CME Australian Dollar Future December 2017

Trading Metrics calculated at close of trading on 24-Oct-2017

Day Change Summary
	Previous	Current
	23-Oct-2017	24-Oct-2017	Change	Change %	Previous Week
Open	0.7811	0.7803	-0.0008	-0.1%	0.7877
High	0.7829	0.7820	-0.0009	-0.1%	0.7884
Low	0.7791	0.7766	-0.0025	-0.3%	0.7803
Close	0.7801	0.7784	-0.0017	-0.2%	0.7809
Range	0.0038	0.0054	0.0016	42.1%	0.0081
ATR	0.0057	0.0056	0.0000	-0.3%	0.0000
Volume	89,313	98,574	9,261	10.4%	493,715

Daily Pivots for day following 24-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7952	0.7922	0.7814
R3	0.7898	0.7868	0.7799
R2	0.7844	0.7844	0.7794
R1	0.7814	0.7814	0.7789	0.7802
PP	0.7790	0.7790	0.7790	0.7784
S1	0.7760	0.7760	0.7779	0.7748
S2	0.7736	0.7736	0.7774
S3	0.7682	0.7706	0.7769
S4	0.7628	0.7652	0.7754

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	0.7766	0.0113	1.5%	0.0049	0.6%	16%	False	True	101,838
10	0.7891	0.7764	0.0127	1.6%	0.0050	0.6%	16%	False	False	95,988
20	0.7891	0.7725	0.0166	2.1%	0.0052	0.7%	36%	False	False	96,853
40	0.8115	0.7725	0.0390	5.0%	0.0064	0.8%	15%	False	False	76,868
60	0.8115	0.7725	0.0390	5.0%	0.0063	0.8%	15%	False	False	51,472
80	0.8115	0.7556	0.0559	7.2%	0.0065	0.8%	41%	False	False	38,663
100	0.8115	0.7408	0.0707	9.1%	0.0061	0.8%	53%	False	False	30,962

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8050
2.618	0.7961
1.618	0.7907
1.000	0.7874
0.618	0.7853
HIGH	0.7820
0.618	0.7799
0.500	0.7793
0.382	0.7787
LOW	0.7766
0.618	0.7733
1.000	0.7712
1.618	0.7679
2.618	0.7625
4.250	0.7536

Fisher Pivots for day following 24-Oct-2017
Pivot	1 day	3 day
R1	0.7793	0.7822
PP	0.7790	0.7809
S1	0.7787	0.7797

Download as Excel Spreadsheet

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

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