CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 04-Dec-2015

Day Change Summary
	Previous	Current
	03-Dec-2015	04-Dec-2015	Change	Change %	Previous Week
Open	0.7297	0.7330	0.0033	0.5%	0.7185
High	0.7365	0.7384	0.0019	0.3%	0.7384
Low	0.7281	0.7276	-0.0005	-0.1%	0.7165
Close	0.7346	0.7338	-0.0008	-0.1%	0.7338
Range	0.0084	0.0108	0.0024	28.6%	0.0219
ATR	0.0077	0.0079	0.0002	2.8%	0.0000
Volume	118,136	102,884	-15,252	-12.9%	486,165

Daily Pivots for day following 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7657	0.7605	0.7397
R3	0.7549	0.7497	0.7368
R2	0.7441	0.7441	0.7358
R1	0.7389	0.7389	0.7348	0.7415
PP	0.7333	0.7333	0.7333	0.7346
S1	0.7281	0.7281	0.7328	0.7307
S2	0.7225	0.7225	0.7318
S3	0.7117	0.7173	0.7308
S4	0.7009	0.7065	0.7279

Weekly Pivots for week ending 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7953	0.7864	0.7458
R3	0.7734	0.7645	0.7398
R2	0.7515	0.7515	0.7378
R1	0.7426	0.7426	0.7358	0.7471
PP	0.7296	0.7296	0.7296	0.7318
S1	0.7207	0.7207	0.7318	0.7252
S2	0.7077	0.7077	0.7298
S3	0.6858	0.6988	0.7278
S4	0.6639	0.6769	0.7218

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7384	0.7165	0.0219	3.0%	0.0087	1.2%	79%	True	False	97,233
10	0.7384	0.7151	0.0233	3.2%	0.0078	1.1%	80%	True	False	90,092
20	0.7384	0.7003	0.0381	5.2%	0.0075	1.0%	88%	True	False	86,790
40	0.7384	0.7003	0.0381	5.2%	0.0078	1.1%	88%	True	False	82,167
60	0.7384	0.6908	0.0476	6.5%	0.0081	1.1%	90%	True	False	79,761
80	0.7384	0.6874	0.0510	7.0%	0.0085	1.2%	91%	True	False	62,976
100	0.7386	0.6874	0.0512	7.0%	0.0083	1.1%	91%	False	False	50,426
120	0.7764	0.6874	0.0890	12.1%	0.0082	1.1%	52%	False	False	42,034

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	0.0016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7843
2.618	0.7667
1.618	0.7559
1.000	0.7492
0.618	0.7451
HIGH	0.7384
0.618	0.7343
0.500	0.7330
0.382	0.7317
LOW	0.7276
0.618	0.7209
1.000	0.7168
1.618	0.7101
2.618	0.6993
4.250	0.6817

Fisher Pivots for day following 04-Dec-2015
Pivot	1 day	3 day
R1	0.7335	0.7335
PP	0.7333	0.7333
S1	0.7330	0.7330

Download as Excel Spreadsheet

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

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