CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 16-Aug-2018

Day Change Summary
	Previous	Current
	15-Aug-2018	16-Aug-2018	Change	Change %	Previous Week
Open	0.7235	0.7235	0.0000	0.0%	0.7399
High	0.7250	0.7288	0.0038	0.5%	0.7453
Low	0.7207	0.7223	0.0016	0.2%	0.7288
Close	0.7241	0.7263	0.0022	0.3%	0.7293
Range	0.0043	0.0065	0.0022	51.2%	0.0165
ATR	0.0055	0.0056	0.0001	1.3%	0.0000
Volume	609	583	-26	-4.3%	651

Daily Pivots for day following 16-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7453	0.7423	0.7299
R3	0.7388	0.7358	0.7281
R2	0.7323	0.7323	0.7275
R1	0.7293	0.7293	0.7269	0.7308
PP	0.7258	0.7258	0.7258	0.7266
S1	0.7228	0.7228	0.7257	0.7243
S2	0.7193	0.7193	0.7251
S3	0.7128	0.7163	0.7245
S4	0.7063	0.7098	0.7227

Weekly Pivots for week ending 10-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7840	0.7731	0.7384
R3	0.7675	0.7566	0.7338
R2	0.7510	0.7510	0.7323
R1	0.7401	0.7401	0.7308	0.7373
PP	0.7345	0.7345	0.7345	0.7331
S1	0.7236	0.7236	0.7278	0.7208
S2	0.7180	0.7180	0.7263
S3	0.7015	0.7071	0.7248
S4	0.6850	0.6906	0.7202

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7377	0.7207	0.0170	2.3%	0.0058	0.8%	33%	False	False	578
10	0.7453	0.7207	0.0246	3.4%	0.0055	0.8%	23%	False	False	324
20	0.7465	0.7207	0.0258	3.6%	0.0055	0.8%	22%	False	False	189
40	0.7485	0.7207	0.0278	3.8%	0.0054	0.7%	20%	False	False	107
60	0.7680	0.7207	0.0473	6.5%	0.0048	0.7%	12%	False	False	76
80	0.7680	0.7207	0.0473	6.5%	0.0040	0.6%	12%	False	False	57
100	0.7800	0.7207	0.0593	8.2%	0.0035	0.5%	9%	False	False	47
120	0.7902	0.7207	0.0695	9.6%	0.0032	0.4%	8%	False	False	40

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0009
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7564
2.618	0.7458
1.618	0.7393
1.000	0.7353
0.618	0.7328
HIGH	0.7288
0.618	0.7263
0.500	0.7256
0.382	0.7248
LOW	0.7223
0.618	0.7183
1.000	0.7158
1.618	0.7118
2.618	0.7053
4.250	0.6947

Fisher Pivots for day following 16-Aug-2018
Pivot	1 day	3 day
R1	0.7261	0.7258
PP	0.7258	0.7253
S1	0.7256	0.7248

Download as Excel Spreadsheet

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

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