CME Australian Dollar Future December 2018

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

Day Change Summary
	Previous	Current
	10-Sep-2018	11-Sep-2018	Change	Change %	Previous Week
Open	0.7107	0.7117	0.0010	0.1%	0.7188
High	0.7134	0.7132	-0.0002	0.0%	0.7238
Low	0.7102	0.7088	-0.0014	-0.2%	0.7102
Close	0.7113	0.7103	-0.0010	-0.1%	0.7113
Range	0.0032	0.0044	0.0012	37.5%	0.0136
ATR	0.0063	0.0061	-0.0001	-2.1%	0.0000
Volume	21,018	69,805	48,787	232.1%	34,060

Daily Pivots for day following 11-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7240	0.7215	0.7127
R3	0.7196	0.7171	0.7115
R2	0.7152	0.7152	0.7111
R1	0.7127	0.7127	0.7107	0.7118
PP	0.7108	0.7108	0.7108	0.7103
S1	0.7083	0.7083	0.7099	0.7074
S2	0.7064	0.7064	0.7095
S3	0.7020	0.7039	0.7091
S4	0.6976	0.6995	0.7079

Weekly Pivots for week ending 07-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7559	0.7472	0.7188
R3	0.7423	0.7336	0.7150
R2	0.7287	0.7287	0.7138
R1	0.7200	0.7200	0.7125	0.7176
PP	0.7151	0.7151	0.7151	0.7139
S1	0.7064	0.7064	0.7101	0.7040
S2	0.7015	0.7015	0.7088
S3	0.6879	0.6928	0.7076
S4	0.6743	0.6792	0.7038

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7221	0.7088	0.0133	1.9%	0.0059	0.8%	11%	False	True	24,543
10	0.7366	0.7088	0.0278	3.9%	0.0063	0.9%	5%	False	True	12,888
20	0.7383	0.7088	0.0295	4.2%	0.0062	0.9%	5%	False	True	6,831
40	0.7465	0.7088	0.0377	5.3%	0.0060	0.8%	4%	False	True	3,469
60	0.7485	0.7088	0.0397	5.6%	0.0056	0.8%	4%	False	True	2,320
80	0.7680	0.7088	0.0592	8.3%	0.0050	0.7%	3%	False	True	1,742
100	0.7680	0.7088	0.0592	8.3%	0.0044	0.6%	3%	False	True	1,394
120	0.7800	0.7088	0.0712	10.0%	0.0038	0.5%	2%	False	True	1,163

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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7319
2.618	0.7247
1.618	0.7203
1.000	0.7176
0.618	0.7159
HIGH	0.7132
0.618	0.7115
0.500	0.7110
0.382	0.7105
LOW	0.7088
0.618	0.7061
1.000	0.7044
1.618	0.7017
2.618	0.6973
4.250	0.6901

Fisher Pivots for day following 11-Sep-2018
Pivot	1 day	3 day
R1	0.7110	0.7146
PP	0.7108	0.7131
S1	0.7105	0.7117

Download as Excel Spreadsheet

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

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