CME Australian Dollar Future December 2017

Trading Metrics calculated at close of trading on 13-Nov-2017

Day Change Summary
	Previous	Current
	10-Nov-2017	13-Nov-2017	Change	Change %	Previous Week
Open	0.7674	0.7648	-0.0026	-0.3%	0.7650
High	0.7692	0.7663	-0.0029	-0.4%	0.7698
Low	0.7651	0.7613	-0.0038	-0.5%	0.7624
Close	0.7656	0.7623	-0.0033	-0.4%	0.7656
Range	0.0041	0.0050	0.0009	22.0%	0.0074
ATR	0.0056	0.0056	0.0000	-0.8%	0.0000
Volume	72,114	74,194	2,080	2.9%	398,357

Daily Pivots for day following 13-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7783	0.7753	0.7651
R3	0.7733	0.7703	0.7637
R2	0.7683	0.7683	0.7632
R1	0.7653	0.7653	0.7628	0.7643
PP	0.7633	0.7633	0.7633	0.7628
S1	0.7603	0.7603	0.7618	0.7593
S2	0.7583	0.7583	0.7614
S3	0.7533	0.7553	0.7609
S4	0.7483	0.7503	0.7596

Weekly Pivots for week ending 10-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7881	0.7843	0.7697
R3	0.7807	0.7769	0.7676
R2	0.7733	0.7733	0.7670
R1	0.7695	0.7695	0.7663	0.7714
PP	0.7659	0.7659	0.7659	0.7669
S1	0.7621	0.7621	0.7649	0.7640
S2	0.7585	0.7585	0.7642
S3	0.7511	0.7547	0.7636
S4	0.7437	0.7473	0.7615

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7698	0.7613	0.0085	1.1%	0.0050	0.7%	12%	False	True	81,039
10	0.7726	0.7613	0.0113	1.5%	0.0055	0.7%	9%	False	True	88,715
20	0.7879	0.7613	0.0266	3.5%	0.0054	0.7%	4%	False	True	99,385
40	0.8096	0.7613	0.0483	6.3%	0.0059	0.8%	2%	False	True	100,272
60	0.8115	0.7613	0.0502	6.6%	0.0061	0.8%	2%	False	True	74,478
80	0.8115	0.7613	0.0502	6.6%	0.0063	0.8%	2%	False	True	56,004
100	0.8115	0.7525	0.0590	7.7%	0.0062	0.8%	17%	False	False	44,843

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7876
2.618	0.7794
1.618	0.7744
1.000	0.7713
0.618	0.7694
HIGH	0.7663
0.618	0.7644
0.500	0.7638
0.382	0.7632
LOW	0.7613
0.618	0.7582
1.000	0.7563
1.618	0.7532
2.618	0.7482
4.250	0.7401

Fisher Pivots for day following 13-Nov-2017
Pivot	1 day	3 day
R1	0.7638	0.7653
PP	0.7633	0.7643
S1	0.7628	0.7633

Download as Excel Spreadsheet

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

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