CME Australian Dollar Future December 2017

Trading Metrics calculated at close of trading on 04-Oct-2017

Day Change Summary
	Previous	Current
	03-Oct-2017	04-Oct-2017	Change	Change %	Previous Week
Open	0.7823	0.7825	0.0002	0.0%	0.7948
High	0.7831	0.7868	0.0037	0.5%	0.7966
Low	0.7777	0.7822	0.0045	0.6%	0.7792
Close	0.7827	0.7854	0.0027	0.3%	0.7836
Range	0.0054	0.0046	-0.0008	-14.8%	0.0174
ATR	0.0067	0.0066	-0.0002	-2.3%	0.0000
Volume	85,465	95,164	9,699	11.3%	530,688

Daily Pivots for day following 04-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7986	0.7966	0.7879
R3	0.7940	0.7920	0.7867
R2	0.7894	0.7894	0.7862
R1	0.7874	0.7874	0.7858	0.7884
PP	0.7848	0.7848	0.7848	0.7853
S1	0.7828	0.7828	0.7850	0.7838
S2	0.7802	0.7802	0.7846
S3	0.7756	0.7782	0.7841
S4	0.7710	0.7736	0.7829

Weekly Pivots for week ending 29-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8387	0.8285	0.7932
R3	0.8213	0.8111	0.7884
R2	0.8039	0.8039	0.7868
R1	0.7937	0.7937	0.7852	0.7901
PP	0.7865	0.7865	0.7865	0.7847
S1	0.7763	0.7763	0.7820	0.7727
S2	0.7691	0.7691	0.7804
S3	0.7517	0.7589	0.7788
S4	0.7343	0.7415	0.7740

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7868	0.7777	0.0091	1.2%	0.0050	0.6%	85%	True	False	94,544
10	0.8027	0.7777	0.0250	3.2%	0.0064	0.8%	31%	False	False	104,823
20	0.8115	0.7777	0.0338	4.3%	0.0067	0.9%	23%	False	False	85,450
40	0.8115	0.7777	0.0338	4.3%	0.0067	0.9%	23%	False	False	43,378
60	0.8115	0.7628	0.0487	6.2%	0.0069	0.9%	46%	False	False	29,015
80	0.8115	0.7509	0.0606	7.7%	0.0064	0.8%	57%	False	False	21,804

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	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8064
2.618	0.7988
1.618	0.7942
1.000	0.7914
0.618	0.7896
HIGH	0.7868
0.618	0.7850
0.500	0.7845
0.382	0.7840
LOW	0.7822
0.618	0.7794
1.000	0.7776
1.618	0.7748
2.618	0.7702
4.250	0.7627

Fisher Pivots for day following 04-Oct-2017
Pivot	1 day	3 day
R1	0.7851	0.7844
PP	0.7848	0.7833
S1	0.7845	0.7823

Download as Excel Spreadsheet

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

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