CME Australian Dollar Future December 2017

Trading Metrics calculated at close of trading on 27-Nov-2017

Day Change Summary
	Previous	Current
	24-Nov-2017	27-Nov-2017	Change	Change %	Previous Week
Open	0.7614	0.7610	-0.0004	-0.1%	0.7555
High	0.7637	0.7643	0.0006	0.1%	0.7637
Low	0.7602	0.7591	-0.0011	-0.1%	0.7530
Close	0.7612	0.7606	-0.0006	-0.1%	0.7612
Range	0.0035	0.0052	0.0017	48.6%	0.0107
ATR	0.0054	0.0053	0.0000	-0.2%	0.0000
Volume	81,081	92,050	10,969	13.5%	342,904

Daily Pivots for day following 27-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7769	0.7740	0.7635
R3	0.7717	0.7688	0.7620
R2	0.7665	0.7665	0.7616
R1	0.7636	0.7636	0.7611	0.7625
PP	0.7613	0.7613	0.7613	0.7608
S1	0.7584	0.7584	0.7601	0.7573
S2	0.7561	0.7561	0.7596
S3	0.7509	0.7532	0.7592
S4	0.7457	0.7480	0.7577

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	0.7643	0.7530	0.0113	1.5%	0.0049	0.6%	67%	True	False	86,990
10	0.7663	0.7530	0.0133	1.7%	0.0051	0.7%	57%	False	False	91,659
20	0.7726	0.7530	0.0196	2.6%	0.0052	0.7%	39%	False	False	90,104
40	0.7891	0.7530	0.0361	4.7%	0.0053	0.7%	21%	False	False	96,198
60	0.8115	0.7530	0.0585	7.7%	0.0059	0.8%	13%	False	False	88,395
80	0.8115	0.7530	0.0585	7.7%	0.0061	0.8%	13%	False	False	66,501
100	0.8115	0.7530	0.0585	7.7%	0.0062	0.8%	13%	False	False	53,247
120	0.8115	0.7495	0.0620	8.2%	0.0060	0.8%	18%	False	False	44,401

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7864
2.618	0.7779
1.618	0.7727
1.000	0.7695
0.618	0.7675
HIGH	0.7643
0.618	0.7623
0.500	0.7617
0.382	0.7611
LOW	0.7591
0.618	0.7559
1.000	0.7539
1.618	0.7507
2.618	0.7455
4.250	0.7370

Fisher Pivots for day following 27-Nov-2017
Pivot	1 day	3 day
R1	0.7617	0.7603
PP	0.7613	0.7601
S1	0.7610	0.7598

Download as Excel Spreadsheet

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

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