
Pivot	1 day	3 day
R1	0.7338	0.7328
PP	0.7331	0.7311
S1	0.7323	0.7293

Download as Excel Spreadsheet

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

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