CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 09-Nov-2015
Day Change Summary
Previous Current
06-Nov-2015 09-Nov-2015 Change Change % Previous Week
Open 0.7132 0.7019 -0.0113 -1.6% 0.7114
High 0.7156 0.7056 -0.0100 -1.4% 0.7208
Low 0.7009 0.7016 0.0007 0.1% 0.7009
Close 0.7026 0.7033 0.0007 0.1% 0.7026
Range 0.0147 0.0040 -0.0107 -72.8% 0.0199
ATR 0.0087 0.0083 -0.0003 -3.8% 0.0000
Volume 120,756 66,950 -53,806 -44.6% 393,219
Daily Pivots for day following 09-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7155 0.7134 0.7055
R3 0.7115 0.7094 0.7044
R2 0.7075 0.7075 0.7040
R1 0.7054 0.7054 0.7037 0.7065
PP 0.7035 0.7035 0.7035 0.7040
S1 0.7014 0.7014 0.7029 0.7025
S2 0.6995 0.6995 0.7026
S3 0.6955 0.6974 0.7022
S4 0.6915 0.6934 0.7011
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7678 0.7551 0.7135
R3 0.7479 0.7352 0.7081
R2 0.7280 0.7280 0.7062
R1 0.7153 0.7153 0.7044 0.7117
PP 0.7081 0.7081 0.7081 0.7063
S1 0.6954 0.6954 0.7008 0.6918
S2 0.6882 0.6882 0.6990
S3 0.6683 0.6755 0.6971
S4 0.6484 0.6556 0.6917
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7208 0.7009 0.0199 2.8% 0.0087 1.2% 12% False False 82,156
10 0.7240 0.7009 0.0231 3.3% 0.0080 1.1% 10% False False 79,406
20 0.7341 0.7009 0.0332 4.7% 0.0083 1.2% 7% False False 79,424
40 0.7358 0.6908 0.0450 6.4% 0.0086 1.2% 28% False False 77,534
60 0.7358 0.6874 0.0484 6.9% 0.0089 1.3% 33% False False 58,147
80 0.7386 0.6874 0.0512 7.3% 0.0086 1.2% 31% False False 43,676
100 0.7724 0.6874 0.0850 12.1% 0.0083 1.2% 19% False False 34,959
120 0.7810 0.6874 0.0936 13.3% 0.0076 1.1% 17% False False 29,134
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 60 trading days
Fibonacci Retracements and Extensions
4.250 0.7226
2.618 0.7161
1.618 0.7121
1.000 0.7096
0.618 0.7081
HIGH 0.7056
0.618 0.7041
0.500 0.7036
0.382 0.7031
LOW 0.7016
0.618 0.6991
1.000 0.6976
1.618 0.6951
2.618 0.6911
4.250 0.6846
Fisher Pivots for day following 09-Nov-2015
Pivot 1 day 3 day
R1 0.7036 0.7083
PP 0.7035 0.7066
S1 0.7034 0.7050

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

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