CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 11-Jul-2018

Day Change Summary
	Previous	Current
	10-Jul-2018	11-Jul-2018	Change	Change %	Previous Week
Open	0.7454	0.7427	-0.0027	-0.4%	0.7401
High	0.7471	0.7427	-0.0044	-0.6%	0.7444
Low	0.7434	0.7374	-0.0060	-0.8%	0.7323
Close	0.7469	0.7379	-0.0090	-1.2%	0.7433
Range	0.0037	0.0053	0.0016	43.2%	0.0121
ATR	0.0051	0.0054	0.0003	6.2%	0.0000
Volume	15	45	30	200.0%	74

Daily Pivots for day following 11-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7552	0.7519	0.7408
R3	0.7499	0.7466	0.7394
R2	0.7446	0.7446	0.7389
R1	0.7413	0.7413	0.7384	0.7403
PP	0.7393	0.7393	0.7393	0.7389
S1	0.7360	0.7360	0.7374	0.7350
S2	0.7340	0.7340	0.7369
S3	0.7287	0.7307	0.7364
S4	0.7234	0.7254	0.7350

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	0.7371	0.0114	1.5%	0.0046	0.6%	7%	False	False	22
10	0.7485	0.7323	0.0162	2.2%	0.0056	0.8%	35%	False	False	18
20	0.7610	0.7323	0.0287	3.9%	0.0051	0.7%	20%	False	False	18
40	0.7680	0.7323	0.0357	4.8%	0.0038	0.5%	16%	False	False	12
60	0.7797	0.7323	0.0474	6.4%	0.0031	0.4%	12%	False	False	10
80	0.7800	0.7323	0.0477	6.5%	0.0027	0.4%	12%	False	False	9
100	0.7961	0.7323	0.0638	8.6%	0.0026	0.4%	9%	False	False	8

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	0.0011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7652
2.618	0.7566
1.618	0.7513
1.000	0.7480
0.618	0.7460
HIGH	0.7427
0.618	0.7407
0.500	0.7401
0.382	0.7394
LOW	0.7374
0.618	0.7341
1.000	0.7321
1.618	0.7288
2.618	0.7235
4.250	0.7149

Fisher Pivots for day following 11-Jul-2018
Pivot	1 day	3 day
R1	0.7401	0.7430
PP	0.7393	0.7413
S1	0.7386	0.7396

Download as Excel Spreadsheet

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

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