CME Australian Dollar Future December 2017

Trading Metrics calculated at close of trading on 01-Nov-2017

Day Change Summary
	Previous	Current
	31-Oct-2017	01-Nov-2017	Change	Change %	Previous Week
Open	0.7684	0.7654	-0.0030	-0.4%	0.7811
High	0.7694	0.7692	-0.0002	0.0%	0.7829
Low	0.7636	0.7644	0.0008	0.1%	0.7621
Close	0.7652	0.7664	0.0012	0.2%	0.7662
Range	0.0058	0.0048	-0.0010	-17.2%	0.0208
ATR	0.0058	0.0057	-0.0001	-1.2%	0.0000
Volume	80,797	104,039	23,242	28.8%	618,206

Daily Pivots for day following 01-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7811	0.7785	0.7690
R3	0.7763	0.7737	0.7677
R2	0.7715	0.7715	0.7673
R1	0.7689	0.7689	0.7668	0.7702
PP	0.7667	0.7667	0.7667	0.7673
S1	0.7641	0.7641	0.7660	0.7654
S2	0.7619	0.7619	0.7655
S3	0.7571	0.7593	0.7651
S4	0.7523	0.7545	0.7638

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	0.7718	0.7621	0.0097	1.3%	0.0053	0.7%	44%	False	False	108,338
10	0.7879	0.7621	0.0258	3.4%	0.0057	0.7%	17%	False	False	111,396
20	0.7891	0.7621	0.0270	3.5%	0.0054	0.7%	16%	False	False	101,950
40	0.8115	0.7621	0.0494	6.4%	0.0061	0.8%	9%	False	False	93,700
60	0.8115	0.7621	0.0494	6.4%	0.0063	0.8%	9%	False	False	62,902
80	0.8115	0.7621	0.0494	6.4%	0.0065	0.9%	9%	False	False	47,249
100	0.8115	0.7509	0.0606	7.9%	0.0062	0.8%	26%	False	False	37,833

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

Fibonacci Retracements and Extensions
4.250	0.7896
2.618	0.7818
1.618	0.7770
1.000	0.7740
0.618	0.7722
HIGH	0.7692
0.618	0.7674
0.500	0.7668
0.382	0.7662
LOW	0.7644
0.618	0.7614
1.000	0.7596
1.618	0.7566
2.618	0.7518
4.250	0.7440

Fisher Pivots for day following 01-Nov-2017
Pivot	1 day	3 day
R1	0.7668	0.7665
PP	0.7667	0.7665
S1	0.7665	0.7664

Download as Excel Spreadsheet

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

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