CME Australian Dollar Future December 2017

Trading Metrics calculated at close of trading on 12-Dec-2017

Day Change Summary
	Previous	Current
	11-Dec-2017	12-Dec-2017	Change	Change %	Previous Week
Open	0.7511	0.7526	0.0015	0.2%	0.7594
High	0.7545	0.7580	0.0035	0.5%	0.7653
Low	0.7506	0.7519	0.0013	0.2%	0.7501
Close	0.7531	0.7558	0.0027	0.4%	0.7505
Range	0.0039	0.0061	0.0022	56.4%	0.0152
ATR	0.0053	0.0054	0.0001	1.1%	0.0000
Volume	92,729	93,660	931	1.0%	444,171

Daily Pivots for day following 12-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7735	0.7708	0.7592
R3	0.7674	0.7647	0.7575
R2	0.7613	0.7613	0.7569
R1	0.7586	0.7586	0.7564	0.7599
PP	0.7552	0.7552	0.7552	0.7559
S1	0.7525	0.7525	0.7552	0.7539
S2	0.7491	0.7491	0.7547
S3	0.7430	0.7464	0.7541
S4	0.7369	0.7403	0.7524

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	0.7638	0.7501	0.0137	1.8%	0.0056	0.7%	42%	False	False	91,412
10	0.7653	0.7501	0.0152	2.0%	0.0055	0.7%	38%	False	False	98,426
20	0.7653	0.7501	0.0152	2.0%	0.0052	0.7%	38%	False	False	95,917
40	0.7879	0.7501	0.0378	5.0%	0.0053	0.7%	15%	False	False	97,651
60	0.8096	0.7501	0.0595	7.9%	0.0056	0.7%	10%	False	False	98,821
80	0.8115	0.7501	0.0614	8.1%	0.0058	0.8%	9%	False	False	79,838
100	0.8115	0.7501	0.0614	8.1%	0.0061	0.8%	9%	False	False	63,987
120	0.8115	0.7501	0.0614	8.1%	0.0061	0.8%	9%	False	False	53,356

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	0.0010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7839
2.618	0.7740
1.618	0.7679
1.000	0.7641
0.618	0.7618
HIGH	0.7580
0.618	0.7557
0.500	0.7550
0.382	0.7542
LOW	0.7519
0.618	0.7481
1.000	0.7458
1.618	0.7420
2.618	0.7359
4.250	0.7260

Fisher Pivots for day following 12-Dec-2017
Pivot	1 day	3 day
R1	0.7555	0.7552
PP	0.7552	0.7546
S1	0.7550	0.7541

Download as Excel Spreadsheet

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

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