CME Australian Dollar Future December 2017

Trading Metrics calculated at close of trading on 24-Nov-2017

Day Change Summary
	Previous	Current
	22-Nov-2017	24-Nov-2017	Change	Change %	Previous Week
Open	0.7575	0.7614	0.0039	0.5%	0.7555
High	0.7622	0.7637	0.0015	0.2%	0.7637
Low	0.7553	0.7602	0.0049	0.6%	0.7530
Close	0.7612	0.7612	0.0000	0.0%	0.7612
Range	0.0069	0.0035	-0.0034	-49.3%	0.0107
ATR	0.0055	0.0054	-0.0001	-2.6%	0.0000
Volume	89,856	81,081	-8,775	-9.8%	342,904

Daily Pivots for day following 24-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7722	0.7702	0.7631
R3	0.7687	0.7667	0.7622
R2	0.7652	0.7652	0.7618
R1	0.7632	0.7632	0.7615	0.7625
PP	0.7617	0.7617	0.7617	0.7613
S1	0.7597	0.7597	0.7609	0.7590
S2	0.7582	0.7582	0.7606
S3	0.7547	0.7562	0.7602
S4	0.7512	0.7527	0.7593

Weekly Pivots for week ending 24-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7914	0.7870	0.7671
R3	0.7807	0.7763	0.7641
R2	0.7700	0.7700	0.7632
R1	0.7656	0.7656	0.7622	0.7678
PP	0.7593	0.7593	0.7593	0.7604
S1	0.7549	0.7549	0.7602	0.7571
S2	0.7486	0.7486	0.7592
S3	0.7379	0.7442	0.7583
S4	0.7272	0.7335	0.7553

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7637	0.7530	0.0107	1.4%	0.0053	0.7%	77%	True	False	88,533
10	0.7692	0.7530	0.0162	2.1%	0.0049	0.6%	51%	False	False	89,665
20	0.7726	0.7530	0.0196	2.6%	0.0052	0.7%	42%	False	False	92,201
40	0.7891	0.7530	0.0361	4.7%	0.0053	0.7%	23%	False	False	96,275
60	0.8115	0.7530	0.0585	7.7%	0.0059	0.8%	14%	False	False	86,879
80	0.8115	0.7530	0.0585	7.7%	0.0061	0.8%	14%	False	False	65,354
100	0.8115	0.7530	0.0585	7.7%	0.0062	0.8%	14%	False	False	52,327
120	0.8115	0.7495	0.0620	8.1%	0.0060	0.8%	19%	False	False	43,635

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7786
2.618	0.7729
1.618	0.7694
1.000	0.7672
0.618	0.7659
HIGH	0.7637
0.618	0.7624
0.500	0.7620
0.382	0.7615
LOW	0.7602
0.618	0.7580
1.000	0.7567
1.618	0.7545
2.618	0.7510
4.250	0.7453

Fisher Pivots for day following 24-Nov-2017
Pivot	1 day	3 day
R1	0.7620	0.7603
PP	0.7617	0.7593
S1	0.7615	0.7584

Download as Excel Spreadsheet

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

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