CME Australian Dollar Future December 2017

Trading Metrics calculated at close of trading on 13-Dec-2017

Day Change Summary
	Previous	Current
	12-Dec-2017	13-Dec-2017	Change	Change %	Previous Week
Open	0.7526	0.7554	0.0028	0.4%	0.7594
High	0.7580	0.7640	0.0060	0.8%	0.7653
Low	0.7519	0.7553	0.0034	0.5%	0.7501
Close	0.7558	0.7636	0.0078	1.0%	0.7505
Range	0.0061	0.0087	0.0026	42.6%	0.0152
ATR	0.0054	0.0056	0.0002	4.5%	0.0000
Volume	93,660	178,189	84,529	90.3%	444,171

Daily Pivots for day following 13-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7871	0.7840	0.7684
R3	0.7784	0.7753	0.7660
R2	0.7697	0.7697	0.7652
R1	0.7666	0.7666	0.7644	0.7682
PP	0.7610	0.7610	0.7610	0.7617
S1	0.7579	0.7579	0.7628	0.7595
S2	0.7523	0.7523	0.7620
S3	0.7436	0.7492	0.7612
S4	0.7349	0.7405	0.7588

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	0.7640	0.7501	0.0139	1.8%	0.0057	0.7%	97%	True	False	109,193
10	0.7653	0.7501	0.0152	2.0%	0.0058	0.8%	89%	False	False	106,351
20	0.7653	0.7501	0.0152	2.0%	0.0054	0.7%	89%	False	False	99,650
40	0.7879	0.7501	0.0378	5.0%	0.0054	0.7%	36%	False	False	99,893
60	0.8096	0.7501	0.0595	7.8%	0.0057	0.7%	23%	False	False	100,369
80	0.8115	0.7501	0.0614	8.0%	0.0059	0.8%	22%	False	False	82,060
100	0.8115	0.7501	0.0614	8.0%	0.0061	0.8%	22%	False	False	65,765
120	0.8115	0.7501	0.0614	8.0%	0.0061	0.8%	22%	False	False	54,840

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 34 trading days

Fibonacci Retracements and Extensions
4.250	0.8010
2.618	0.7868
1.618	0.7781
1.000	0.7727
0.618	0.7694
HIGH	0.7640
0.618	0.7607
0.500	0.7597
0.382	0.7586
LOW	0.7553
0.618	0.7499
1.000	0.7466
1.618	0.7412
2.618	0.7325
4.250	0.7183

Fisher Pivots for day following 13-Dec-2017
Pivot	1 day	3 day
R1	0.7623	0.7615
PP	0.7610	0.7594
S1	0.7597	0.7573

Download as Excel Spreadsheet

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

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