CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 02-Dec-2016

Day Change Summary
	Previous	Current
	01-Dec-2016	02-Dec-2016	Change	Change %	Previous Week
Open	0.7382	0.7410	0.0028	0.4%	0.7433
High	0.7418	0.7465	0.0047	0.6%	0.7495
Low	0.7367	0.7398	0.0031	0.4%	0.7367
Close	0.7410	0.7442	0.0032	0.4%	0.7442
Range	0.0051	0.0067	0.0016	31.4%	0.0128
ATR	0.0081	0.0080	-0.0001	-1.3%	0.0000
Volume	96,856	84,435	-12,421	-12.8%	465,911

Daily Pivots for day following 02-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7636	0.7606	0.7479
R3	0.7569	0.7539	0.7460
R2	0.7502	0.7502	0.7454
R1	0.7472	0.7472	0.7448	0.7487
PP	0.7435	0.7435	0.7435	0.7443
S1	0.7405	0.7405	0.7436	0.7420
S2	0.7368	0.7368	0.7430
S3	0.7301	0.7338	0.7424
S4	0.7234	0.7271	0.7405

Weekly Pivots for week ending 02-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7819	0.7758	0.7512
R3	0.7691	0.7630	0.7477
R2	0.7563	0.7563	0.7465
R1	0.7502	0.7502	0.7454	0.7533
PP	0.7435	0.7435	0.7435	0.7450
S1	0.7374	0.7374	0.7430	0.7405
S2	0.7307	0.7307	0.7419
S3	0.7179	0.7246	0.7407
S4	0.7051	0.7118	0.7372

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7495	0.7367	0.0128	1.7%	0.0074	1.0%	59%	False	False	93,182
10	0.7495	0.7305	0.0190	2.6%	0.0075	1.0%	72%	False	False	97,779
20	0.7771	0.7305	0.0466	6.3%	0.0087	1.2%	29%	False	False	110,667
40	0.7771	0.7305	0.0466	6.3%	0.0078	1.0%	29%	False	False	99,600
60	0.7771	0.7305	0.0466	6.3%	0.0075	1.0%	29%	False	False	90,617
80	0.7771	0.7305	0.0466	6.3%	0.0073	1.0%	29%	False	False	68,248
100	0.7771	0.7305	0.0466	6.3%	0.0073	1.0%	29%	False	False	54,641
120	0.7771	0.7242	0.0529	7.1%	0.0074	1.0%	38%	False	False	45,551

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7750
2.618	0.7640
1.618	0.7573
1.000	0.7532
0.618	0.7506
HIGH	0.7465
0.618	0.7439
0.500	0.7432
0.382	0.7424
LOW	0.7398
0.618	0.7357
1.000	0.7331
1.618	0.7290
2.618	0.7223
4.250	0.7113

Fisher Pivots for day following 02-Dec-2016
Pivot	1 day	3 day
R1	0.7439	0.7438
PP	0.7435	0.7435
S1	0.7432	0.7431

Download as Excel Spreadsheet

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

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