CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 14-Dec-2015

Day Change Summary
	Previous	Current
	11-Dec-2015	14-Dec-2015	Change	Change %	Previous Week
Open	0.7263	0.7187	-0.0076	-1.0%	0.7333
High	0.7272	0.7260	-0.0012	-0.2%	0.7337
Low	0.7183	0.7160	-0.0023	-0.3%	0.7170
Close	0.7189	0.7253	0.0064	0.9%	0.7189
Range	0.0089	0.0100	0.0011	12.4%	0.0167
ATR	0.0084	0.0086	0.0001	1.3%	0.0000
Volume	23,765	2,785	-20,980	-88.3%	445,124

Daily Pivots for day following 14-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7524	0.7489	0.7308
R3	0.7424	0.7389	0.7281
R2	0.7324	0.7324	0.7271
R1	0.7289	0.7289	0.7262	0.7307
PP	0.7224	0.7224	0.7224	0.7233
S1	0.7189	0.7189	0.7244	0.7207
S2	0.7124	0.7124	0.7235
S3	0.7024	0.7089	0.7226
S4	0.6924	0.6989	0.7198

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7733	0.7628	0.7281
R3	0.7566	0.7461	0.7235
R2	0.7399	0.7399	0.7220
R1	0.7294	0.7294	0.7204	0.7263
PP	0.7232	0.7232	0.7232	0.7217
S1	0.7127	0.7127	0.7174	0.7096
S2	0.7065	0.7065	0.7158
S3	0.6898	0.6960	0.7143
S4	0.6731	0.6793	0.7097

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7334	0.7160	0.0174	2.4%	0.0092	1.3%	53%	False	True	74,152
10	0.7384	0.7160	0.0224	3.1%	0.0090	1.2%	42%	False	True	86,805
20	0.7384	0.7055	0.0329	4.5%	0.0080	1.1%	60%	False	False	84,210
40	0.7384	0.7003	0.0381	5.3%	0.0077	1.1%	66%	False	False	80,390
60	0.7384	0.6908	0.0476	6.6%	0.0081	1.1%	72%	False	False	79,314
80	0.7384	0.6874	0.0510	7.0%	0.0087	1.2%	74%	False	False	68,543
100	0.7384	0.6874	0.0510	7.0%	0.0085	1.2%	74%	False	False	54,897
120	0.7676	0.6874	0.0802	11.1%	0.0082	1.1%	47%	False	False	45,765

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	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7685
2.618	0.7522
1.618	0.7422
1.000	0.7360
0.618	0.7322
HIGH	0.7260
0.618	0.7222
0.500	0.7210
0.382	0.7198
LOW	0.7160
0.618	0.7098
1.000	0.7060
1.618	0.6998
2.618	0.6898
4.250	0.6735

Fisher Pivots for day following 14-Dec-2015
Pivot	1 day	3 day
R1	0.7239	0.7251
PP	0.7224	0.7249
S1	0.7210	0.7247

Download as Excel Spreadsheet

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

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