CME Australian Dollar Future December 2017

Trading Metrics calculated at close of trading on 20-Nov-2017

Day Change Summary
	Previous	Current
	17-Nov-2017	20-Nov-2017	Change	Change %	Previous Week
Open	0.7584	0.7555	-0.0029	-0.4%	0.7648
High	0.7605	0.7572	-0.0033	-0.4%	0.7663
Low	0.7533	0.7541	0.0008	0.1%	0.7533
Close	0.7564	0.7544	-0.0020	-0.3%	0.7564
Range	0.0072	0.0031	-0.0041	-56.9%	0.0130
ATR	0.0055	0.0054	-0.0002	-3.1%	0.0000
Volume	99,764	79,278	-20,486	-20.5%	481,637

Daily Pivots for day following 20-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7645	0.7626	0.7561
R3	0.7614	0.7595	0.7553
R2	0.7583	0.7583	0.7550
R1	0.7564	0.7564	0.7547	0.7558
PP	0.7552	0.7552	0.7552	0.7550
S1	0.7533	0.7533	0.7541	0.7527
S2	0.7521	0.7521	0.7538
S3	0.7490	0.7502	0.7535
S4	0.7459	0.7471	0.7527

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	0.7647	0.7533	0.0114	1.5%	0.0048	0.6%	10%	False	False	97,344
10	0.7698	0.7533	0.0165	2.2%	0.0049	0.6%	7%	False	False	89,192
20	0.7820	0.7533	0.0287	3.8%	0.0055	0.7%	4%	False	False	98,764
40	0.7941	0.7533	0.0408	5.4%	0.0054	0.7%	3%	False	False	98,186
60	0.8115	0.7533	0.0582	7.7%	0.0061	0.8%	2%	False	False	82,532
80	0.8115	0.7533	0.0582	7.7%	0.0061	0.8%	2%	False	False	62,064
100	0.8115	0.7533	0.0582	7.7%	0.0063	0.8%	2%	False	False	49,700
120	0.8115	0.7390	0.0725	9.6%	0.0060	0.8%	21%	False	False	41,441

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 94 trading days

Fibonacci Retracements and Extensions
4.250	0.7704
2.618	0.7653
1.618	0.7622
1.000	0.7603
0.618	0.7591
HIGH	0.7572
0.618	0.7560
0.500	0.7557
0.382	0.7553
LOW	0.7541
0.618	0.7522
1.000	0.7510
1.618	0.7491
2.618	0.7460
4.250	0.7409

Fisher Pivots for day following 20-Nov-2017
Pivot	1 day	3 day
R1	0.7557	0.7570
PP	0.7552	0.7561
S1	0.7548	0.7553

Download as Excel Spreadsheet

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

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