CME Australian Dollar Future December 2017

Trading Metrics calculated at close of trading on 15-Nov-2017

Day Change Summary
	Previous	Current
	14-Nov-2017	15-Nov-2017	Change	Change %	Previous Week
Open	0.7612	0.7627	0.0015	0.2%	0.7650
High	0.7647	0.7629	-0.0018	-0.2%	0.7698
Low	0.7609	0.7570	-0.0039	-0.5%	0.7624
Close	0.7631	0.7581	-0.0050	-0.7%	0.7656
Range	0.0038	0.0059	0.0021	55.3%	0.0074
ATR	0.0055	0.0055	0.0000	0.8%	0.0000
Volume	103,535	125,331	21,796	21.1%	398,357

Daily Pivots for day following 15-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7770	0.7735	0.7613
R3	0.7711	0.7676	0.7597
R2	0.7652	0.7652	0.7592
R1	0.7617	0.7617	0.7586	0.7605
PP	0.7593	0.7593	0.7593	0.7588
S1	0.7558	0.7558	0.7576	0.7546
S2	0.7534	0.7534	0.7570
S3	0.7475	0.7499	0.7565
S4	0.7416	0.7440	0.7549

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	0.7570	0.0122	1.6%	0.0046	0.6%	9%	False	True	93,220
10	0.7726	0.7570	0.0156	2.1%	0.0054	0.7%	7%	False	True	93,118
20	0.7879	0.7570	0.0309	4.1%	0.0055	0.7%	4%	False	True	102,257
40	0.8027	0.7570	0.0457	6.0%	0.0057	0.7%	2%	False	True	100,460
60	0.8115	0.7570	0.0545	7.2%	0.0061	0.8%	2%	False	True	78,278
80	0.8115	0.7570	0.0545	7.2%	0.0063	0.8%	2%	False	True	58,856
100	0.8115	0.7556	0.0559	7.4%	0.0063	0.8%	4%	False	False	47,131
120	0.8115	0.7357	0.0758	10.0%	0.0060	0.8%	30%	False	False	39,294

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7880
2.618	0.7783
1.618	0.7724
1.000	0.7688
0.618	0.7665
HIGH	0.7629
0.618	0.7606
0.500	0.7600
0.382	0.7593
LOW	0.7570
0.618	0.7534
1.000	0.7511
1.618	0.7475
2.618	0.7416
4.250	0.7319

Fisher Pivots for day following 15-Nov-2017
Pivot	1 day	3 day
R1	0.7600	0.7617
PP	0.7593	0.7605
S1	0.7587	0.7593

Download as Excel Spreadsheet

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

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