CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 30-Nov-2016

Day Change Summary
	Previous	Current
	29-Nov-2016	30-Nov-2016	Change	Change %	Previous Week
Open	0.7485	0.7482	-0.0003	0.0%	0.7323
High	0.7494	0.7495	0.0001	0.0%	0.7464
Low	0.7428	0.7371	-0.0057	-0.8%	0.7305
Close	0.7485	0.7386	-0.0099	-1.3%	0.7422
Range	0.0066	0.0124	0.0058	87.9%	0.0159
ATR	0.0080	0.0084	0.0003	3.9%	0.0000
Volume	84,007	115,545	31,538	37.5%	406,685

Daily Pivots for day following 30-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7789	0.7712	0.7454
R3	0.7665	0.7588	0.7420
R2	0.7541	0.7541	0.7409
R1	0.7464	0.7464	0.7397	0.7441
PP	0.7417	0.7417	0.7417	0.7406
S1	0.7340	0.7340	0.7375	0.7317
S2	0.7293	0.7293	0.7363
S3	0.7169	0.7216	0.7352
S4	0.7045	0.7092	0.7318

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	0.7495	0.7359	0.0136	1.8%	0.0085	1.2%	20%	True	False	97,649
10	0.7563	0.7305	0.0258	3.5%	0.0085	1.1%	31%	False	False	103,269
20	0.7771	0.7305	0.0466	6.3%	0.0087	1.2%	17%	False	False	109,532
40	0.7771	0.7305	0.0466	6.3%	0.0077	1.0%	17%	False	False	99,837
60	0.7771	0.7305	0.0466	6.3%	0.0075	1.0%	17%	False	False	87,730
80	0.7771	0.7305	0.0466	6.3%	0.0074	1.0%	17%	False	False	65,989
100	0.7771	0.7305	0.0466	6.3%	0.0074	1.0%	17%	False	False	52,829
120	0.7771	0.7242	0.0529	7.2%	0.0073	1.0%	27%	False	False	44,042

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.8022
2.618	0.7820
1.618	0.7696
1.000	0.7619
0.618	0.7572
HIGH	0.7495
0.618	0.7448
0.500	0.7433
0.382	0.7418
LOW	0.7371
0.618	0.7294
1.000	0.7247
1.618	0.7170
2.618	0.7046
4.250	0.6844

Fisher Pivots for day following 30-Nov-2016
Pivot	1 day	3 day
R1	0.7433	0.7433
PP	0.7417	0.7417
S1	0.7402	0.7402

Download as Excel Spreadsheet

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

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