CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 07-Nov-2016

Day Change Summary
	Previous	Current
	04-Nov-2016	07-Nov-2016	Change	Change %	Previous Week
Open	0.7672	0.7663	-0.0009	-0.1%	0.7583
High	0.7690	0.7721	0.0031	0.4%	0.7690
Low	0.7644	0.7658	0.0014	0.2%	0.7574
Close	0.7668	0.7709	0.0041	0.5%	0.7668
Range	0.0046	0.0063	0.0017	37.0%	0.0116
ATR	0.0066	0.0065	0.0000	-0.3%	0.0000
Volume	81,376	75,852	-5,524	-6.8%	405,773

Daily Pivots for day following 07-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7885	0.7860	0.7744
R3	0.7822	0.7797	0.7726
R2	0.7759	0.7759	0.7721
R1	0.7734	0.7734	0.7715	0.7747
PP	0.7696	0.7696	0.7696	0.7702
S1	0.7671	0.7671	0.7703	0.7684
S2	0.7633	0.7633	0.7697
S3	0.7570	0.7608	0.7692
S4	0.7507	0.7545	0.7674

Weekly Pivots for week ending 04-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7992	0.7946	0.7732
R3	0.7876	0.7830	0.7700
R2	0.7760	0.7760	0.7689
R1	0.7714	0.7714	0.7679	0.7737
PP	0.7644	0.7644	0.7644	0.7656
S1	0.7598	0.7598	0.7657	0.7621
S2	0.7528	0.7528	0.7647
S3	0.7412	0.7482	0.7636
S4	0.7296	0.7366	0.7604

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7721	0.7589	0.0132	1.7%	0.0063	0.8%	91%	True	False	84,505
10	0.7721	0.7547	0.0174	2.3%	0.0063	0.8%	93%	True	False	84,510
20	0.7725	0.7494	0.0231	3.0%	0.0067	0.9%	93%	False	False	87,676
40	0.7725	0.7423	0.0302	3.9%	0.0066	0.9%	95%	False	False	83,862
60	0.7726	0.7423	0.0303	3.9%	0.0069	0.9%	94%	False	False	56,698
80	0.7728	0.7394	0.0334	4.3%	0.0069	0.9%	94%	False	False	42,598
100	0.7728	0.7272	0.0456	5.9%	0.0071	0.9%	96%	False	False	34,098
120	0.7728	0.7121	0.0607	7.9%	0.0063	0.8%	97%	False	False	28,422

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	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7989
2.618	0.7886
1.618	0.7823
1.000	0.7784
0.618	0.7760
HIGH	0.7721
0.618	0.7697
0.500	0.7690
0.382	0.7682
LOW	0.7658
0.618	0.7619
1.000	0.7595
1.618	0.7556
2.618	0.7493
4.250	0.7390

Fisher Pivots for day following 07-Nov-2016
Pivot	1 day	3 day
R1	0.7703	0.7698
PP	0.7696	0.7686
S1	0.7690	0.7675

Download as Excel Spreadsheet

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

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