CME Australian Dollar Future December 2017

Trading Metrics calculated at close of trading on 16-Oct-2017

Day Change Summary
	Previous	Current
	13-Oct-2017	16-Oct-2017	Change	Change %	Previous Week
Open	0.7816	0.7877	0.0061	0.8%	0.7768
High	0.7891	0.7884	-0.0007	-0.1%	0.7891
Low	0.7813	0.7837	0.0024	0.3%	0.7740
Close	0.7877	0.7842	-0.0035	-0.4%	0.7877
Range	0.0078	0.0047	-0.0031	-39.7%	0.0151
ATR	0.0062	0.0061	-0.0001	-1.7%	0.0000
Volume	112,404	83,895	-28,509	-25.4%	423,815

Daily Pivots for day following 16-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7995	0.7966	0.7868
R3	0.7948	0.7919	0.7855
R2	0.7901	0.7901	0.7851
R1	0.7872	0.7872	0.7846	0.7863
PP	0.7854	0.7854	0.7854	0.7850
S1	0.7825	0.7825	0.7838	0.7816
S2	0.7807	0.7807	0.7833
S3	0.7760	0.7778	0.7829
S4	0.7713	0.7731	0.7816

Weekly Pivots for week ending 13-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8289	0.8234	0.7960
R3	0.8138	0.8083	0.7919
R2	0.7987	0.7987	0.7905
R1	0.7932	0.7932	0.7891	0.7960
PP	0.7836	0.7836	0.7836	0.7850
S1	0.7781	0.7781	0.7863	0.7809
S2	0.7685	0.7685	0.7849
S3	0.7534	0.7630	0.7835
S4	0.7383	0.7479	0.7794

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7891	0.7744	0.0147	1.9%	0.0051	0.7%	67%	False	False	90,770
10	0.7891	0.7725	0.0166	2.1%	0.0054	0.7%	70%	False	False	93,424
20	0.8096	0.7725	0.0371	4.7%	0.0063	0.8%	32%	False	False	101,160
40	0.8115	0.7725	0.0390	5.0%	0.0064	0.8%	30%	False	False	62,024
60	0.8115	0.7725	0.0390	5.0%	0.0066	0.8%	30%	False	False	41,544
80	0.8115	0.7525	0.0590	7.5%	0.0064	0.8%	54%	False	False	31,208

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8084
2.618	0.8007
1.618	0.7960
1.000	0.7931
0.618	0.7913
HIGH	0.7884
0.618	0.7866
0.500	0.7861
0.382	0.7855
LOW	0.7837
0.618	0.7808
1.000	0.7790
1.618	0.7761
2.618	0.7714
4.250	0.7637

Fisher Pivots for day following 16-Oct-2017
Pivot	1 day	3 day
R1	0.7861	0.7840
PP	0.7854	0.7838
S1	0.7848	0.7837

Download as Excel Spreadsheet

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

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