CME Australian Dollar Future March 2016


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Trading Metrics calculated at close of trading on 25-Nov-2015
Day Change Summary
Previous Current
24-Nov-2015 25-Nov-2015 Change Change % Previous Week
Open 0.7146 0.7220 0.0074 1.0% 0.7070
High 0.7214 0.7242 0.0028 0.4% 0.7208
Low 0.7146 0.7188 0.0042 0.6% 0.7028
Close 0.7207 0.7212 0.0005 0.1% 0.7199
Range 0.0068 0.0054 -0.0014 -20.6% 0.0180
ATR 0.0073 0.0072 -0.0001 -1.9% 0.0000
Volume 811 1,015 204 25.2% 2,968
Daily Pivots for day following 25-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7376 0.7348 0.7242
R3 0.7322 0.7294 0.7227
R2 0.7268 0.7268 0.7222
R1 0.7240 0.7240 0.7217 0.7227
PP 0.7214 0.7214 0.7214 0.7208
S1 0.7186 0.7186 0.7207 0.7173
S2 0.7160 0.7160 0.7202
S3 0.7106 0.7132 0.7197
S4 0.7052 0.7078 0.7182
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7685 0.7622 0.7298
R3 0.7505 0.7442 0.7249
R2 0.7325 0.7325 0.7232
R1 0.7262 0.7262 0.7216 0.7294
PP 0.7145 0.7145 0.7145 0.7161
S1 0.7082 0.7082 0.7183 0.7114
S2 0.6965 0.6965 0.7166
S3 0.6785 0.6902 0.7150
S4 0.6605 0.6722 0.7100
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7242 0.7067 0.0175 2.4% 0.0072 1.0% 83% True False 1,057
10 0.7242 0.7022 0.0220 3.1% 0.0066 0.9% 86% True False 764
20 0.7242 0.6973 0.0269 3.7% 0.0063 0.9% 89% True False 512
40 0.7323 0.6944 0.0379 5.3% 0.0073 1.0% 71% False False 332
60 0.7323 0.6850 0.0473 6.6% 0.0072 1.0% 77% False False 237
80 0.7347 0.6850 0.0497 6.9% 0.0068 0.9% 73% False False 178
100 0.7382 0.6850 0.0532 7.4% 0.0064 0.9% 68% False False 143
120 0.7690 0.6850 0.0840 11.6% 0.0054 0.8% 43% False False 119
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0010
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7472
2.618 0.7383
1.618 0.7329
1.000 0.7296
0.618 0.7275
HIGH 0.7242
0.618 0.7221
0.500 0.7215
0.382 0.7209
LOW 0.7188
0.618 0.7155
1.000 0.7134
1.618 0.7101
2.618 0.7047
4.250 0.6958
Fisher Pivots for day following 25-Nov-2015
Pivot 1 day 3 day
R1 0.7215 0.7202
PP 0.7214 0.7192
S1 0.7213 0.7182

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

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