CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 18-Jul-2018

Day Change Summary
	Previous	Current
	17-Jul-2018	18-Jul-2018	Change	Change %	Previous Week
Open	0.7405	0.7387	-0.0018	-0.2%	0.7450
High	0.7438	0.7406	-0.0032	-0.4%	0.7485
Low	0.7383	0.7348	-0.0035	-0.5%	0.7368
Close	0.7391	0.7404	0.0013	0.2%	0.7413
Range	0.0055	0.0058	0.0003	5.5%	0.0117
ATR	0.0052	0.0052	0.0000	0.9%	0.0000
Volume	21	72	51	242.9%	193

Daily Pivots for day following 18-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7560	0.7540	0.7436
R3	0.7502	0.7482	0.7420
R2	0.7444	0.7444	0.7415
R1	0.7424	0.7424	0.7409	0.7434
PP	0.7386	0.7386	0.7386	0.7391
S1	0.7366	0.7366	0.7399	0.7376
S2	0.7328	0.7328	0.7393
S3	0.7270	0.7308	0.7388
S4	0.7212	0.7250	0.7372

Weekly Pivots for week ending 13-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7773	0.7710	0.7477
R3	0.7656	0.7593	0.7445
R2	0.7539	0.7539	0.7434
R1	0.7476	0.7476	0.7424	0.7449
PP	0.7422	0.7422	0.7422	0.7409
S1	0.7359	0.7359	0.7402	0.7332
S2	0.7305	0.7305	0.7392
S3	0.7188	0.7242	0.7381
S4	0.7071	0.7125	0.7349

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7438	0.7348	0.0090	1.2%	0.0047	0.6%	62%	False	True	40
10	0.7485	0.7348	0.0137	1.9%	0.0046	0.6%	41%	False	True	31
20	0.7485	0.7323	0.0162	2.2%	0.0049	0.7%	50%	False	False	22
40	0.7680	0.7323	0.0357	4.8%	0.0043	0.6%	23%	False	False	17
60	0.7680	0.7323	0.0357	4.8%	0.0034	0.5%	23%	False	False	13
80	0.7800	0.7323	0.0477	6.4%	0.0029	0.4%	17%	False	False	11
100	0.7902	0.7323	0.0579	7.8%	0.0027	0.4%	14%	False	False	9

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	0.0009
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7653
2.618	0.7558
1.618	0.7500
1.000	0.7464
0.618	0.7442
HIGH	0.7406
0.618	0.7384
0.500	0.7377
0.382	0.7370
LOW	0.7348
0.618	0.7312
1.000	0.7290
1.618	0.7254
2.618	0.7196
4.250	0.7102

Fisher Pivots for day following 18-Jul-2018
Pivot	1 day	3 day
R1	0.7395	0.7400
PP	0.7386	0.7397
S1	0.7377	0.7393

Download as Excel Spreadsheet

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

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