CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 25-Nov-2016

Day Change Summary
	Previous	Current
	23-Nov-2016	25-Nov-2016	Change	Change %	Previous Week
Open	0.7396	0.7378	-0.0018	-0.2%	0.7323
High	0.7439	0.7464	0.0025	0.3%	0.7464
Low	0.7367	0.7359	-0.0008	-0.1%	0.7305
Close	0.7382	0.7422	0.0040	0.5%	0.7422
Range	0.0072	0.0105	0.0033	45.8%	0.0159
ATR	0.0081	0.0083	0.0002	2.1%	0.0000
Volume	92,949	110,680	17,731	19.1%	406,685

Daily Pivots for day following 25-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7730	0.7681	0.7480
R3	0.7625	0.7576	0.7451
R2	0.7520	0.7520	0.7441
R1	0.7471	0.7471	0.7432	0.7496
PP	0.7415	0.7415	0.7415	0.7427
S1	0.7366	0.7366	0.7412	0.7391
S2	0.7310	0.7310	0.7403
S3	0.7205	0.7261	0.7393
S4	0.7100	0.7156	0.7364

Weekly Pivots for week ending 25-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7874	0.7807	0.7509
R3	0.7715	0.7648	0.7466
R2	0.7556	0.7556	0.7451
R1	0.7489	0.7489	0.7437	0.7523
PP	0.7397	0.7397	0.7397	0.7414
S1	0.7330	0.7330	0.7407	0.7364
S2	0.7238	0.7238	0.7393
S3	0.7079	0.7171	0.7378
S4	0.6920	0.7012	0.7335

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7464	0.7305	0.0159	2.1%	0.0076	1.0%	74%	True	False	102,377
10	0.7623	0.7305	0.0318	4.3%	0.0081	1.1%	37%	False	False	108,135
20	0.7771	0.7305	0.0466	6.3%	0.0084	1.1%	25%	False	False	108,180
40	0.7771	0.7305	0.0466	6.3%	0.0076	1.0%	25%	False	False	99,301
60	0.7771	0.7305	0.0466	6.3%	0.0075	1.0%	25%	False	False	83,117
80	0.7771	0.7305	0.0466	6.3%	0.0073	1.0%	25%	False	False	62,438
100	0.7771	0.7305	0.0466	6.3%	0.0073	1.0%	25%	False	False	49,985
120	0.7771	0.7242	0.0529	7.1%	0.0072	1.0%	34%	False	False	41,672

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7910
2.618	0.7739
1.618	0.7634
1.000	0.7569
0.618	0.7529
HIGH	0.7464
0.618	0.7424
0.500	0.7412
0.382	0.7399
LOW	0.7359
0.618	0.7294
1.000	0.7254
1.618	0.7189
2.618	0.7084
4.250	0.6913

Fisher Pivots for day following 25-Nov-2016
Pivot	1 day	3 day
R1	0.7419	0.7418
PP	0.7415	0.7415
S1	0.7412	0.7411

Download as Excel Spreadsheet

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

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