CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 07-Dec-2016

Day Change Summary
	Previous	Current
	06-Dec-2016	07-Dec-2016	Change	Change %	Previous Week
Open	0.7472	0.7456	-0.0016	-0.2%	0.7433
High	0.7480	0.7482	0.0002	0.0%	0.7495
Low	0.7428	0.7414	-0.0014	-0.2%	0.7367
Close	0.7455	0.7473	0.0018	0.2%	0.7442
Range	0.0052	0.0068	0.0016	30.8%	0.0128
ATR	0.0078	0.0078	-0.0001	-1.0%	0.0000
Volume	66,509	82,135	15,626	23.5%	465,911

Daily Pivots for day following 07-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7660	0.7635	0.7510
R3	0.7592	0.7567	0.7492
R2	0.7524	0.7524	0.7485
R1	0.7499	0.7499	0.7479	0.7512
PP	0.7456	0.7456	0.7456	0.7463
S1	0.7431	0.7431	0.7467	0.7444
S2	0.7388	0.7388	0.7461
S3	0.7320	0.7363	0.7454
S4	0.7252	0.7295	0.7436

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	0.7496	0.7367	0.0129	1.7%	0.0064	0.9%	82%	False	False	84,933
10	0.7496	0.7359	0.0137	1.8%	0.0075	1.0%	83%	False	False	91,291
20	0.7764	0.7305	0.0459	6.1%	0.0088	1.2%	37%	False	False	111,151
40	0.7771	0.7305	0.0466	6.2%	0.0078	1.0%	36%	False	False	98,940
60	0.7771	0.7305	0.0466	6.2%	0.0073	1.0%	36%	False	False	93,617
80	0.7771	0.7305	0.0466	6.2%	0.0074	1.0%	36%	False	False	71,265
100	0.7771	0.7305	0.0466	6.2%	0.0074	1.0%	36%	False	False	57,072
120	0.7771	0.7272	0.0499	6.7%	0.0074	1.0%	40%	False	False	47,578

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	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7771
2.618	0.7660
1.618	0.7592
1.000	0.7550
0.618	0.7524
HIGH	0.7482
0.618	0.7456
0.500	0.7448
0.382	0.7440
LOW	0.7414
0.618	0.7372
1.000	0.7346
1.618	0.7304
2.618	0.7236
4.250	0.7125

Fisher Pivots for day following 07-Dec-2016
Pivot	1 day	3 day
R1	0.7465	0.7467
PP	0.7456	0.7460
S1	0.7448	0.7454

Download as Excel Spreadsheet

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

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