CME Australian Dollar Future December 2017

Trading Metrics calculated at close of trading on 22-Sep-2017

Day Change Summary
	Previous	Current
	21-Sep-2017	22-Sep-2017	Change	Change %	Previous Week
Open	0.8027	0.7922	-0.0105	-1.3%	0.7991
High	0.8027	0.7978	-0.0049	-0.6%	0.8096
Low	0.7909	0.7899	-0.0010	-0.1%	0.7899
Close	0.7922	0.7956	0.0034	0.4%	0.7956
Range	0.0118	0.0079	-0.0039	-33.1%	0.0197
ATR	0.0075	0.0075	0.0000	0.4%	0.0000
Volume	147,960	105,371	-42,589	-28.8%	565,623

Daily Pivots for day following 22-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8181	0.8148	0.7999
R3	0.8102	0.8069	0.7978
R2	0.8023	0.8023	0.7970
R1	0.7990	0.7990	0.7963	0.8006
PP	0.7944	0.7944	0.7944	0.7953
S1	0.7911	0.7911	0.7949	0.7928
S2	0.7865	0.7865	0.7942
S3	0.7786	0.7832	0.7934
S4	0.7707	0.7753	0.7913

Weekly Pivots for week ending 22-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8575	0.8462	0.8064
R3	0.8378	0.8265	0.8010
R2	0.8181	0.8181	0.7992
R1	0.8068	0.8068	0.7974	0.8026
PP	0.7984	0.7984	0.7984	0.7963
S1	0.7871	0.7871	0.7938	0.7829
S2	0.7787	0.7787	0.7920
S3	0.7590	0.7674	0.7902
S4	0.7393	0.7477	0.7848

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8096	0.7899	0.0197	2.5%	0.0095	1.2%	29%	False	True	113,124
10	0.8096	0.7899	0.0197	2.5%	0.0075	0.9%	29%	False	True	89,406
20	0.8115	0.7862	0.0253	3.2%	0.0074	0.9%	37%	False	False	46,512
40	0.8115	0.7796	0.0319	4.0%	0.0068	0.9%	50%	False	False	23,560
60	0.8115	0.7556	0.0559	7.0%	0.0068	0.9%	72%	False	False	15,794
80	0.8115	0.7357	0.0758	9.5%	0.0063	0.8%	79%	False	False	11,876

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

Fibonacci Retracements and Extensions
4.250	0.8314
2.618	0.8185
1.618	0.8106
1.000	0.8057
0.618	0.8027
HIGH	0.7978
0.618	0.7948
0.500	0.7939
0.382	0.7929
LOW	0.7899
0.618	0.7850
1.000	0.7820
1.618	0.7771
2.618	0.7692
4.250	0.7563

Fisher Pivots for day following 22-Sep-2017
Pivot	1 day	3 day
R1	0.7950	0.7998
PP	0.7944	0.7984
S1	0.7939	0.7970

Download as Excel Spreadsheet

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

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