CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 14-Sep-2018

Day Change Summary
	Previous	Current
	13-Sep-2018	14-Sep-2018	Change	Change %	Previous Week
Open	0.7175	0.7194	0.0019	0.3%	0.7107
High	0.7232	0.7218	-0.0014	-0.2%	0.7232
Low	0.7171	0.7153	-0.0018	-0.3%	0.7088
Close	0.7197	0.7168	-0.0029	-0.4%	0.7168
Range	0.0061	0.0065	0.0004	6.6%	0.0144
ATR	0.0063	0.0063	0.0000	0.2%	0.0000
Volume	81,866	112,946	31,080	38.0%	358,812

Daily Pivots for day following 14-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7375	0.7336	0.7204
R3	0.7310	0.7271	0.7186
R2	0.7245	0.7245	0.7180
R1	0.7206	0.7206	0.7174	0.7193
PP	0.7180	0.7180	0.7180	0.7173
S1	0.7141	0.7141	0.7162	0.7128
S2	0.7115	0.7115	0.7156
S3	0.7050	0.7076	0.7150
S4	0.6985	0.7011	0.7132

Weekly Pivots for week ending 14-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7595	0.7525	0.7247
R3	0.7451	0.7381	0.7208
R2	0.7307	0.7307	0.7194
R1	0.7237	0.7237	0.7181	0.7272
PP	0.7163	0.7163	0.7163	0.7180
S1	0.7093	0.7093	0.7155	0.7128
S2	0.7019	0.7019	0.7142
S3	0.6875	0.6949	0.7128
S4	0.6731	0.6805	0.7089

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7232	0.7088	0.0144	2.0%	0.0058	0.8%	56%	False	False	71,762
10	0.7268	0.7088	0.0180	2.5%	0.0067	0.9%	44%	False	False	39,429
20	0.7383	0.7088	0.0295	4.1%	0.0065	0.9%	27%	False	False	20,141
40	0.7465	0.7088	0.0377	5.3%	0.0060	0.8%	21%	False	False	10,165
60	0.7485	0.7088	0.0397	5.5%	0.0057	0.8%	20%	False	False	6,785
80	0.7680	0.7088	0.0592	8.3%	0.0053	0.7%	14%	False	False	5,092
100	0.7680	0.7088	0.0592	8.3%	0.0045	0.6%	14%	False	False	4,074
120	0.7800	0.7088	0.0712	9.9%	0.0040	0.6%	11%	False	False	3,396

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	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7494
2.618	0.7388
1.618	0.7323
1.000	0.7283
0.618	0.7258
HIGH	0.7218
0.618	0.7193
0.500	0.7186
0.382	0.7178
LOW	0.7153
0.618	0.7113
1.000	0.7088
1.618	0.7048
2.618	0.6983
4.250	0.6877

Fisher Pivots for day following 14-Sep-2018
Pivot	1 day	3 day
R1	0.7186	0.7167
PP	0.7180	0.7166
S1	0.7174	0.7165

Download as Excel Spreadsheet

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

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