CME Australian Dollar Future December 2017

Trading Metrics calculated at close of trading on 16-Aug-2017

Day Change Summary
	Previous	Current
	15-Aug-2017	16-Aug-2017	Change	Change %	Previous Week
Open	0.7838	0.7809	-0.0029	-0.4%	0.7917
High	0.7863	0.7921	0.0058	0.7%	0.7935
Low	0.7796	0.7805	0.0009	0.1%	0.7827
Close	0.7806	0.7905	0.0099	1.3%	0.7883
Range	0.0067	0.0116	0.0049	73.1%	0.0108
ATR	0.0065	0.0068	0.0004	5.7%	0.0000
Volume	1,669	1,136	-533	-31.9%	3,610

Daily Pivots for day following 16-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8225	0.8181	0.7969
R3	0.8109	0.8065	0.7937
R2	0.7993	0.7993	0.7926
R1	0.7949	0.7949	0.7916	0.7971
PP	0.7877	0.7877	0.7877	0.7888
S1	0.7833	0.7833	0.7894	0.7855
S2	0.7761	0.7761	0.7884
S3	0.7645	0.7717	0.7873
S4	0.7529	0.7601	0.7841

Weekly Pivots for week ending 11-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8206	0.8152	0.7942
R3	0.8098	0.8044	0.7913
R2	0.7990	0.7990	0.7903
R1	0.7936	0.7936	0.7893	0.7909
PP	0.7882	0.7882	0.7882	0.7868
S1	0.7828	0.7828	0.7873	0.7801
S2	0.7774	0.7774	0.7863
S3	0.7666	0.7720	0.7853
S4	0.7558	0.7612	0.7824

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7921	0.7796	0.0125	1.6%	0.0073	0.9%	87%	True	False	995
10	0.7966	0.7796	0.0170	2.2%	0.0065	0.8%	64%	False	False	770
20	0.8050	0.7796	0.0254	3.2%	0.0072	0.9%	43%	False	False	540
40	0.8050	0.7519	0.0531	6.7%	0.0063	0.8%	73%	False	False	367

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.8414
2.618	0.8225
1.618	0.8109
1.000	0.8037
0.618	0.7993
HIGH	0.7921
0.618	0.7877
0.500	0.7863
0.382	0.7849
LOW	0.7805
0.618	0.7733
1.000	0.7689
1.618	0.7617
2.618	0.7501
4.250	0.7312

Fisher Pivots for day following 16-Aug-2017
Pivot	1 day	3 day
R1	0.7891	0.7890
PP	0.7877	0.7874
S1	0.7863	0.7859

Download as Excel Spreadsheet

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

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