CME Australian Dollar Future December 2017

Trading Metrics calculated at close of trading on 06-Nov-2017

Day Change Summary
	Previous	Current
	03-Nov-2017	06-Nov-2017	Change	Change %	Previous Week
Open	0.7711	0.7650	-0.0061	-0.8%	0.7669
High	0.7713	0.7690	-0.0023	-0.3%	0.7726
Low	0.7635	0.7635	0.0000	0.0%	0.7635
Close	0.7646	0.7685	0.0039	0.5%	0.7646
Range	0.0078	0.0055	-0.0023	-29.5%	0.0091
ATR	0.0059	0.0059	0.0000	-0.5%	0.0000
Volume	118,787	67,352	-51,435	-43.3%	487,134

Daily Pivots for day following 06-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7835	0.7815	0.7715
R3	0.7780	0.7760	0.7700
R2	0.7725	0.7725	0.7695
R1	0.7705	0.7705	0.7690	0.7715
PP	0.7670	0.7670	0.7670	0.7675
S1	0.7650	0.7650	0.7680	0.7660
S2	0.7615	0.7615	0.7675
S3	0.7560	0.7595	0.7670
S4	0.7505	0.7540	0.7655

Weekly Pivots for week ending 03-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7942	0.7885	0.7696
R3	0.7851	0.7794	0.7671
R2	0.7760	0.7760	0.7663
R1	0.7703	0.7703	0.7654	0.7686
PP	0.7669	0.7669	0.7669	0.7661
S1	0.7612	0.7612	0.7638	0.7595
S2	0.7578	0.7578	0.7629
S3	0.7487	0.7521	0.7621
S4	0.7396	0.7430	0.7596

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7726	0.7635	0.0091	1.2%	0.0059	0.8%	55%	False	True	96,392
10	0.7820	0.7621	0.0199	2.6%	0.0060	0.8%	32%	False	False	108,337
20	0.7891	0.7621	0.0270	3.5%	0.0055	0.7%	24%	False	False	101,818
40	0.8096	0.7621	0.0475	6.2%	0.0061	0.8%	13%	False	False	99,972
60	0.8115	0.7621	0.0494	6.4%	0.0063	0.8%	13%	False	False	67,805
80	0.8115	0.7621	0.0494	6.4%	0.0065	0.8%	13%	False	False	50,955
100	0.8115	0.7519	0.0596	7.8%	0.0062	0.8%	28%	False	False	40,798

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7924
2.618	0.7834
1.618	0.7779
1.000	0.7745
0.618	0.7724
HIGH	0.7690
0.618	0.7669
0.500	0.7663
0.382	0.7656
LOW	0.7635
0.618	0.7601
1.000	0.7580
1.618	0.7546
2.618	0.7491
4.250	0.7401

Fisher Pivots for day following 06-Nov-2017
Pivot	1 day	3 day
R1	0.7678	0.7684
PP	0.7670	0.7682
S1	0.7663	0.7681

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

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