CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 12-Sep-2018

Day Change Summary
	Previous	Current
	11-Sep-2018	12-Sep-2018	Change	Change %	Previous Week
Open	0.7117	0.7122	0.0005	0.1%	0.7188
High	0.7132	0.7186	0.0054	0.8%	0.7238
Low	0.7088	0.7097	0.0009	0.1%	0.7102
Close	0.7103	0.7181	0.0078	1.1%	0.7113
Range	0.0044	0.0089	0.0045	102.3%	0.0136
ATR	0.0061	0.0063	0.0002	3.2%	0.0000
Volume	69,805	73,177	3,372	4.8%	34,060

Daily Pivots for day following 12-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7422	0.7390	0.7230
R3	0.7333	0.7301	0.7205
R2	0.7244	0.7244	0.7197
R1	0.7212	0.7212	0.7189	0.7228
PP	0.7155	0.7155	0.7155	0.7163
S1	0.7123	0.7123	0.7173	0.7139
S2	0.7066	0.7066	0.7165
S3	0.6977	0.7034	0.7157
S4	0.6888	0.6945	0.7132

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	0.7213	0.7088	0.0125	1.7%	0.0062	0.9%	74%	False	False	37,976
10	0.7349	0.7088	0.0261	3.6%	0.0068	0.9%	36%	False	False	20,126
20	0.7383	0.7088	0.0295	4.1%	0.0064	0.9%	32%	False	False	10,460
40	0.7465	0.7088	0.0377	5.2%	0.0061	0.8%	25%	False	False	5,298
60	0.7485	0.7088	0.0397	5.5%	0.0057	0.8%	23%	False	False	3,539
80	0.7680	0.7088	0.0592	8.2%	0.0051	0.7%	16%	False	False	2,657
100	0.7680	0.7088	0.0592	8.2%	0.0044	0.6%	16%	False	False	2,126
120	0.7800	0.7088	0.0712	9.9%	0.0039	0.5%	13%	False	False	1,773

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	0.0014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7564
2.618	0.7419
1.618	0.7330
1.000	0.7275
0.618	0.7241
HIGH	0.7186
0.618	0.7152
0.500	0.7142
0.382	0.7131
LOW	0.7097
0.618	0.7042
1.000	0.7008
1.618	0.6953
2.618	0.6864
4.250	0.6719

Fisher Pivots for day following 12-Sep-2018
Pivot	1 day	3 day
R1	0.7168	0.7166
PP	0.7155	0.7152
S1	0.7142	0.7137

Download as Excel Spreadsheet

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

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