CME Australian Dollar Future December 2017

Trading Metrics calculated at close of trading on 26-Jul-2017

Day Change Summary
	Previous	Current
	25-Jul-2017	26-Jul-2017	Change	Change %	Previous Week
Open	0.7914	0.7924	0.0010	0.1%	0.7811
High	0.7956	0.7998	0.0042	0.5%	0.7970
Low	0.7891	0.7865	-0.0026	-0.3%	0.7773
Close	0.7925	0.7960	0.0035	0.4%	0.7903
Range	0.0065	0.0133	0.0068	104.6%	0.0197
ATR	0.0062	0.0067	0.0005	8.1%	0.0000
Volume	341	738	397	116.4%	1,238

Daily Pivots for day following 26-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8340	0.8283	0.8033
R3	0.8207	0.8150	0.7997
R2	0.8074	0.8074	0.7984
R1	0.8017	0.8017	0.7972	0.8046
PP	0.7941	0.7941	0.7941	0.7955
S1	0.7884	0.7884	0.7948	0.7913
S2	0.7808	0.7808	0.7936
S3	0.7675	0.7751	0.7923
S4	0.7542	0.7618	0.7887

Weekly Pivots for week ending 21-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8473	0.8385	0.8011
R3	0.8276	0.8188	0.7957
R2	0.8079	0.8079	0.7939
R1	0.7991	0.7991	0.7921	0.8035
PP	0.7882	0.7882	0.7882	0.7904
S1	0.7794	0.7794	0.7885	0.7838
S2	0.7685	0.7685	0.7867
S3	0.7488	0.7597	0.7849
S4	0.7291	0.7400	0.7795

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7998	0.7861	0.0137	1.7%	0.0085	1.1%	72%	True	False	435
10	0.7998	0.7662	0.0336	4.2%	0.0084	1.1%	89%	True	False	316
20	0.7998	0.7556	0.0442	5.6%	0.0067	0.8%	91%	True	False	260
40	0.7998	0.7357	0.0641	8.1%	0.0056	0.7%	94%	True	False	187

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8563
2.618	0.8346
1.618	0.8213
1.000	0.8131
0.618	0.8080
HIGH	0.7998
0.618	0.7947
0.500	0.7932
0.382	0.7916
LOW	0.7865
0.618	0.7783
1.000	0.7732
1.618	0.7650
2.618	0.7517
4.250	0.7300

Fisher Pivots for day following 26-Jul-2017
Pivot	1 day	3 day
R1	0.7951	0.7951
PP	0.7941	0.7941
S1	0.7932	0.7932

Download as Excel Spreadsheet

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

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