CME Australian Dollar Future December 2017

Trading Metrics calculated at close of trading on 15-Dec-2017

Day Change Summary
	Previous	Current
	14-Dec-2017	15-Dec-2017	Change	Change %	Previous Week
Open	0.7632	0.7659	0.0027	0.4%	0.7511
High	0.7679	0.7694	0.0015	0.2%	0.7694
Low	0.7627	0.7638	0.0011	0.1%	0.7506
Close	0.7675	0.7647	-0.0028	-0.4%	0.7647
Range	0.0052	0.0056	0.0004	7.7%	0.0188
ATR	0.0056	0.0056	0.0000	0.0%	0.0000
Volume	133,270	27,840	-105,430	-79.1%	525,688

Daily Pivots for day following 15-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7828	0.7793	0.7678
R3	0.7772	0.7737	0.7662
R2	0.7716	0.7716	0.7657
R1	0.7681	0.7681	0.7652	0.7671
PP	0.7660	0.7660	0.7660	0.7654
S1	0.7625	0.7625	0.7642	0.7615
S2	0.7604	0.7604	0.7637
S3	0.7548	0.7569	0.7632
S4	0.7492	0.7513	0.7616

Weekly Pivots for week ending 15-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8180	0.8101	0.7750
R3	0.7992	0.7913	0.7699
R2	0.7804	0.7804	0.7681
R1	0.7725	0.7725	0.7664	0.7765
PP	0.7616	0.7616	0.7616	0.7635
S1	0.7537	0.7537	0.7630	0.7577
S2	0.7428	0.7428	0.7613
S3	0.7240	0.7349	0.7595
S4	0.7052	0.7161	0.7544

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7694	0.7506	0.0188	2.5%	0.0059	0.8%	75%	True	False	105,137
10	0.7694	0.7501	0.0193	2.5%	0.0056	0.7%	76%	True	False	96,985
20	0.7694	0.7501	0.0193	2.5%	0.0055	0.7%	76%	True	False	97,498
40	0.7877	0.7501	0.0376	4.9%	0.0055	0.7%	39%	False	False	98,866
60	0.7978	0.7501	0.0477	6.2%	0.0055	0.7%	31%	False	False	98,321
80	0.8115	0.7501	0.0614	8.0%	0.0059	0.8%	24%	False	False	84,055
100	0.8115	0.7501	0.0614	8.0%	0.0060	0.8%	24%	False	False	67,365
120	0.8115	0.7501	0.0614	8.0%	0.0061	0.8%	24%	False	False	56,181

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7932
2.618	0.7841
1.618	0.7785
1.000	0.7750
0.618	0.7729
HIGH	0.7694
0.618	0.7673
0.500	0.7666
0.382	0.7659
LOW	0.7638
0.618	0.7603
1.000	0.7582
1.618	0.7547
2.618	0.7491
4.250	0.7400

Fisher Pivots for day following 15-Dec-2017
Pivot	1 day	3 day
R1	0.7666	0.7639
PP	0.7660	0.7631
S1	0.7653	0.7624

Download as Excel Spreadsheet

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

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