CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 10-Nov-2015

Day Change Summary
	Previous	Current
	09-Nov-2015	10-Nov-2015	Change	Change %	Previous Week
Open	0.6986	0.7010	0.0024	0.3%	0.7095
High	0.7024	0.7019	-0.0005	-0.1%	0.7175
Low	0.6986	0.6973	-0.0013	-0.2%	0.6979
Close	0.7002	0.6975	-0.0027	-0.4%	0.6995
Range	0.0038	0.0046	0.0008	21.1%	0.0196
ATR	0.0077	0.0075	-0.0002	-2.9%	0.0000
Volume	97	141	44	45.4%	1,347

Daily Pivots for day following 10-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7127	0.7097	0.7000
R3	0.7081	0.7051	0.6988
R2	0.7035	0.7035	0.6983
R1	0.7005	0.7005	0.6979	0.6997
PP	0.6989	0.6989	0.6989	0.6985
S1	0.6959	0.6959	0.6971	0.6951
S2	0.6943	0.6943	0.6967
S3	0.6897	0.6913	0.6962
S4	0.6851	0.6867	0.6950

Weekly Pivots for week ending 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7638	0.7512	0.7103
R3	0.7442	0.7316	0.7049
R2	0.7246	0.7246	0.7031
R1	0.7120	0.7120	0.7013	0.7085
PP	0.7050	0.7050	0.7050	0.7032
S1	0.6924	0.6924	0.6977	0.6889
S2	0.6854	0.6854	0.6959
S3	0.6658	0.6728	0.6941
S4	0.6462	0.6532	0.6887

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7175	0.6973	0.0202	2.9%	0.0071	1.0%	1%	False	True	204
10	0.7175	0.6973	0.0202	2.9%	0.0068	1.0%	1%	False	True	340
20	0.7309	0.6973	0.0336	4.8%	0.0071	1.0%	1%	False	True	222
40	0.7323	0.6880	0.0443	6.4%	0.0076	1.1%	21%	False	False	156
60	0.7323	0.6850	0.0473	6.8%	0.0071	1.0%	26%	False	False	108
80	0.7354	0.6850	0.0504	7.2%	0.0066	0.9%	25%	False	False	81
100	0.7639	0.6850	0.0789	11.3%	0.0058	0.8%	16%	False	False	65

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7215
2.618	0.7139
1.618	0.7093
1.000	0.7065
0.618	0.7047
HIGH	0.7019
0.618	0.7001
0.500	0.6996
0.382	0.6991
LOW	0.6973
0.618	0.6945
1.000	0.6927
1.618	0.6899
2.618	0.6853
4.250	0.6777

Fisher Pivots for day following 10-Nov-2015
Pivot	1 day	3 day
R1	0.6996	0.7048
PP	0.6989	0.7024
S1	0.6982	0.6999

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