CME Australian Dollar Future December 2017

Trading Metrics calculated at close of trading on 10-Oct-2017

Day Change Summary
	Previous	Current
	09-Oct-2017	10-Oct-2017	Change	Change %	Previous Week
Open	0.7768	0.7748	-0.0020	-0.3%	0.7831
High	0.7776	0.7790	0.0014	0.2%	0.7868
Low	0.7740	0.7744	0.0004	0.1%	0.7725
Close	0.7751	0.7776	0.0025	0.3%	0.7767
Range	0.0036	0.0046	0.0010	27.8%	0.0143
ATR	0.0065	0.0063	-0.0001	-2.1%	0.0000
Volume	53,860	91,677	37,817	70.2%	510,122

Daily Pivots for day following 10-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7908	0.7888	0.7801
R3	0.7862	0.7842	0.7789
R2	0.7816	0.7816	0.7784
R1	0.7796	0.7796	0.7780	0.7806
PP	0.7770	0.7770	0.7770	0.7775
S1	0.7750	0.7750	0.7772	0.7760
S2	0.7724	0.7724	0.7768
S3	0.7678	0.7704	0.7763
S4	0.7632	0.7658	0.7751

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%	0.0055	0.7%	36%	False	False	97,321
10	0.7880	0.7725	0.0155	2.0%	0.0053	0.7%	33%	False	False	97,718
20	0.8096	0.7725	0.0371	4.8%	0.0066	0.9%	14%	False	False	101,277
40	0.8115	0.7725	0.0390	5.0%	0.0067	0.9%	13%	False	False	53,080
60	0.8115	0.7725	0.0390	5.0%	0.0069	0.9%	13%	False	False	35,526
80	0.8115	0.7519	0.0596	7.7%	0.0064	0.8%	43%	False	False	26,689

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7985
2.618	0.7910
1.618	0.7864
1.000	0.7836
0.618	0.7818
HIGH	0.7790
0.618	0.7772
0.500	0.7767
0.382	0.7762
LOW	0.7744
0.618	0.7716
1.000	0.7698
1.618	0.7670
2.618	0.7624
4.250	0.7549

Fisher Pivots for day following 10-Oct-2017
Pivot	1 day	3 day
R1	0.7773	0.7770
PP	0.7770	0.7764
S1	0.7767	0.7759

Download as Excel Spreadsheet

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

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