CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 27-Nov-2015
Day Change Summary
Previous Current
25-Nov-2015 27-Nov-2015 Change Change % Previous Week
Open 0.7253 0.7248 -0.0005 -0.1% 0.7222
High 0.7276 0.7258 -0.0018 -0.2% 0.7276
Low 0.7220 0.7179 -0.0041 -0.6% 0.7151
Close 0.7245 0.7189 -0.0056 -0.8% 0.7189
Range 0.0056 0.0079 0.0023 41.1% 0.0125
ATR 0.0076 0.0076 0.0000 0.3% 0.0000
Volume 70,242 85,488 15,246 21.7% 312,136
Daily Pivots for day following 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7446 0.7396 0.7232
R3 0.7367 0.7317 0.7211
R2 0.7288 0.7288 0.7203
R1 0.7238 0.7238 0.7196 0.7224
PP 0.7209 0.7209 0.7209 0.7201
S1 0.7159 0.7159 0.7182 0.7145
S2 0.7130 0.7130 0.7175
S3 0.7051 0.7080 0.7167
S4 0.6972 0.7001 0.7146
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7580 0.7510 0.7258
R3 0.7455 0.7385 0.7223
R2 0.7330 0.7330 0.7212
R1 0.7260 0.7260 0.7200 0.7233
PP 0.7205 0.7205 0.7205 0.7192
S1 0.7135 0.7135 0.7178 0.7108
S2 0.7080 0.7080 0.7166
S3 0.6955 0.7010 0.7155
S4 0.6830 0.6885 0.7120
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7276 0.7151 0.0125 1.7% 0.0070 1.0% 30% False False 82,952
10 0.7276 0.7055 0.0221 3.1% 0.0068 1.0% 61% False False 81,859
20 0.7276 0.7003 0.0273 3.8% 0.0071 1.0% 68% False False 80,318
40 0.7358 0.6976 0.0382 5.3% 0.0080 1.1% 56% False False 79,685
60 0.7358 0.6874 0.0484 6.7% 0.0083 1.2% 65% False False 75,558
80 0.7370 0.6874 0.0496 6.9% 0.0085 1.2% 64% False False 56,915
100 0.7436 0.6874 0.0562 7.8% 0.0083 1.2% 56% False False 45,573
120 0.7764 0.6874 0.0890 12.4% 0.0080 1.1% 35% False False 37,983
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7594
2.618 0.7465
1.618 0.7386
1.000 0.7337
0.618 0.7307
HIGH 0.7258
0.618 0.7228
0.500 0.7219
0.382 0.7209
LOW 0.7179
0.618 0.7130
1.000 0.7100
1.618 0.7051
2.618 0.6972
4.250 0.6843
Fisher Pivots for day following 27-Nov-2015
Pivot 1 day 3 day
R1 0.7219 0.7227
PP 0.7209 0.7214
S1 0.7199 0.7202

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

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