CME Australian Dollar Future December 2017

Trading Metrics calculated at close of trading on 26-Oct-2017

Day Change Summary
	Previous	Current
	25-Oct-2017	26-Oct-2017	Change	Change %	Previous Week
Open	0.7771	0.7698	-0.0073	-0.9%	0.7877
High	0.7780	0.7718	-0.0062	-0.8%	0.7884
Low	0.7685	0.7650	-0.0035	-0.5%	0.7803
Close	0.7690	0.7662	-0.0028	-0.4%	0.7809
Range	0.0095	0.0068	-0.0027	-28.4%	0.0081
ATR	0.0060	0.0060	0.0001	1.0%	0.0000
Volume	145,989	150,337	4,348	3.0%	493,715

Daily Pivots for day following 26-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7881	0.7839	0.7699
R3	0.7813	0.7771	0.7681
R2	0.7745	0.7745	0.7674
R1	0.7703	0.7703	0.7668	0.7690
PP	0.7677	0.7677	0.7677	0.7670
S1	0.7635	0.7635	0.7656	0.7622
S2	0.7609	0.7609	0.7650
S3	0.7541	0.7567	0.7643
S4	0.7473	0.7499	0.7625

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	0.7877	0.7650	0.0227	3.0%	0.0066	0.9%	5%	False	True	120,668
10	0.7891	0.7650	0.0241	3.1%	0.0058	0.8%	5%	False	True	109,033
20	0.7891	0.7650	0.0241	3.1%	0.0054	0.7%	5%	False	True	100,348
40	0.8115	0.7650	0.0465	6.1%	0.0063	0.8%	3%	False	True	84,218
60	0.8115	0.7650	0.0465	6.1%	0.0063	0.8%	3%	False	True	56,405
80	0.8115	0.7558	0.0557	7.3%	0.0065	0.8%	19%	False	False	42,359
100	0.8115	0.7495	0.0620	8.1%	0.0061	0.8%	27%	False	False	33,922

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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8007
2.618	0.7896
1.618	0.7828
1.000	0.7786
0.618	0.7760
HIGH	0.7718
0.618	0.7692
0.500	0.7684
0.382	0.7676
LOW	0.7650
0.618	0.7608
1.000	0.7582
1.618	0.7540
2.618	0.7472
4.250	0.7361

Fisher Pivots for day following 26-Oct-2017
Pivot	1 day	3 day
R1	0.7684	0.7735
PP	0.7677	0.7711
S1	0.7669	0.7686

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

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