CME Australian Dollar Future December 2017

Trading Metrics calculated at close of trading on 07-Nov-2017

Day Change Summary
	Previous	Current
	06-Nov-2017	07-Nov-2017	Change	Change %	Previous Week
Open	0.7650	0.7684	0.0034	0.4%	0.7669
High	0.7690	0.7698	0.0008	0.1%	0.7726
Low	0.7635	0.7624	-0.0011	-0.1%	0.7635
Close	0.7685	0.7639	-0.0046	-0.6%	0.7646
Range	0.0055	0.0074	0.0019	34.5%	0.0091
ATR	0.0059	0.0060	0.0001	1.8%	0.0000
Volume	67,352	91,492	24,140	35.8%	487,134

Daily Pivots for day following 07-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7876	0.7831	0.7680
R3	0.7802	0.7757	0.7659
R2	0.7728	0.7728	0.7653
R1	0.7683	0.7683	0.7646	0.7669
PP	0.7654	0.7654	0.7654	0.7646
S1	0.7609	0.7609	0.7632	0.7595
S2	0.7580	0.7580	0.7625
S3	0.7506	0.7535	0.7619
S4	0.7432	0.7461	0.7598

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	0.7624	0.0102	1.3%	0.0062	0.8%	15%	False	True	98,531
10	0.7780	0.7621	0.0159	2.1%	0.0062	0.8%	11%	False	False	107,629
20	0.7891	0.7621	0.0270	3.5%	0.0056	0.7%	7%	False	False	101,808
40	0.8096	0.7621	0.0475	6.2%	0.0061	0.8%	4%	False	False	101,543
60	0.8115	0.7621	0.0494	6.5%	0.0063	0.8%	4%	False	False	69,323
80	0.8115	0.7621	0.0494	6.5%	0.0065	0.9%	4%	False	False	52,097
100	0.8115	0.7519	0.0596	7.8%	0.0062	0.8%	20%	False	False	41,713

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8013
2.618	0.7892
1.618	0.7818
1.000	0.7772
0.618	0.7744
HIGH	0.7698
0.618	0.7670
0.500	0.7661
0.382	0.7652
LOW	0.7624
0.618	0.7578
1.000	0.7550
1.618	0.7504
2.618	0.7430
4.250	0.7310

Fisher Pivots for day following 07-Nov-2017
Pivot	1 day	3 day
R1	0.7661	0.7669
PP	0.7654	0.7659
S1	0.7646	0.7649

Download as Excel Spreadsheet

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

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