CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 17-Nov-2016

Day Change Summary
	Previous	Current
	16-Nov-2016	17-Nov-2016	Change	Change %	Previous Week
Open	0.7550	0.7483	-0.0067	-0.9%	0.7663
High	0.7563	0.7495	-0.0068	-0.9%	0.7771
Low	0.7453	0.7390	-0.0063	-0.8%	0.7518
Close	0.7474	0.7405	-0.0069	-0.9%	0.7527
Range	0.0110	0.0105	-0.0005	-4.5%	0.0253
ATR	0.0083	0.0085	0.0002	1.9%	0.0000
Volume	121,473	114,715	-6,758	-5.6%	711,740

Daily Pivots for day following 17-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7745	0.7680	0.7463
R3	0.7640	0.7575	0.7434
R2	0.7535	0.7535	0.7424
R1	0.7470	0.7470	0.7415	0.7450
PP	0.7430	0.7430	0.7430	0.7420
S1	0.7365	0.7365	0.7395	0.7345
S2	0.7325	0.7325	0.7386
S3	0.7220	0.7260	0.7376
S4	0.7115	0.7155	0.7347

Weekly Pivots for week ending 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8364	0.8199	0.7666
R3	0.8111	0.7946	0.7597
R2	0.7858	0.7858	0.7573
R1	0.7693	0.7693	0.7550	0.7649
PP	0.7605	0.7605	0.7605	0.7584
S1	0.7440	0.7440	0.7504	0.7396
S2	0.7352	0.7352	0.7481
S3	0.7099	0.7187	0.7457
S4	0.6846	0.6934	0.7388

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7623	0.7390	0.0233	3.1%	0.0086	1.2%	6%	False	True	113,893
10	0.7771	0.7390	0.0381	5.1%	0.0100	1.3%	4%	False	True	123,556
20	0.7771	0.7390	0.0381	5.1%	0.0081	1.1%	4%	False	True	102,884
40	0.7771	0.7390	0.0381	5.1%	0.0075	1.0%	4%	False	True	96,308
60	0.7771	0.7390	0.0381	5.1%	0.0075	1.0%	4%	False	True	74,626
80	0.7771	0.7390	0.0381	5.1%	0.0074	1.0%	4%	False	True	56,051
100	0.7771	0.7336	0.0435	5.9%	0.0072	1.0%	16%	False	False	44,872
120	0.7771	0.7160	0.0611	8.3%	0.0070	1.0%	40%	False	False	37,407

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7941
2.618	0.7770
1.618	0.7665
1.000	0.7600
0.618	0.7560
HIGH	0.7495
0.618	0.7455
0.500	0.7443
0.382	0.7430
LOW	0.7390
0.618	0.7325
1.000	0.7285
1.618	0.7220
2.618	0.7115
4.250	0.6944

Fisher Pivots for day following 17-Nov-2016
Pivot	1 day	3 day
R1	0.7443	0.7482
PP	0.7430	0.7456
S1	0.7418	0.7431

Download as Excel Spreadsheet

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

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