CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 09-Aug-2018

Day Change Summary
	Previous	Current
	08-Aug-2018	09-Aug-2018	Change	Change %	Previous Week
Open	0.7429	0.7430	0.0001	0.0%	0.7402
High	0.7442	0.7453	0.0011	0.1%	0.7443
Low	0.7390	0.7378	-0.0012	-0.2%	0.7358
Close	0.7442	0.7388	-0.0054	-0.7%	0.7409
Range	0.0052	0.0075	0.0023	44.2%	0.0085
ATR	0.0053	0.0055	0.0002	3.0%	0.0000
Volume	41	192	151	368.3%	320

Daily Pivots for day following 09-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7631	0.7585	0.7429
R3	0.7556	0.7510	0.7409
R2	0.7481	0.7481	0.7402
R1	0.7435	0.7435	0.7395	0.7421
PP	0.7406	0.7406	0.7406	0.7399
S1	0.7360	0.7360	0.7381	0.7346
S2	0.7331	0.7331	0.7374
S3	0.7256	0.7285	0.7367
S4	0.7181	0.7210	0.7347

Weekly Pivots for week ending 03-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7658	0.7619	0.7456
R3	0.7573	0.7534	0.7432
R2	0.7488	0.7488	0.7425
R1	0.7449	0.7449	0.7417	0.7469
PP	0.7403	0.7403	0.7403	0.7413
S1	0.7364	0.7364	0.7401	0.7384
S2	0.7318	0.7318	0.7393
S3	0.7233	0.7279	0.7386
S4	0.7148	0.7194	0.7362

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7453	0.7358	0.0095	1.3%	0.0052	0.7%	32%	True	False	70
10	0.7453	0.7358	0.0095	1.3%	0.0043	0.6%	32%	True	False	67
20	0.7465	0.7322	0.0143	1.9%	0.0055	0.7%	46%	False	False	57
40	0.7579	0.7322	0.0257	3.5%	0.0052	0.7%	26%	False	False	38
60	0.7680	0.7322	0.0358	4.8%	0.0044	0.6%	18%	False	False	27
80	0.7797	0.7322	0.0475	6.4%	0.0038	0.5%	14%	False	False	22
100	0.7800	0.7322	0.0478	6.5%	0.0033	0.4%	14%	False	False	18
120	0.7938	0.7322	0.0616	8.3%	0.0031	0.4%	11%	False	False	16

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7772
2.618	0.7649
1.618	0.7574
1.000	0.7528
0.618	0.7499
HIGH	0.7453
0.618	0.7424
0.500	0.7416
0.382	0.7407
LOW	0.7378
0.618	0.7332
1.000	0.7303
1.618	0.7257
2.618	0.7182
4.250	0.7059

Fisher Pivots for day following 09-Aug-2018
Pivot	1 day	3 day
R1	0.7416	0.7416
PP	0.7406	0.7406
S1	0.7397	0.7397

Download as Excel Spreadsheet

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

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