CME Australian Dollar Future December 2017

Trading Metrics calculated at close of trading on 25-Oct-2017

Day Change Summary
	Previous	Current
	24-Oct-2017	25-Oct-2017	Change	Change %	Previous Week
Open	0.7803	0.7771	-0.0032	-0.4%	0.7877
High	0.7820	0.7780	-0.0040	-0.5%	0.7884
Low	0.7766	0.7685	-0.0081	-1.0%	0.7803
Close	0.7784	0.7690	-0.0094	-1.2%	0.7809
Range	0.0054	0.0095	0.0041	75.9%	0.0081
ATR	0.0056	0.0060	0.0003	5.4%	0.0000
Volume	98,574	145,989	47,415	48.1%	493,715

Daily Pivots for day following 25-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8003	0.7942	0.7742
R3	0.7908	0.7847	0.7716
R2	0.7813	0.7813	0.7707
R1	0.7752	0.7752	0.7699	0.7735
PP	0.7718	0.7718	0.7718	0.7710
S1	0.7657	0.7657	0.7681	0.7640
S2	0.7623	0.7623	0.7673
S3	0.7528	0.7562	0.7664
S4	0.7433	0.7467	0.7638

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	0.7685	0.0194	2.5%	0.0061	0.8%	3%	False	True	114,453
10	0.7891	0.7685	0.0206	2.7%	0.0056	0.7%	2%	False	True	102,354
20	0.7891	0.7685	0.0206	2.7%	0.0054	0.7%	2%	False	True	98,501
40	0.8115	0.7685	0.0430	5.6%	0.0064	0.8%	1%	False	True	80,499
60	0.8115	0.7685	0.0430	5.6%	0.0063	0.8%	1%	False	True	53,902
80	0.8115	0.7556	0.0559	7.3%	0.0065	0.8%	24%	False	False	40,488
100	0.8115	0.7443	0.0672	8.7%	0.0061	0.8%	37%	False	False	32,420

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 24 trading days

Fibonacci Retracements and Extensions
4.250	0.8184
2.618	0.8029
1.618	0.7934
1.000	0.7875
0.618	0.7839
HIGH	0.7780
0.618	0.7744
0.500	0.7733
0.382	0.7721
LOW	0.7685
0.618	0.7626
1.000	0.7590
1.618	0.7531
2.618	0.7436
4.250	0.7281

Fisher Pivots for day following 25-Oct-2017
Pivot	1 day	3 day
R1	0.7733	0.7757
PP	0.7718	0.7735
S1	0.7704	0.7712

Download as Excel Spreadsheet

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

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