CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 02-Nov-2015
Day Change Summary
Previous Current
30-Oct-2015 02-Nov-2015 Change Change % Previous Week
Open 0.7063 0.7114 0.0051 0.7% 0.7193
High 0.7134 0.7150 0.0016 0.2% 0.7252
Low 0.7063 0.7107 0.0044 0.6% 0.7052
Close 0.7117 0.7119 0.0002 0.0% 0.7117
Range 0.0071 0.0043 -0.0028 -39.4% 0.0200
ATR 0.0085 0.0082 -0.0003 -3.5% 0.0000
Volume 84,246 49,386 -34,860 -41.4% 380,190
Daily Pivots for day following 02-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7254 0.7230 0.7143
R3 0.7211 0.7187 0.7131
R2 0.7168 0.7168 0.7127
R1 0.7144 0.7144 0.7123 0.7156
PP 0.7125 0.7125 0.7125 0.7132
S1 0.7101 0.7101 0.7115 0.7113
S2 0.7082 0.7082 0.7111
S3 0.7039 0.7058 0.7107
S4 0.6996 0.7015 0.7095
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7740 0.7629 0.7227
R3 0.7540 0.7429 0.7172
R2 0.7340 0.7340 0.7154
R1 0.7229 0.7229 0.7135 0.7185
PP 0.7140 0.7140 0.7140 0.7118
S1 0.7029 0.7029 0.7099 0.6985
S2 0.6940 0.6940 0.7080
S3 0.6740 0.6829 0.7062
S4 0.6540 0.6629 0.7007
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7240 0.7052 0.0188 2.6% 0.0074 1.0% 36% False False 76,657
10 0.7280 0.7052 0.0228 3.2% 0.0072 1.0% 29% False False 74,436
20 0.7358 0.7042 0.0316 4.4% 0.0087 1.2% 24% False False 78,846
40 0.7358 0.6877 0.0481 6.8% 0.0087 1.2% 50% False False 76,047
60 0.7370 0.6874 0.0496 7.0% 0.0090 1.3% 49% False False 51,335
80 0.7422 0.6874 0.0548 7.7% 0.0085 1.2% 45% False False 38,556
100 0.7764 0.6874 0.0890 12.5% 0.0081 1.1% 28% False False 30,852
120 0.8046 0.6874 0.1172 16.5% 0.0073 1.0% 21% False False 25,711
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 0.7333
2.618 0.7263
1.618 0.7220
1.000 0.7193
0.618 0.7177
HIGH 0.7150
0.618 0.7134
0.500 0.7129
0.382 0.7123
LOW 0.7107
0.618 0.7080
1.000 0.7064
1.618 0.7037
2.618 0.6994
4.250 0.6924
Fisher Pivots for day following 02-Nov-2015
Pivot 1 day 3 day
R1 0.7129 0.7113
PP 0.7125 0.7107
S1 0.7122 0.7101

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.