CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 30-Nov-2015
Day Change Summary
Previous Current
27-Nov-2015 30-Nov-2015 Change Change % Previous Week
Open 0.7248 0.7185 -0.0063 -0.9% 0.7222
High 0.7258 0.7245 -0.0013 -0.2% 0.7276
Low 0.7179 0.7165 -0.0014 -0.2% 0.7151
Close 0.7189 0.7228 0.0039 0.5% 0.7189
Range 0.0079 0.0080 0.0001 1.3% 0.0125
ATR 0.0076 0.0076 0.0000 0.4% 0.0000
Volume 85,488 66,024 -19,464 -22.8% 312,136
Daily Pivots for day following 30-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7453 0.7420 0.7272
R3 0.7373 0.7340 0.7250
R2 0.7293 0.7293 0.7243
R1 0.7260 0.7260 0.7235 0.7277
PP 0.7213 0.7213 0.7213 0.7221
S1 0.7180 0.7180 0.7221 0.7197
S2 0.7133 0.7133 0.7213
S3 0.7053 0.7100 0.7206
S4 0.6973 0.7020 0.7184
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% 0.0072 1.0% 62% False False 75,632
10 0.7276 0.7055 0.0221 3.1% 0.0071 1.0% 78% False False 81,615
20 0.7276 0.7003 0.0273 3.8% 0.0072 1.0% 82% False False 79,406
40 0.7358 0.7003 0.0355 4.9% 0.0080 1.1% 63% False False 79,368
60 0.7358 0.6874 0.0484 6.7% 0.0083 1.2% 73% False False 76,575
80 0.7370 0.6874 0.0496 6.9% 0.0086 1.2% 71% False False 57,738
100 0.7436 0.6874 0.0562 7.8% 0.0083 1.1% 63% False False 46,233
120 0.7764 0.6874 0.0890 12.3% 0.0080 1.1% 40% False False 38,533
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 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7585
2.618 0.7454
1.618 0.7374
1.000 0.7325
0.618 0.7294
HIGH 0.7245
0.618 0.7214
0.500 0.7205
0.382 0.7196
LOW 0.7165
0.618 0.7116
1.000 0.7085
1.618 0.7036
2.618 0.6956
4.250 0.6825
Fisher Pivots for day following 30-Nov-2015
Pivot 1 day 3 day
R1 0.7220 0.7226
PP 0.7213 0.7223
S1 0.7205 0.7221

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

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