CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 10-Dec-2015
Day Change Summary
Previous Current
09-Dec-2015 10-Dec-2015 Change Change % Previous Week
Open 0.7217 0.7228 0.0011 0.2% 0.7185
High 0.7244 0.7334 0.0090 1.2% 0.7384
Low 0.7170 0.7221 0.0051 0.7% 0.7165
Close 0.7209 0.7287 0.0078 1.1% 0.7338
Range 0.0074 0.0113 0.0039 52.7% 0.0219
ATR 0.0080 0.0083 0.0003 4.1% 0.0000
Volume 147,975 97,024 -50,951 -34.4% 486,165
Daily Pivots for day following 10-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7620 0.7566 0.7349
R3 0.7507 0.7453 0.7318
R2 0.7394 0.7394 0.7308
R1 0.7340 0.7340 0.7297 0.7367
PP 0.7281 0.7281 0.7281 0.7294
S1 0.7227 0.7227 0.7277 0.7254
S2 0.7168 0.7168 0.7266
S3 0.7055 0.7114 0.7256
S4 0.6942 0.7001 0.7225
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7953 0.7864 0.7458
R3 0.7734 0.7645 0.7398
R2 0.7515 0.7515 0.7378
R1 0.7426 0.7426 0.7358 0.7471
PP 0.7296 0.7296 0.7296 0.7318
S1 0.7207 0.7207 0.7318 0.7252
S2 0.7077 0.7077 0.7298
S3 0.6858 0.6988 0.7278
S4 0.6639 0.6769 0.7218
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7384 0.7170 0.0214 2.9% 0.0093 1.3% 55% False False 104,848
10 0.7384 0.7165 0.0219 3.0% 0.0087 1.2% 56% False False 99,301
20 0.7384 0.7049 0.0335 4.6% 0.0078 1.1% 71% False False 92,508
40 0.7384 0.7003 0.0381 5.2% 0.0077 1.1% 75% False False 83,998
60 0.7384 0.6908 0.0476 6.5% 0.0082 1.1% 80% False False 82,288
80 0.7384 0.6874 0.0510 7.0% 0.0086 1.2% 81% False False 68,220
100 0.7384 0.6874 0.0510 7.0% 0.0084 1.2% 81% False False 54,632
120 0.7698 0.6874 0.0824 11.3% 0.0082 1.1% 50% False False 45,544
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 23 trading days
Fibonacci Retracements and Extensions
4.250 0.7814
2.618 0.7630
1.618 0.7517
1.000 0.7447
0.618 0.7404
HIGH 0.7334
0.618 0.7291
0.500 0.7278
0.382 0.7264
LOW 0.7221
0.618 0.7151
1.000 0.7108
1.618 0.7038
2.618 0.6925
4.250 0.6741
Fisher Pivots for day following 10-Dec-2015
Pivot 1 day 3 day
R1 0.7284 0.7275
PP 0.7281 0.7264
S1 0.7278 0.7252

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

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