CME Australian Dollar Future December 2017

Trading Metrics calculated at close of trading on 30-Oct-2017

Day Change Summary
	Previous	Current
	27-Oct-2017	30-Oct-2017	Change	Change %	Previous Week
Open	0.7656	0.7669	0.0013	0.2%	0.7811
High	0.7675	0.7687	0.0012	0.2%	0.7829
Low	0.7621	0.7651	0.0030	0.4%	0.7621
Close	0.7662	0.7679	0.0017	0.2%	0.7662
Range	0.0054	0.0036	-0.0018	-33.3%	0.0208
ATR	0.0060	0.0058	-0.0002	-2.8%	0.0000
Volume	133,993	72,526	-61,467	-45.9%	618,206

Daily Pivots for day following 30-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7780	0.7766	0.7699
R3	0.7744	0.7730	0.7689
R2	0.7708	0.7708	0.7686
R1	0.7694	0.7694	0.7682	0.7701
PP	0.7672	0.7672	0.7672	0.7676
S1	0.7658	0.7658	0.7676	0.7665
S2	0.7636	0.7636	0.7672
S3	0.7600	0.7622	0.7669
S4	0.7564	0.7586	0.7659

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	0.7820	0.7621	0.0199	2.6%	0.0061	0.8%	29%	False	False	120,283
10	0.7879	0.7621	0.0258	3.4%	0.0054	0.7%	22%	False	False	110,055
20	0.7891	0.7621	0.0270	3.5%	0.0054	0.7%	21%	False	False	101,739
40	0.8115	0.7621	0.0494	6.4%	0.0062	0.8%	12%	False	False	89,273
60	0.8115	0.7621	0.0494	6.4%	0.0063	0.8%	12%	False	False	59,832
80	0.8115	0.7572	0.0543	7.1%	0.0065	0.8%	20%	False	False	44,940
100	0.8115	0.7495	0.0620	8.1%	0.0062	0.8%	30%	False	False	35,985

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0013
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.7840
2.618	0.7781
1.618	0.7745
1.000	0.7723
0.618	0.7709
HIGH	0.7687
0.618	0.7673
0.500	0.7669
0.382	0.7665
LOW	0.7651
0.618	0.7629
1.000	0.7615
1.618	0.7593
2.618	0.7557
4.250	0.7498

Fisher Pivots for day following 30-Oct-2017
Pivot	1 day	3 day
R1	0.7676	0.7676
PP	0.7672	0.7673
S1	0.7669	0.7670

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

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