CME Australian Dollar Future December 2017

Trading Metrics calculated at close of trading on 27-Oct-2017

Day Change Summary
	Previous	Current
	26-Oct-2017	27-Oct-2017	Change	Change %	Previous Week
Open	0.7698	0.7656	-0.0042	-0.5%	0.7811
High	0.7718	0.7675	-0.0043	-0.6%	0.7829
Low	0.7650	0.7621	-0.0029	-0.4%	0.7621
Close	0.7662	0.7662	0.0000	0.0%	0.7662
Range	0.0068	0.0054	-0.0014	-20.6%	0.0208
ATR	0.0060	0.0060	0.0000	-0.7%	0.0000
Volume	150,337	133,993	-16,344	-10.9%	618,206

Daily Pivots for day following 27-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7815	0.7792	0.7692
R3	0.7761	0.7738	0.7677
R2	0.7707	0.7707	0.7672
R1	0.7684	0.7684	0.7667	0.7696
PP	0.7653	0.7653	0.7653	0.7658
S1	0.7630	0.7630	0.7657	0.7642
S2	0.7599	0.7599	0.7652
S3	0.7545	0.7576	0.7647
S4	0.7491	0.7522	0.7632

Weekly Pivots for week ending 27-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8328	0.8203	0.7776
R3	0.8120	0.7995	0.7719
R2	0.7912	0.7912	0.7700
R1	0.7787	0.7787	0.7681	0.7746
PP	0.7704	0.7704	0.7704	0.7683
S1	0.7579	0.7579	0.7643	0.7538
S2	0.7496	0.7496	0.7624
S3	0.7288	0.7371	0.7605
S4	0.7080	0.7163	0.7548

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7829	0.7621	0.0208	2.7%	0.0062	0.8%	20%	False	True	123,641
10	0.7884	0.7621	0.0263	3.4%	0.0055	0.7%	16%	False	True	111,192
20	0.7891	0.7621	0.0270	3.5%	0.0055	0.7%	15%	False	True	102,292
40	0.8115	0.7621	0.0494	6.4%	0.0063	0.8%	8%	False	True	87,540
60	0.8115	0.7621	0.0494	6.4%	0.0064	0.8%	8%	False	True	58,634
80	0.8115	0.7558	0.0557	7.3%	0.0065	0.8%	19%	False	False	44,033
100	0.8115	0.7495	0.0620	8.1%	0.0061	0.8%	27%	False	False	35,260

Crabel Price Patterns
NR	True
NR4	True
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	0.0012
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7905
2.618	0.7816
1.618	0.7762
1.000	0.7729
0.618	0.7708
HIGH	0.7675
0.618	0.7654
0.500	0.7648
0.382	0.7642
LOW	0.7621
0.618	0.7588
1.000	0.7567
1.618	0.7534
2.618	0.7480
4.250	0.7392

Fisher Pivots for day following 27-Oct-2017
Pivot	1 day	3 day
R1	0.7657	0.7701
PP	0.7653	0.7688
S1	0.7648	0.7675

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

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