CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 05-Nov-2018

Day Change Summary
	Previous	Current
	02-Nov-2018	05-Nov-2018	Change	Change %	Previous Week
Open	0.7207	0.7196	-0.0011	-0.2%	0.7097
High	0.7262	0.7222	-0.0040	-0.6%	0.7262
Low	0.7186	0.7187	0.0001	0.0%	0.7055
Close	0.7194	0.7219	0.0025	0.3%	0.7194
Range	0.0076	0.0035	-0.0041	-53.9%	0.0207
ATR	0.0062	0.0060	-0.0002	-3.1%	0.0000
Volume	172,502	77,431	-95,071	-55.1%	652,114

Daily Pivots for day following 05-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7314	0.7302	0.7238
R3	0.7279	0.7267	0.7229
R2	0.7244	0.7244	0.7225
R1	0.7232	0.7232	0.7222	0.7238
PP	0.7209	0.7209	0.7209	0.7213
S1	0.7197	0.7197	0.7216	0.7203
S2	0.7174	0.7174	0.7213
S3	0.7139	0.7162	0.7209
S4	0.7104	0.7127	0.7200

Weekly Pivots for week ending 02-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7791	0.7700	0.7308
R3	0.7584	0.7493	0.7251
R2	0.7377	0.7377	0.7232
R1	0.7286	0.7286	0.7213	0.7332
PP	0.7170	0.7170	0.7170	0.7193
S1	0.7079	0.7079	0.7175	0.7125
S2	0.6963	0.6963	0.7156
S3	0.6756	0.6872	0.7137
S4	0.6549	0.6665	0.7080

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7262	0.7061	0.0201	2.8%	0.0071	1.0%	79%	False	False	126,230
10	0.7262	0.7024	0.0238	3.3%	0.0062	0.9%	82%	False	False	114,179
20	0.7262	0.7024	0.0238	3.3%	0.0059	0.8%	82%	False	False	105,483
40	0.7319	0.7024	0.0295	4.1%	0.0057	0.8%	66%	False	False	94,546
60	0.7383	0.7024	0.0359	5.0%	0.0058	0.8%	54%	False	False	64,157
80	0.7465	0.7024	0.0441	6.1%	0.0058	0.8%	44%	False	False	48,135
100	0.7485	0.7024	0.0461	6.4%	0.0056	0.8%	42%	False	False	38,512
120	0.7680	0.7024	0.0656	9.1%	0.0052	0.7%	30%	False	False	32,095

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	0.7371
2.618	0.7314
1.618	0.7279
1.000	0.7257
0.618	0.7244
HIGH	0.7222
0.618	0.7209
0.500	0.7205
0.382	0.7200
LOW	0.7187
0.618	0.7165
1.000	0.7152
1.618	0.7130
2.618	0.7095
4.250	0.7038

Fisher Pivots for day following 05-Nov-2018
Pivot	1 day	3 day
R1	0.7214	0.7203
PP	0.7209	0.7186
S1	0.7205	0.7170

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

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