CME Australian Dollar Future December 2017

Trading Metrics calculated at close of trading on 28-Sep-2017

Day Change Summary
	Previous	Current
	27-Sep-2017	28-Sep-2017	Change	Change %	Previous Week
Open	0.7877	0.7841	-0.0036	-0.5%	0.7991
High	0.7880	0.7853	-0.0027	-0.3%	0.8096
Low	0.7828	0.7792	-0.0036	-0.5%	0.7899
Close	0.7852	0.7851	-0.0001	0.0%	0.7956
Range	0.0052	0.0061	0.0009	17.3%	0.0197
ATR	0.0073	0.0072	-0.0001	-1.2%	0.0000
Volume	113,019	113,391	372	0.3%	565,623

Daily Pivots for day following 28-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8015	0.7994	0.7885
R3	0.7954	0.7933	0.7868
R2	0.7893	0.7893	0.7862
R1	0.7872	0.7872	0.7857	0.7882
PP	0.7832	0.7832	0.7832	0.7837
S1	0.7811	0.7811	0.7845	0.7822
S2	0.7771	0.7771	0.7840
S3	0.7710	0.7750	0.7834
S4	0.7649	0.7689	0.7817

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	0.7978	0.7792	0.0186	2.4%	0.0066	0.8%	32%	False	True	108,189
10	0.8096	0.7792	0.0304	3.9%	0.0077	1.0%	19%	False	True	110,684
20	0.8115	0.7792	0.0323	4.1%	0.0072	0.9%	18%	False	True	68,087
40	0.8115	0.7792	0.0323	4.1%	0.0068	0.9%	18%	False	True	34,433
60	0.8115	0.7558	0.0557	7.1%	0.0068	0.9%	53%	False	False	23,029
80	0.8115	0.7495	0.0620	7.9%	0.0063	0.8%	57%	False	False	17,316

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8112
2.618	0.8013
1.618	0.7952
1.000	0.7914
0.618	0.7891
HIGH	0.7853
0.618	0.7830
0.500	0.7823
0.382	0.7815
LOW	0.7792
0.618	0.7754
1.000	0.7731
1.618	0.7693
2.618	0.7632
4.250	0.7533

Fisher Pivots for day following 28-Sep-2017
Pivot	1 day	3 day
R1	0.7842	0.7867
PP	0.7832	0.7861
S1	0.7823	0.7856

Download as Excel Spreadsheet

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

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