CME Australian Dollar Future December 2017

Trading Metrics calculated at close of trading on 22-Nov-2017

Day Change Summary
	Previous	Current
	21-Nov-2017	22-Nov-2017	Change	Change %	Previous Week
Open	0.7545	0.7575	0.0030	0.4%	0.7648
High	0.7588	0.7622	0.0034	0.4%	0.7663
Low	0.7530	0.7553	0.0023	0.3%	0.7533
Close	0.7581	0.7612	0.0031	0.4%	0.7564
Range	0.0058	0.0069	0.0011	19.0%	0.0130
ATR	0.0054	0.0055	0.0001	2.0%	0.0000
Volume	92,689	89,856	-2,833	-3.1%	481,637

Daily Pivots for day following 22-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7803	0.7776	0.7650
R3	0.7734	0.7707	0.7631
R2	0.7665	0.7665	0.7625
R1	0.7638	0.7638	0.7618	0.7652
PP	0.7596	0.7596	0.7596	0.7602
S1	0.7569	0.7569	0.7606	0.7583
S2	0.7527	0.7527	0.7599
S3	0.7458	0.7500	0.7593
S4	0.7389	0.7431	0.7574

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	0.7622	0.7530	0.0092	1.2%	0.0054	0.7%	89%	True	False	88,080
10	0.7692	0.7530	0.0162	2.1%	0.0050	0.7%	51%	False	False	90,650
20	0.7726	0.7530	0.0196	2.6%	0.0054	0.7%	42%	False	False	95,664
40	0.7891	0.7530	0.0361	4.7%	0.0054	0.7%	23%	False	False	97,082
60	0.8115	0.7530	0.0585	7.7%	0.0061	0.8%	14%	False	False	85,554
80	0.8115	0.7530	0.0585	7.7%	0.0061	0.8%	14%	False	False	64,342
100	0.8115	0.7530	0.0585	7.7%	0.0063	0.8%	14%	False	False	51,523
120	0.8115	0.7443	0.0672	8.8%	0.0060	0.8%	25%	False	False	42,961

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.0014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7915
2.618	0.7803
1.618	0.7734
1.000	0.7691
0.618	0.7665
HIGH	0.7622
0.618	0.7596
0.500	0.7588
0.382	0.7579
LOW	0.7553
0.618	0.7510
1.000	0.7484
1.618	0.7441
2.618	0.7372
4.250	0.7260

Fisher Pivots for day following 22-Nov-2017
Pivot	1 day	3 day
R1	0.7604	0.7600
PP	0.7596	0.7588
S1	0.7588	0.7576

Download as Excel Spreadsheet

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

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