CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 29-Nov-2016

Day Change Summary
	Previous	Current
	28-Nov-2016	29-Nov-2016	Change	Change %	Previous Week
Open	0.7433	0.7485	0.0052	0.7%	0.7323
High	0.7489	0.7494	0.0005	0.1%	0.7464
Low	0.7429	0.7428	-0.0001	0.0%	0.7305
Close	0.7470	0.7485	0.0015	0.2%	0.7422
Range	0.0060	0.0066	0.0006	10.0%	0.0159
ATR	0.0082	0.0080	-0.0001	-1.4%	0.0000
Volume	85,068	84,007	-1,061	-1.2%	406,685

Daily Pivots for day following 29-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7667	0.7642	0.7521
R3	0.7601	0.7576	0.7503
R2	0.7535	0.7535	0.7497
R1	0.7510	0.7510	0.7491	0.7518
PP	0.7469	0.7469	0.7469	0.7473
S1	0.7444	0.7444	0.7479	0.7452
S2	0.7403	0.7403	0.7473
S3	0.7337	0.7378	0.7467
S4	0.7271	0.7312	0.7449

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	0.7494	0.7358	0.0136	1.8%	0.0071	0.9%	93%	True	False	93,996
10	0.7574	0.7305	0.0269	3.6%	0.0079	1.1%	67%	False	False	102,398
20	0.7771	0.7305	0.0466	6.2%	0.0086	1.1%	39%	False	False	109,091
40	0.7771	0.7305	0.0466	6.2%	0.0076	1.0%	39%	False	False	99,480
60	0.7771	0.7305	0.0466	6.2%	0.0075	1.0%	39%	False	False	85,886
80	0.7771	0.7305	0.0466	6.2%	0.0073	1.0%	39%	False	False	64,546
100	0.7771	0.7305	0.0466	6.2%	0.0073	1.0%	39%	False	False	51,674
120	0.7771	0.7242	0.0529	7.1%	0.0073	1.0%	46%	False	False	43,079

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7775
2.618	0.7667
1.618	0.7601
1.000	0.7560
0.618	0.7535
HIGH	0.7494
0.618	0.7469
0.500	0.7461
0.382	0.7453
LOW	0.7428
0.618	0.7387
1.000	0.7362
1.618	0.7321
2.618	0.7255
4.250	0.7147

Fisher Pivots for day following 29-Nov-2016
Pivot	1 day	3 day
R1	0.7477	0.7466
PP	0.7469	0.7446
S1	0.7461	0.7427

Download as Excel Spreadsheet

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

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