CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 27-Oct-2015
Day Change Summary
Previous Current
26-Oct-2015 27-Oct-2015 Change Change % Previous Week
Open 0.7193 0.7226 0.0033 0.5% 0.7243
High 0.7252 0.7240 -0.0012 -0.2% 0.7286
Low 0.7190 0.7161 -0.0029 -0.4% 0.7163
Close 0.7233 0.7175 -0.0058 -0.8% 0.7193
Range 0.0062 0.0079 0.0017 27.4% 0.0123
ATR 0.0087 0.0086 -0.0001 -0.6% 0.0000
Volume 46,291 59,240 12,949 28.0% 379,221
Daily Pivots for day following 27-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7429 0.7381 0.7218
R3 0.7350 0.7302 0.7197
R2 0.7271 0.7271 0.7189
R1 0.7223 0.7223 0.7182 0.7208
PP 0.7192 0.7192 0.7192 0.7184
S1 0.7144 0.7144 0.7168 0.7129
S2 0.7113 0.7113 0.7161
S3 0.7034 0.7065 0.7153
S4 0.6955 0.6986 0.7132
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7583 0.7511 0.7261
R3 0.7460 0.7388 0.7227
R2 0.7337 0.7337 0.7216
R1 0.7265 0.7265 0.7204 0.7240
PP 0.7214 0.7214 0.7214 0.7201
S1 0.7142 0.7142 0.7182 0.7117
S2 0.7091 0.7091 0.7170
S3 0.6968 0.7019 0.7159
S4 0.6845 0.6896 0.7125
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7280 0.7161 0.0119 1.7% 0.0075 1.0% 12% False True 73,011
10 0.7341 0.7161 0.0180 2.5% 0.0081 1.1% 8% False True 75,733
20 0.7358 0.6960 0.0398 5.5% 0.0086 1.2% 54% False False 76,908
40 0.7358 0.6874 0.0484 6.7% 0.0090 1.2% 62% False False 68,551
60 0.7376 0.6874 0.0502 7.0% 0.0090 1.3% 60% False False 45,952
80 0.7436 0.6874 0.0562 7.8% 0.0085 1.2% 54% False False 34,509
100 0.7764 0.6874 0.0890 12.4% 0.0081 1.1% 34% False False 27,612
120 0.8046 0.6874 0.1172 16.3% 0.0072 1.0% 26% False False 23,011
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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7576
2.618 0.7447
1.618 0.7368
1.000 0.7319
0.618 0.7289
HIGH 0.7240
0.618 0.7210
0.500 0.7201
0.382 0.7191
LOW 0.7161
0.618 0.7112
1.000 0.7082
1.618 0.7033
2.618 0.6954
4.250 0.6825
Fisher Pivots for day following 27-Oct-2015
Pivot 1 day 3 day
R1 0.7201 0.7221
PP 0.7192 0.7205
S1 0.7184 0.7190

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

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