CME Australian Dollar Future December 2017

Trading Metrics calculated at close of trading on 04-Dec-2017

Day Change Summary
	Previous	Current
	01-Dec-2017	04-Dec-2017	Change	Change %	Previous Week
Open	0.7556	0.7594	0.0038	0.5%	0.7610
High	0.7639	0.7614	-0.0025	-0.3%	0.7643
Low	0.7555	0.7579	0.0024	0.3%	0.7550
Close	0.7610	0.7593	-0.0017	-0.2%	0.7610
Range	0.0084	0.0035	-0.0049	-58.3%	0.0093
ATR	0.0054	0.0052	-0.0001	-2.5%	0.0000
Volume	148,394	75,480	-72,914	-49.1%	537,452

Daily Pivots for day following 04-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7700	0.7682	0.7612
R3	0.7665	0.7647	0.7603
R2	0.7630	0.7630	0.7599
R1	0.7612	0.7612	0.7596	0.7604
PP	0.7595	0.7595	0.7595	0.7591
S1	0.7577	0.7577	0.7590	0.7569
S2	0.7560	0.7560	0.7587
S3	0.7525	0.7542	0.7583
S4	0.7490	0.7507	0.7574

Weekly Pivots for week ending 01-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7880	0.7838	0.7661
R3	0.7787	0.7745	0.7636
R2	0.7694	0.7694	0.7627
R1	0.7652	0.7652	0.7619	0.7656
PP	0.7601	0.7601	0.7601	0.7603
S1	0.7559	0.7559	0.7601	0.7564
S2	0.7508	0.7508	0.7593
S3	0.7415	0.7466	0.7584
S4	0.7322	0.7373	0.7559

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7639	0.7550	0.0089	1.2%	0.0050	0.7%	48%	False	False	104,176
10	0.7643	0.7530	0.0113	1.5%	0.0049	0.6%	56%	False	False	95,583
20	0.7698	0.7530	0.0168	2.2%	0.0050	0.7%	38%	False	False	91,791
40	0.7891	0.7530	0.0361	4.8%	0.0052	0.7%	17%	False	False	96,467
60	0.8096	0.7530	0.0566	7.5%	0.0057	0.8%	11%	False	False	96,559
80	0.8115	0.7530	0.0585	7.7%	0.0060	0.8%	11%	False	False	72,973
100	0.8115	0.7530	0.0585	7.7%	0.0063	0.8%	11%	False	False	58,451
120	0.8115	0.7519	0.0596	7.8%	0.0060	0.8%	12%	False	False	48,737

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

Fibonacci Retracements and Extensions
4.250	0.7763
2.618	0.7706
1.618	0.7671
1.000	0.7649
0.618	0.7636
HIGH	0.7614
0.618	0.7601
0.500	0.7597
0.382	0.7592
LOW	0.7579
0.618	0.7557
1.000	0.7544
1.618	0.7522
2.618	0.7487
4.250	0.7430

Fisher Pivots for day following 04-Dec-2017
Pivot	1 day	3 day
R1	0.7597	0.7597
PP	0.7595	0.7596
S1	0.7594	0.7594

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

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