CME Australian Dollar Future December 2017

Trading Metrics calculated at close of trading on 31-Oct-2017

Day Change Summary
	Previous	Current
	30-Oct-2017	31-Oct-2017	Change	Change %	Previous Week
Open	0.7669	0.7684	0.0015	0.2%	0.7811
High	0.7687	0.7694	0.0007	0.1%	0.7829
Low	0.7651	0.7636	-0.0015	-0.2%	0.7621
Close	0.7679	0.7652	-0.0027	-0.4%	0.7662
Range	0.0036	0.0058	0.0022	61.1%	0.0208
ATR	0.0058	0.0058	0.0000	0.0%	0.0000
Volume	72,526	80,797	8,271	11.4%	618,206

Daily Pivots for day following 31-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7835	0.7801	0.7684
R3	0.7777	0.7743	0.7668
R2	0.7719	0.7719	0.7663
R1	0.7685	0.7685	0.7657	0.7673
PP	0.7661	0.7661	0.7661	0.7655
S1	0.7627	0.7627	0.7647	0.7615
S2	0.7603	0.7603	0.7641
S3	0.7545	0.7569	0.7636
S4	0.7487	0.7511	0.7620

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	0.7780	0.7621	0.0159	2.1%	0.0062	0.8%	19%	False	False	116,728
10	0.7879	0.7621	0.0258	3.4%	0.0056	0.7%	12%	False	False	109,283
20	0.7891	0.7621	0.0270	3.5%	0.0054	0.7%	11%	False	False	101,506
40	0.8115	0.7621	0.0494	6.5%	0.0061	0.8%	6%	False	False	91,165
60	0.8115	0.7621	0.0494	6.5%	0.0063	0.8%	6%	False	False	61,172
80	0.8115	0.7589	0.0526	6.9%	0.0065	0.9%	12%	False	False	45,950
100	0.8115	0.7508	0.0607	7.9%	0.0062	0.8%	24%	False	False	36,793

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7941
2.618	0.7846
1.618	0.7788
1.000	0.7752
0.618	0.7730
HIGH	0.7694
0.618	0.7672
0.500	0.7665
0.382	0.7658
LOW	0.7636
0.618	0.7600
1.000	0.7578
1.618	0.7542
2.618	0.7484
4.250	0.7389

Fisher Pivots for day following 31-Oct-2017
Pivot	1 day	3 day
R1	0.7665	0.7658
PP	0.7661	0.7656
S1	0.7656	0.7654

Download as Excel Spreadsheet

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

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