CME Australian Dollar Future March 2017

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	0.7371	0.7404	0.0033	0.4%	0.7421
High	0.7403	0.7450	0.0047	0.6%	0.7478
Low	0.7352	0.7383	0.0031	0.4%	0.7352
Close	0.7395	0.7427	0.0032	0.4%	0.7427
Range	0.0051	0.0067	0.0016	31.4%	0.0126
ATR	0.0079	0.0078	-0.0001	-1.1%	0.0000
Volume	1,492	1,091	-401	-26.9%	9,247

Daily Pivots for day following 02-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7621	0.7591	0.7464
R3	0.7554	0.7524	0.7445
R2	0.7487	0.7487	0.7439
R1	0.7457	0.7457	0.7433	0.7472
PP	0.7420	0.7420	0.7420	0.7428
S1	0.7390	0.7390	0.7421	0.7405
S2	0.7353	0.7353	0.7415
S3	0.7286	0.7323	0.7409
S4	0.7219	0.7256	0.7390

Weekly Pivots for week ending 02-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7797	0.7738	0.7496
R3	0.7671	0.7612	0.7462
R2	0.7545	0.7545	0.7450
R1	0.7486	0.7486	0.7439	0.7516
PP	0.7419	0.7419	0.7419	0.7434
S1	0.7360	0.7360	0.7415	0.7390
S2	0.7293	0.7293	0.7404
S3	0.7167	0.7234	0.7392
S4	0.7041	0.7108	0.7358

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7478	0.7352	0.0126	1.7%	0.0072	1.0%	60%	False	False	1,849
10	0.7478	0.7293	0.0185	2.5%	0.0073	1.0%	72%	False	False	1,310
20	0.7754	0.7293	0.0461	6.2%	0.0085	1.1%	29%	False	False	976
40	0.7754	0.7293	0.0461	6.2%	0.0074	1.0%	29%	False	False	605
60	0.7754	0.7293	0.0461	6.2%	0.0069	0.9%	29%	False	False	428

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	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7735
2.618	0.7625
1.618	0.7558
1.000	0.7517
0.618	0.7491
HIGH	0.7450
0.618	0.7424
0.500	0.7417
0.382	0.7409
LOW	0.7383
0.618	0.7342
1.000	0.7316
1.618	0.7275
2.618	0.7208
4.250	0.7098

Fisher Pivots for day following 02-Dec-2016
Pivot	1 day	3 day
R1	0.7424	0.7423
PP	0.7420	0.7419
S1	0.7417	0.7415

Download as Excel Spreadsheet

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

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