CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 08-Oct-2015
Day Change Summary
Previous Current
07-Oct-2015 08-Oct-2015 Change Change % Previous Week
Open 0.7138 0.7180 0.0042 0.6% 0.6995
High 0.7209 0.7290 0.0081 1.1% 0.7058
Low 0.7124 0.7141 0.0017 0.2% 0.6908
Close 0.7182 0.7234 0.0052 0.7% 0.7008
Range 0.0085 0.0149 0.0064 75.3% 0.0150
ATR 0.0088 0.0092 0.0004 5.0% 0.0000
Volume 84,690 90,400 5,710 6.7% 358,477
Daily Pivots for day following 08-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7669 0.7600 0.7316
R3 0.7520 0.7451 0.7275
R2 0.7371 0.7371 0.7261
R1 0.7302 0.7302 0.7248 0.7337
PP 0.7222 0.7222 0.7222 0.7239
S1 0.7153 0.7153 0.7220 0.7188
S2 0.7073 0.7073 0.7207
S3 0.6924 0.7004 0.7193
S4 0.6775 0.6855 0.7152
Weekly Pivots for week ending 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7441 0.7375 0.7091
R3 0.7291 0.7225 0.7049
R2 0.7141 0.7141 0.7036
R1 0.7075 0.7075 0.7022 0.7108
PP 0.6991 0.6991 0.6991 0.7008
S1 0.6925 0.6925 0.6994 0.6958
S2 0.6841 0.6841 0.6981
S3 0.6691 0.6775 0.6967
S4 0.6541 0.6625 0.6926
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7290 0.6976 0.0314 4.3% 0.0096 1.3% 82% True False 77,380
10 0.7290 0.6908 0.0382 5.3% 0.0082 1.1% 85% True False 74,183
20 0.7290 0.6908 0.0382 5.3% 0.0088 1.2% 85% True False 74,950
40 0.7361 0.6874 0.0487 6.7% 0.0091 1.3% 74% False False 43,786
60 0.7386 0.6874 0.0512 7.1% 0.0086 1.2% 70% False False 29,266
80 0.7764 0.6874 0.0890 12.3% 0.0083 1.1% 40% False False 21,968
100 0.7830 0.6874 0.0956 13.2% 0.0074 1.0% 38% False False 17,575
120 0.8046 0.6874 0.1172 16.2% 0.0066 0.9% 31% False False 14,647
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.7923
2.618 0.7680
1.618 0.7531
1.000 0.7439
0.618 0.7382
HIGH 0.7290
0.618 0.7233
0.500 0.7216
0.382 0.7198
LOW 0.7141
0.618 0.7049
1.000 0.6992
1.618 0.6900
2.618 0.6751
4.250 0.6508
Fisher Pivots for day following 08-Oct-2015
Pivot 1 day 3 day
R1 0.7228 0.7211
PP 0.7222 0.7189
S1 0.7216 0.7166

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

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