CME Australian Dollar Future December 2017

Trading Metrics calculated at close of trading on 23-Oct-2017

Day Change Summary
	Previous	Current
	20-Oct-2017	23-Oct-2017	Change	Change %	Previous Week
Open	0.7873	0.7811	-0.0062	-0.8%	0.7877
High	0.7877	0.7829	-0.0048	-0.6%	0.7884
Low	0.7803	0.7791	-0.0012	-0.2%	0.7803
Close	0.7809	0.7801	-0.0008	-0.1%	0.7809
Range	0.0074	0.0038	-0.0036	-48.6%	0.0081
ATR	0.0058	0.0057	-0.0001	-2.5%	0.0000
Volume	119,130	89,313	-29,817	-25.0%	493,715

Daily Pivots for day following 23-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7921	0.7899	0.7822
R3	0.7883	0.7861	0.7811
R2	0.7845	0.7845	0.7808
R1	0.7823	0.7823	0.7804	0.7815
PP	0.7807	0.7807	0.7807	0.7803
S1	0.7785	0.7785	0.7798	0.7777
S2	0.7769	0.7769	0.7794
S3	0.7731	0.7747	0.7791
S4	0.7693	0.7709	0.7780

Weekly Pivots for week ending 20-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8075	0.8023	0.7854
R3	0.7994	0.7942	0.7831
R2	0.7913	0.7913	0.7824
R1	0.7861	0.7861	0.7816	0.7847
PP	0.7832	0.7832	0.7832	0.7825
S1	0.7780	0.7780	0.7802	0.7766
S2	0.7751	0.7751	0.7794
S3	0.7670	0.7699	0.7787
S4	0.7589	0.7618	0.7764

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7879	0.7791	0.0088	1.1%	0.0047	0.6%	11%	False	True	99,826
10	0.7891	0.7744	0.0147	1.9%	0.0049	0.6%	39%	False	False	95,298
20	0.7941	0.7725	0.0216	2.8%	0.0053	0.7%	35%	False	False	97,607
40	0.8115	0.7725	0.0390	5.0%	0.0063	0.8%	19%	False	False	74,416
60	0.8115	0.7725	0.0390	5.0%	0.0063	0.8%	19%	False	False	49,831
80	0.8115	0.7556	0.0559	7.2%	0.0065	0.8%	44%	False	False	37,433
100	0.8115	0.7390	0.0725	9.3%	0.0061	0.8%	57%	False	False	29,977

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	0.0007
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7991
2.618	0.7928
1.618	0.7890
1.000	0.7867
0.618	0.7852
HIGH	0.7829
0.618	0.7814
0.500	0.7810
0.382	0.7806
LOW	0.7791
0.618	0.7768
1.000	0.7753
1.618	0.7730
2.618	0.7692
4.250	0.7630

Fisher Pivots for day following 23-Oct-2017
Pivot	1 day	3 day
R1	0.7810	0.7835
PP	0.7807	0.7824
S1	0.7804	0.7812

Download as Excel Spreadsheet

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

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