CME Australian Dollar Future December 2017

Trading Metrics calculated at close of trading on 08-Nov-2017

Day Change Summary
	Previous	Current
	07-Nov-2017	08-Nov-2017	Change	Change %	Previous Week
Open	0.7684	0.7646	-0.0038	-0.5%	0.7669
High	0.7698	0.7682	-0.0016	-0.2%	0.7726
Low	0.7624	0.7641	0.0017	0.2%	0.7635
Close	0.7639	0.7674	0.0035	0.5%	0.7646
Range	0.0074	0.0041	-0.0033	-44.6%	0.0091
ATR	0.0060	0.0059	-0.0001	-2.0%	0.0000
Volume	91,492	76,470	-15,022	-16.4%	487,134

Daily Pivots for day following 08-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7789	0.7772	0.7697
R3	0.7748	0.7731	0.7685
R2	0.7707	0.7707	0.7682
R1	0.7690	0.7690	0.7678	0.7699
PP	0.7666	0.7666	0.7666	0.7670
S1	0.7649	0.7649	0.7670	0.7658
S2	0.7625	0.7625	0.7666
S3	0.7584	0.7608	0.7663
S4	0.7543	0.7567	0.7651

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%	0.0061	0.8%	49%	False	False	93,017
10	0.7726	0.7621	0.0105	1.4%	0.0057	0.7%	50%	False	False	100,677
20	0.7891	0.7621	0.0270	3.5%	0.0056	0.7%	20%	False	False	101,516
40	0.8096	0.7621	0.0475	6.2%	0.0060	0.8%	11%	False	False	101,243
60	0.8115	0.7621	0.0494	6.4%	0.0063	0.8%	11%	False	False	70,569
80	0.8115	0.7621	0.0494	6.4%	0.0064	0.8%	11%	False	False	53,049
100	0.8115	0.7519	0.0596	7.8%	0.0062	0.8%	26%	False	False	42,477

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7856
2.618	0.7789
1.618	0.7748
1.000	0.7723
0.618	0.7707
HIGH	0.7682
0.618	0.7666
0.500	0.7662
0.382	0.7657
LOW	0.7641
0.618	0.7616
1.000	0.7600
1.618	0.7575
2.618	0.7534
4.250	0.7467

Fisher Pivots for day following 08-Nov-2017
Pivot	1 day	3 day
R1	0.7670	0.7670
PP	0.7666	0.7665
S1	0.7662	0.7661

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

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