CME Australian Dollar Future December 2017

Trading Metrics calculated at close of trading on 17-Nov-2017

Day Change Summary
	Previous	Current
	16-Nov-2017	17-Nov-2017	Change	Change %	Previous Week
Open	0.7583	0.7584	0.0001	0.0%	0.7648
High	0.7607	0.7605	-0.0002	0.0%	0.7663
Low	0.7566	0.7533	-0.0033	-0.4%	0.7533
Close	0.7585	0.7564	-0.0021	-0.3%	0.7564
Range	0.0041	0.0072	0.0031	75.6%	0.0130
ATR	0.0054	0.0055	0.0001	2.4%	0.0000
Volume	78,813	99,764	20,951	26.6%	481,637

Daily Pivots for day following 17-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7783	0.7746	0.7604
R3	0.7711	0.7674	0.7584
R2	0.7639	0.7639	0.7577
R1	0.7602	0.7602	0.7571	0.7585
PP	0.7567	0.7567	0.7567	0.7559
S1	0.7530	0.7530	0.7557	0.7513
S2	0.7495	0.7495	0.7551
S3	0.7423	0.7458	0.7544
S4	0.7351	0.7386	0.7524

Weekly Pivots for week ending 17-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7977	0.7900	0.7636
R3	0.7847	0.7770	0.7600
R2	0.7717	0.7717	0.7588
R1	0.7640	0.7640	0.7576	0.7614
PP	0.7587	0.7587	0.7587	0.7573
S1	0.7510	0.7510	0.7552	0.7484
S2	0.7457	0.7457	0.7540
S3	0.7327	0.7380	0.7528
S4	0.7197	0.7250	0.7493

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7663	0.7533	0.0130	1.7%	0.0052	0.7%	24%	False	True	96,327
10	0.7698	0.7533	0.0165	2.2%	0.0051	0.7%	19%	False	True	87,999
20	0.7829	0.7533	0.0296	3.9%	0.0055	0.7%	10%	False	True	99,266
40	0.7966	0.7533	0.0433	5.7%	0.0054	0.7%	7%	False	True	98,591
60	0.8115	0.7533	0.0582	7.7%	0.0061	0.8%	5%	False	True	81,232
80	0.8115	0.7533	0.0582	7.7%	0.0061	0.8%	5%	False	True	61,076
100	0.8115	0.7533	0.0582	7.7%	0.0063	0.8%	5%	False	True	48,913
120	0.8115	0.7357	0.0758	10.0%	0.0060	0.8%	27%	False	False	40,781

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7911
2.618	0.7793
1.618	0.7721
1.000	0.7677
0.618	0.7649
HIGH	0.7605
0.618	0.7577
0.500	0.7569
0.382	0.7561
LOW	0.7533
0.618	0.7489
1.000	0.7461
1.618	0.7417
2.618	0.7345
4.250	0.7227

Fisher Pivots for day following 17-Nov-2017
Pivot	1 day	3 day
R1	0.7569	0.7581
PP	0.7567	0.7575
S1	0.7566	0.7570

Download as Excel Spreadsheet

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

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