CME Australian Dollar Future December 2017

Trading Metrics calculated at close of trading on 06-Oct-2017

Day Change Summary
	Previous	Current
	05-Oct-2017	06-Oct-2017	Change	Change %	Previous Week
Open	0.7851	0.7786	-0.0065	-0.8%	0.7831
High	0.7859	0.7792	-0.0067	-0.9%	0.7868
Low	0.7780	0.7725	-0.0055	-0.7%	0.7725
Close	0.7783	0.7767	-0.0016	-0.2%	0.7767
Range	0.0079	0.0067	-0.0012	-15.2%	0.0143
ATR	0.0067	0.0067	0.0000	0.0%	0.0000
Volume	105,710	140,194	34,484	32.6%	510,122

Daily Pivots for day following 06-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7962	0.7932	0.7804
R3	0.7895	0.7865	0.7785
R2	0.7828	0.7828	0.7779
R1	0.7798	0.7798	0.7773	0.7780
PP	0.7761	0.7761	0.7761	0.7752
S1	0.7731	0.7731	0.7761	0.7712
S2	0.7694	0.7694	0.7755
S3	0.7627	0.7664	0.7749
S4	0.7560	0.7597	0.7730

Weekly Pivots for week ending 06-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8216	0.8134	0.7846
R3	0.8073	0.7991	0.7806
R2	0.7930	0.7930	0.7793
R1	0.7848	0.7848	0.7780	0.7818
PP	0.7787	0.7787	0.7787	0.7771
S1	0.7705	0.7705	0.7754	0.7675
S2	0.7644	0.7644	0.7741
S3	0.7501	0.7562	0.7728
S4	0.7358	0.7419	0.7688

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7868	0.7725	0.0143	1.8%	0.0060	0.8%	29%	False	True	102,024
10	0.7966	0.7725	0.0241	3.1%	0.0059	0.8%	17%	False	True	104,081
20	0.8096	0.7725	0.0371	4.8%	0.0067	0.9%	11%	False	True	96,743
40	0.8115	0.7725	0.0390	5.0%	0.0068	0.9%	11%	False	True	49,479
60	0.8115	0.7714	0.0401	5.2%	0.0070	0.9%	13%	False	False	33,108
80	0.8115	0.7519	0.0596	7.7%	0.0064	0.8%	42%	False	False	24,873

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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8077
2.618	0.7967
1.618	0.7900
1.000	0.7859
0.618	0.7833
HIGH	0.7792
0.618	0.7766
0.500	0.7759
0.382	0.7751
LOW	0.7725
0.618	0.7684
1.000	0.7658
1.618	0.7617
2.618	0.7550
4.250	0.7440

Fisher Pivots for day following 06-Oct-2017
Pivot	1 day	3 day
R1	0.7764	0.7797
PP	0.7761	0.7787
S1	0.7759	0.7777

Download as Excel Spreadsheet

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

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