CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 01-Nov-2016

Day Change Summary
	Previous	Current
	31-Oct-2016	01-Nov-2016	Change	Change %	Previous Week
Open	0.7583	0.7596	0.0013	0.2%	0.7592
High	0.7610	0.7680	0.0070	0.9%	0.7699
Low	0.7574	0.7589	0.0015	0.2%	0.7547
Close	0.7592	0.7639	0.0047	0.6%	0.7588
Range	0.0036	0.0091	0.0055	152.8%	0.0152
ATR	0.0067	0.0068	0.0002	2.6%	0.0000
Volume	59,098	106,726	47,628	80.6%	421,490

Daily Pivots for day following 01-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7909	0.7865	0.7689
R3	0.7818	0.7774	0.7664
R2	0.7727	0.7727	0.7656
R1	0.7683	0.7683	0.7647	0.7705
PP	0.7636	0.7636	0.7636	0.7647
S1	0.7592	0.7592	0.7631	0.7614
S2	0.7545	0.7545	0.7622
S3	0.7454	0.7501	0.7614
S4	0.7363	0.7410	0.7589

Weekly Pivots for week ending 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8067	0.7980	0.7672
R3	0.7915	0.7828	0.7630
R2	0.7763	0.7763	0.7616
R1	0.7676	0.7676	0.7602	0.7644
PP	0.7611	0.7611	0.7611	0.7595
S1	0.7524	0.7524	0.7574	0.7492
S2	0.7459	0.7459	0.7560
S3	0.7307	0.7372	0.7546
S4	0.7155	0.7220	0.7504

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7699	0.7547	0.0152	2.0%	0.0067	0.9%	61%	False	False	90,072
10	0.7725	0.7547	0.0178	2.3%	0.0070	0.9%	52%	False	False	86,923
20	0.7725	0.7494	0.0231	3.0%	0.0067	0.9%	63%	False	False	90,142
40	0.7725	0.7423	0.0302	4.0%	0.0069	0.9%	72%	False	False	76,829
60	0.7728	0.7423	0.0305	4.0%	0.0069	0.9%	71%	False	False	51,475
80	0.7728	0.7394	0.0334	4.4%	0.0070	0.9%	73%	False	False	38,653
100	0.7728	0.7242	0.0486	6.4%	0.0071	0.9%	82%	False	False	30,944
120	0.7728	0.7121	0.0607	7.9%	0.0062	0.8%	85%	False	False	25,790

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	0.0015
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8067
2.618	0.7918
1.618	0.7827
1.000	0.7771
0.618	0.7736
HIGH	0.7680
0.618	0.7645
0.500	0.7635
0.382	0.7624
LOW	0.7589
0.618	0.7533
1.000	0.7498
1.618	0.7442
2.618	0.7351
4.250	0.7202

Fisher Pivots for day following 01-Nov-2016
Pivot	1 day	3 day
R1	0.7638	0.7631
PP	0.7636	0.7622
S1	0.7635	0.7614

Download as Excel Spreadsheet

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

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