CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 10-Jul-2018

Day Change Summary
	Previous	Current
	09-Jul-2018	10-Jul-2018	Change	Change %	Previous Week
Open	0.7450	0.7454	0.0004	0.1%	0.7401
High	0.7485	0.7471	-0.0014	-0.2%	0.7444
Low	0.7450	0.7434	-0.0016	-0.2%	0.7323
Close	0.7472	0.7469	-0.0003	0.0%	0.7433
Range	0.0035	0.0037	0.0002	5.7%	0.0121
ATR	0.0052	0.0051	-0.0001	-1.9%	0.0000
Volume	34	15	-19	-55.9%	74

Daily Pivots for day following 10-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7569	0.7556	0.7489
R3	0.7532	0.7519	0.7479
R2	0.7495	0.7495	0.7476
R1	0.7482	0.7482	0.7472	0.7489
PP	0.7458	0.7458	0.7458	0.7461
S1	0.7445	0.7445	0.7466	0.7452
S2	0.7421	0.7421	0.7462
S3	0.7384	0.7408	0.7459
S4	0.7347	0.7371	0.7449

Weekly Pivots for week ending 06-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7763	0.7719	0.7500
R3	0.7642	0.7598	0.7466
R2	0.7521	0.7521	0.7455
R1	0.7477	0.7477	0.7444	0.7499
PP	0.7400	0.7400	0.7400	0.7411
S1	0.7356	0.7356	0.7422	0.7378
S2	0.7279	0.7279	0.7411
S3	0.7158	0.7235	0.7400
S4	0.7037	0.7114	0.7366

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7485	0.7326	0.0159	2.1%	0.0051	0.7%	90%	False	False	15
10	0.7485	0.7323	0.0162	2.2%	0.0054	0.7%	90%	False	False	14
20	0.7630	0.7323	0.0307	4.1%	0.0050	0.7%	48%	False	False	16
40	0.7680	0.7323	0.0357	4.8%	0.0037	0.5%	41%	False	False	11
60	0.7797	0.7323	0.0474	6.3%	0.0030	0.4%	31%	False	False	9
80	0.7810	0.7323	0.0487	6.5%	0.0028	0.4%	30%	False	False	8
100	0.7961	0.7323	0.0638	8.5%	0.0026	0.3%	23%	False	False	7

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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7628
2.618	0.7568
1.618	0.7531
1.000	0.7508
0.618	0.7494
HIGH	0.7471
0.618	0.7457
0.500	0.7453
0.382	0.7448
LOW	0.7434
0.618	0.7411
1.000	0.7397
1.618	0.7374
2.618	0.7337
4.250	0.7277

Fisher Pivots for day following 10-Jul-2018
Pivot	1 day	3 day
R1	0.7464	0.7458
PP	0.7458	0.7446
S1	0.7453	0.7435

Download as Excel Spreadsheet

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

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