CME Australian Dollar Future December 2017

Trading Metrics calculated at close of trading on 14-Nov-2017

Day Change Summary
	Previous	Current
	13-Nov-2017	14-Nov-2017	Change	Change %	Previous Week
Open	0.7648	0.7612	-0.0036	-0.5%	0.7650
High	0.7663	0.7647	-0.0016	-0.2%	0.7698
Low	0.7613	0.7609	-0.0004	-0.1%	0.7624
Close	0.7623	0.7631	0.0008	0.1%	0.7656
Range	0.0050	0.0038	-0.0012	-24.0%	0.0074
ATR	0.0056	0.0055	-0.0001	-2.3%	0.0000
Volume	74,194	103,535	29,341	39.5%	398,357

Daily Pivots for day following 14-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7743	0.7725	0.7652
R3	0.7705	0.7687	0.7641
R2	0.7667	0.7667	0.7638
R1	0.7649	0.7649	0.7634	0.7658
PP	0.7629	0.7629	0.7629	0.7634
S1	0.7611	0.7611	0.7628	0.7620
S2	0.7591	0.7591	0.7624
S3	0.7553	0.7573	0.7621
S4	0.7515	0.7535	0.7610

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	0.7692	0.7609	0.0083	1.1%	0.0043	0.6%	27%	False	True	83,448
10	0.7726	0.7609	0.0117	1.5%	0.0052	0.7%	19%	False	True	90,989
20	0.7879	0.7609	0.0270	3.5%	0.0054	0.7%	8%	False	True	100,136
40	0.8096	0.7609	0.0487	6.4%	0.0058	0.8%	5%	False	True	100,729
60	0.8115	0.7609	0.0506	6.6%	0.0061	0.8%	4%	False	True	76,197
80	0.8115	0.7609	0.0506	6.6%	0.0063	0.8%	4%	False	True	57,294
100	0.8115	0.7548	0.0567	7.4%	0.0062	0.8%	15%	False	False	45,878

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.0010
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.7809
2.618	0.7746
1.618	0.7708
1.000	0.7685
0.618	0.7670
HIGH	0.7647
0.618	0.7632
0.500	0.7628
0.382	0.7624
LOW	0.7609
0.618	0.7586
1.000	0.7571
1.618	0.7548
2.618	0.7510
4.250	0.7448

Fisher Pivots for day following 14-Nov-2017
Pivot	1 day	3 day
R1	0.7630	0.7651
PP	0.7629	0.7644
S1	0.7628	0.7638

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

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