CME Australian Dollar Future December 2017

Trading Metrics calculated at close of trading on 18-Dec-2017

Day Change Summary
	Previous	Current
	15-Dec-2017	18-Dec-2017	Change	Change %	Previous Week
Open	0.7659	0.7650	-0.0009	-0.1%	0.7511
High	0.7694	0.7674	-0.0020	-0.3%	0.7694
Low	0.7638	0.7642	0.0004	0.1%	0.7506
Close	0.7647	0.7670	0.0023	0.3%	0.7647
Range	0.0056	0.0032	-0.0024	-42.9%	0.0188
ATR	0.0056	0.0054	-0.0002	-3.0%	0.0000
Volume	27,840	1,421	-26,419	-94.9%	525,688

Daily Pivots for day following 18-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7758	0.7746	0.7688
R3	0.7726	0.7714	0.7679
R2	0.7694	0.7694	0.7676
R1	0.7682	0.7682	0.7673	0.7688
PP	0.7662	0.7662	0.7662	0.7665
S1	0.7650	0.7650	0.7667	0.7656
S2	0.7630	0.7630	0.7664
S3	0.7598	0.7618	0.7661
S4	0.7566	0.7586	0.7652

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	0.7519	0.0175	2.3%	0.0058	0.8%	86%	False	False	86,876
10	0.7694	0.7501	0.0193	2.5%	0.0056	0.7%	88%	False	False	89,580
20	0.7694	0.7501	0.0193	2.5%	0.0053	0.7%	88%	False	False	92,581
40	0.7829	0.7501	0.0328	4.3%	0.0054	0.7%	52%	False	False	95,924
60	0.7966	0.7501	0.0465	6.1%	0.0054	0.7%	36%	False	False	96,588
80	0.8115	0.7501	0.0614	8.0%	0.0059	0.8%	28%	False	False	84,069
100	0.8115	0.7501	0.0614	8.0%	0.0059	0.8%	28%	False	False	67,377
120	0.8115	0.7501	0.0614	8.0%	0.0061	0.8%	28%	False	False	56,191

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0010
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7810
2.618	0.7758
1.618	0.7726
1.000	0.7706
0.618	0.7694
HIGH	0.7674
0.618	0.7662
0.500	0.7658
0.382	0.7654
LOW	0.7642
0.618	0.7622
1.000	0.7610
1.618	0.7590
2.618	0.7558
4.250	0.7506

Fisher Pivots for day following 18-Dec-2017
Pivot	1 day	3 day
R1	0.7666	0.7667
PP	0.7662	0.7664
S1	0.7658	0.7661

Download as Excel Spreadsheet

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

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