CME Australian Dollar Future December 2017

Trading Metrics calculated at close of trading on 09-Oct-2017

Day Change Summary
	Previous	Current
	06-Oct-2017	09-Oct-2017	Change	Change %	Previous Week
Open	0.7786	0.7768	-0.0018	-0.2%	0.7831
High	0.7792	0.7776	-0.0016	-0.2%	0.7868
Low	0.7725	0.7740	0.0015	0.2%	0.7725
Close	0.7767	0.7751	-0.0016	-0.2%	0.7767
Range	0.0067	0.0036	-0.0031	-46.3%	0.0143
ATR	0.0067	0.0065	-0.0002	-3.3%	0.0000
Volume	140,194	53,860	-86,334	-61.6%	510,122

Daily Pivots for day following 09-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7864	0.7843	0.7771
R3	0.7828	0.7807	0.7761
R2	0.7792	0.7792	0.7758
R1	0.7771	0.7771	0.7754	0.7764
PP	0.7756	0.7756	0.7756	0.7752
S1	0.7735	0.7735	0.7748	0.7728
S2	0.7720	0.7720	0.7744
S3	0.7684	0.7699	0.7741
S4	0.7648	0.7663	0.7731

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%	0.0056	0.7%	18%	False	False	96,078
10	0.7941	0.7725	0.0216	2.8%	0.0057	0.7%	12%	False	False	99,917
20	0.8096	0.7725	0.0371	4.8%	0.0066	0.9%	7%	False	False	98,127
40	0.8115	0.7725	0.0390	5.0%	0.0067	0.9%	7%	False	False	50,798
60	0.8115	0.7725	0.0390	5.0%	0.0069	0.9%	7%	False	False	34,000
80	0.8115	0.7519	0.0596	7.7%	0.0064	0.8%	39%	False	False	25,543

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	0.7929
2.618	0.7870
1.618	0.7834
1.000	0.7812
0.618	0.7798
HIGH	0.7776
0.618	0.7762
0.500	0.7758
0.382	0.7754
LOW	0.7740
0.618	0.7718
1.000	0.7704
1.618	0.7682
2.618	0.7646
4.250	0.7587

Fisher Pivots for day following 09-Oct-2017
Pivot	1 day	3 day
R1	0.7758	0.7792
PP	0.7756	0.7778
S1	0.7753	0.7765

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

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