CME Australian Dollar Future December 2017

Trading Metrics calculated at close of trading on 06-Dec-2017

Day Change Summary
	Previous	Current
	05-Dec-2017	06-Dec-2017	Change	Change %	Previous Week
Open	0.7600	0.7604	0.0004	0.1%	0.7610
High	0.7653	0.7638	-0.0015	-0.2%	0.7643
Low	0.7597	0.7558	-0.0039	-0.5%	0.7550
Close	0.7605	0.7560	-0.0045	-0.6%	0.7610
Range	0.0056	0.0080	0.0024	42.9%	0.0093
ATR	0.0053	0.0055	0.0002	3.7%	0.0000
Volume	98,017	89,284	-8,733	-8.9%	537,452

Daily Pivots for day following 06-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7825	0.7773	0.7604
R3	0.7745	0.7693	0.7582
R2	0.7665	0.7665	0.7575
R1	0.7613	0.7613	0.7567	0.7599
PP	0.7585	0.7585	0.7585	0.7579
S1	0.7533	0.7533	0.7553	0.7519
S2	0.7505	0.7505	0.7545
S3	0.7425	0.7453	0.7538
S4	0.7345	0.7373	0.7516

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	0.7653	0.7555	0.0098	1.3%	0.0059	0.8%	5%	False	False	103,508
10	0.7653	0.7550	0.0103	1.4%	0.0054	0.7%	10%	False	False	97,117
20	0.7692	0.7530	0.0162	2.1%	0.0051	0.7%	19%	False	False	93,214
40	0.7891	0.7530	0.0361	4.8%	0.0053	0.7%	8%	False	False	97,511
60	0.8096	0.7530	0.0566	7.5%	0.0058	0.8%	5%	False	False	98,766
80	0.8115	0.7530	0.0585	7.7%	0.0060	0.8%	5%	False	False	75,296
100	0.8115	0.7530	0.0585	7.7%	0.0063	0.8%	5%	False	False	60,320
120	0.8115	0.7519	0.0596	7.9%	0.0060	0.8%	7%	False	False	50,296

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	0.7978
2.618	0.7847
1.618	0.7767
1.000	0.7718
0.618	0.7687
HIGH	0.7638
0.618	0.7607
0.500	0.7598
0.382	0.7589
LOW	0.7558
0.618	0.7509
1.000	0.7478
1.618	0.7429
2.618	0.7349
4.250	0.7218

Fisher Pivots for day following 06-Dec-2017
Pivot	1 day	3 day
R1	0.7598	0.7606
PP	0.7585	0.7590
S1	0.7573	0.7575

Download as Excel Spreadsheet

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

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