CME Australian Dollar Future December 2017

Trading Metrics calculated at close of trading on 05-Oct-2017

Day Change Summary
	Previous	Current
	04-Oct-2017	05-Oct-2017	Change	Change %	Previous Week
Open	0.7825	0.7851	0.0026	0.3%	0.7948
High	0.7868	0.7859	-0.0009	-0.1%	0.7966
Low	0.7822	0.7780	-0.0042	-0.5%	0.7792
Close	0.7854	0.7783	-0.0071	-0.9%	0.7836
Range	0.0046	0.0079	0.0033	71.7%	0.0174
ATR	0.0066	0.0067	0.0001	1.4%	0.0000
Volume	95,164	105,710	10,546	11.1%	530,688

Daily Pivots for day following 05-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8044	0.7993	0.7826
R3	0.7965	0.7914	0.7805
R2	0.7886	0.7886	0.7797
R1	0.7835	0.7835	0.7790	0.7821
PP	0.7807	0.7807	0.7807	0.7801
S1	0.7756	0.7756	0.7776	0.7742
S2	0.7728	0.7728	0.7769
S3	0.7649	0.7677	0.7761
S4	0.7570	0.7598	0.7740

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%	0.0054	0.7%	7%	False	False	93,008
10	0.7978	0.7777	0.0201	2.6%	0.0060	0.8%	3%	False	False	100,598
20	0.8115	0.7777	0.0338	4.3%	0.0067	0.9%	2%	False	False	90,295
40	0.8115	0.7777	0.0338	4.3%	0.0067	0.9%	2%	False	False	45,991
60	0.8115	0.7662	0.0453	5.8%	0.0070	0.9%	27%	False	False	30,774
80	0.8115	0.7518	0.0597	7.7%	0.0064	0.8%	44%	False	False	23,124

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	0.0010
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8195
2.618	0.8066
1.618	0.7987
1.000	0.7938
0.618	0.7908
HIGH	0.7859
0.618	0.7829
0.500	0.7820
0.382	0.7810
LOW	0.7780
0.618	0.7731
1.000	0.7701
1.618	0.7652
2.618	0.7573
4.250	0.7444

Fisher Pivots for day following 05-Oct-2017
Pivot	1 day	3 day
R1	0.7820	0.7823
PP	0.7807	0.7809
S1	0.7795	0.7796

Download as Excel Spreadsheet

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

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