CME Australian Dollar Future December 2017

Trading Metrics calculated at close of trading on 11-Dec-2017

Day Change Summary
	Previous	Current
	08-Dec-2017	11-Dec-2017	Change	Change %	Previous Week
Open	0.7511	0.7511	0.0000	0.0%	0.7594
High	0.7533	0.7545	0.0012	0.2%	0.7653
Low	0.7501	0.7506	0.0005	0.1%	0.7501
Close	0.7505	0.7531	0.0026	0.3%	0.7505
Range	0.0032	0.0039	0.0007	21.9%	0.0152
ATR	0.0054	0.0053	-0.0001	-1.8%	0.0000
Volume	96,281	92,729	-3,552	-3.7%	444,171

Daily Pivots for day following 11-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7644	0.7627	0.7552
R3	0.7605	0.7588	0.7542
R2	0.7566	0.7566	0.7538
R1	0.7549	0.7549	0.7535	0.7558
PP	0.7527	0.7527	0.7527	0.7532
S1	0.7510	0.7510	0.7527	0.7519
S2	0.7488	0.7488	0.7524
S3	0.7449	0.7471	0.7520
S4	0.7410	0.7432	0.7510

Weekly Pivots for week ending 08-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8009	0.7909	0.7589
R3	0.7857	0.7757	0.7547
R2	0.7705	0.7705	0.7533
R1	0.7605	0.7605	0.7519	0.7579
PP	0.7553	0.7553	0.7553	0.7540
S1	0.7453	0.7453	0.7491	0.7427
S2	0.7401	0.7401	0.7477
S3	0.7249	0.7301	0.7463
S4	0.7097	0.7149	0.7421

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7653	0.7501	0.0152	2.0%	0.0055	0.7%	20%	False	False	92,284
10	0.7653	0.7501	0.0152	2.0%	0.0052	0.7%	20%	False	False	98,230
20	0.7663	0.7501	0.0162	2.2%	0.0051	0.7%	19%	False	False	94,944
40	0.7884	0.7501	0.0383	5.1%	0.0053	0.7%	8%	False	False	97,407
60	0.8096	0.7501	0.0595	7.9%	0.0057	0.8%	5%	False	False	98,775
80	0.8115	0.7501	0.0614	8.2%	0.0059	0.8%	5%	False	False	78,673
100	0.8115	0.7501	0.0614	8.2%	0.0061	0.8%	5%	False	False	63,052
120	0.8115	0.7501	0.0614	8.2%	0.0060	0.8%	5%	False	False	52,580

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7711
2.618	0.7647
1.618	0.7608
1.000	0.7584
0.618	0.7569
HIGH	0.7545
0.618	0.7530
0.500	0.7526
0.382	0.7521
LOW	0.7506
0.618	0.7482
1.000	0.7467
1.618	0.7443
2.618	0.7404
4.250	0.7340

Fisher Pivots for day following 11-Dec-2017
Pivot	1 day	3 day
R1	0.7529	0.7535
PP	0.7527	0.7534
S1	0.7526	0.7532

Download as Excel Spreadsheet

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

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