CME Australian Dollar Future March 2018

Trading Metrics calculated at close of trading on 02-Nov-2017

Day Change Summary
	Previous	Current
	01-Nov-2017	02-Nov-2017	Change	Change %	Previous Week
Open	0.7660	0.7669	0.0009	0.1%	0.7801
High	0.7684	0.7722	0.0038	0.5%	0.7823
Low	0.7646	0.7669	0.0023	0.3%	0.7623
Close	0.7659	0.7709	0.0050	0.7%	0.7657
Range	0.0038	0.0053	0.0015	39.5%	0.0200
ATR	0.0050	0.0051	0.0001	1.8%	0.0000
Volume	29	351	322	1,110.3%	658

Daily Pivots for day following 02-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7859	0.7837	0.7738
R3	0.7806	0.7784	0.7724
R2	0.7753	0.7753	0.7719
R1	0.7731	0.7731	0.7714	0.7742
PP	0.7700	0.7700	0.7700	0.7706
S1	0.7678	0.7678	0.7704	0.7689
S2	0.7647	0.7647	0.7699
S3	0.7594	0.7625	0.7694
S4	0.7541	0.7572	0.7680

Weekly Pivots for week ending 27-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8301	0.8179	0.7767
R3	0.8101	0.7979	0.7712
R2	0.7901	0.7901	0.7694
R1	0.7779	0.7779	0.7675	0.7740
PP	0.7701	0.7701	0.7701	0.7682
S1	0.7579	0.7579	0.7639	0.7540
S2	0.7501	0.7501	0.7620
S3	0.7301	0.7379	0.7602
S4	0.7101	0.7179	0.7547

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7722	0.7623	0.0099	1.3%	0.0044	0.6%	87%	True	False	100
10	0.7865	0.7623	0.0242	3.1%	0.0053	0.7%	36%	False	False	116
20	0.7884	0.7623	0.0261	3.4%	0.0045	0.6%	33%	False	False	87
40	0.8100	0.7623	0.0477	6.2%	0.0050	0.7%	18%	False	False	66

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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7947
2.618	0.7861
1.618	0.7808
1.000	0.7775
0.618	0.7755
HIGH	0.7722
0.618	0.7702
0.500	0.7696
0.382	0.7689
LOW	0.7669
0.618	0.7636
1.000	0.7616
1.618	0.7583
2.618	0.7530
4.250	0.7444

Fisher Pivots for day following 02-Nov-2017
Pivot	1 day	3 day
R1	0.7705	0.7699
PP	0.7700	0.7688
S1	0.7696	0.7678

Download as Excel Spreadsheet

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

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