CME Australian Dollar Future June 2016

Trading Metrics calculated at close of trading on 30-Nov-2015

Day Change Summary
	Previous	Current
	27-Nov-2015	30-Nov-2015	Change	Change %	Previous Week
Open	0.7128	0.7167	0.0039	0.5%	0.7116
High	0.7128	0.7167	0.0039	0.5%	0.7184
Low	0.7128	0.7167	0.0039	0.5%	0.7116
Close	0.7128	0.7167	0.0039	0.5%	0.7128
Range
ATR	0.0041	0.0041	0.0000	-0.3%	0.0000
Volume	1	0	-1	-100.0%	1

Daily Pivots for day following 30-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7167	0.7167	0.7167
R3	0.7167	0.7167	0.7167
R2	0.7167	0.7167	0.7167
R1	0.7167	0.7167	0.7167	0.7167
PP	0.7167	0.7167	0.7167	0.7167
S1	0.7167	0.7167	0.7167	0.7167
S2	0.7167	0.7167	0.7167
S3	0.7167	0.7167	0.7167
S4	0.7167	0.7167	0.7167

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7347	0.7305	0.7165
R3	0.7279	0.7237	0.7147
R2	0.7211	0.7211	0.7140
R1	0.7169	0.7169	0.7134	0.7190
PP	0.7143	0.7143	0.7143	0.7153
S1	0.7101	0.7101	0.7122	0.7122
S2	0.7075	0.7075	0.7116
S3	0.7007	0.7033	0.7109
S4	0.6939	0.6965	0.7091

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7184	0.7116	0.0068	0.9%	0.0000	0.0%	75%	False	False
10	0.7184	0.7020	0.0164	2.3%	0.0007	0.1%	90%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	0.7167
2.618	0.7167
1.618	0.7167
1.000	0.7167
0.618	0.7167
HIGH	0.7167
0.618	0.7167
0.500	0.7167
0.382	0.7167
LOW	0.7167
0.618	0.7167
1.000	0.7167
1.618	0.7167
2.618	0.7167
4.250	0.7167

Fisher Pivots for day following 30-Nov-2015
Pivot	1 day	3 day
R1	0.7167	0.7163
PP	0.7167	0.7160
S1	0.7167	0.7156

Download as Excel Spreadsheet

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

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