CME Australian Dollar Future December 2017

Trading Metrics calculated at close of trading on 09-Nov-2017

Day Change Summary
	Previous	Current
	08-Nov-2017	09-Nov-2017	Change	Change %	Previous Week
Open	0.7646	0.7674	0.0028	0.4%	0.7669
High	0.7682	0.7690	0.0008	0.1%	0.7726
Low	0.7641	0.7647	0.0006	0.1%	0.7635
Close	0.7674	0.7679	0.0005	0.1%	0.7646
Range	0.0041	0.0043	0.0002	4.9%	0.0091
ATR	0.0059	0.0058	-0.0001	-1.9%	0.0000
Volume	76,470	90,929	14,459	18.9%	487,134

Daily Pivots for day following 09-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7801	0.7783	0.7703
R3	0.7758	0.7740	0.7691
R2	0.7715	0.7715	0.7687
R1	0.7697	0.7697	0.7683	0.7706
PP	0.7672	0.7672	0.7672	0.7677
S1	0.7654	0.7654	0.7675	0.7663
S2	0.7629	0.7629	0.7671
S3	0.7586	0.7611	0.7667
S4	0.7543	0.7568	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	0.7713	0.7624	0.0089	1.2%	0.0058	0.8%	62%	False	False	89,006
10	0.7726	0.7621	0.0105	1.4%	0.0054	0.7%	55%	False	False	94,737
20	0.7891	0.7621	0.0270	3.5%	0.0056	0.7%	21%	False	False	101,885
40	0.8096	0.7621	0.0475	6.2%	0.0060	0.8%	12%	False	False	101,529
60	0.8115	0.7621	0.0494	6.4%	0.0062	0.8%	12%	False	False	72,066
80	0.8115	0.7621	0.0494	6.4%	0.0064	0.8%	12%	False	False	54,184
100	0.8115	0.7519	0.0596	7.8%	0.0062	0.8%	27%	False	False	43,386

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7873
2.618	0.7803
1.618	0.7760
1.000	0.7733
0.618	0.7717
HIGH	0.7690
0.618	0.7674
0.500	0.7669
0.382	0.7663
LOW	0.7647
0.618	0.7620
1.000	0.7604
1.618	0.7577
2.618	0.7534
4.250	0.7464

Fisher Pivots for day following 09-Nov-2017
Pivot	1 day	3 day
R1	0.7676	0.7673
PP	0.7672	0.7667
S1	0.7669	0.7661

Download as Excel Spreadsheet

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

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