CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 02-Oct-2018

Day Change Summary
	Previous	Current
	01-Oct-2018	02-Oct-2018	Change	Change %	Previous Week
Open	0.7230	0.7227	-0.0003	0.0%	0.7269
High	0.7236	0.7243	0.0007	0.1%	0.7319
Low	0.7211	0.7167	-0.0044	-0.6%	0.7206
Close	0.7233	0.7192	-0.0041	-0.6%	0.7227
Range	0.0025	0.0076	0.0051	204.0%	0.0113
ATR	0.0055	0.0056	0.0002	2.8%	0.0000
Volume	59,122	89,052	29,930	50.6%	393,251

Daily Pivots for day following 02-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7429	0.7386	0.7234
R3	0.7353	0.7310	0.7213
R2	0.7277	0.7277	0.7206
R1	0.7234	0.7234	0.7199	0.7218
PP	0.7201	0.7201	0.7201	0.7192
S1	0.7158	0.7158	0.7185	0.7142
S2	0.7125	0.7125	0.7178
S3	0.7049	0.7082	0.7171
S4	0.6973	0.7006	0.7150

Weekly Pivots for week ending 28-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7590	0.7521	0.7289
R3	0.7477	0.7408	0.7258
R2	0.7364	0.7364	0.7248
R1	0.7295	0.7295	0.7237	0.7273
PP	0.7251	0.7251	0.7251	0.7240
S1	0.7182	0.7182	0.7217	0.7160
S2	0.7138	0.7138	0.7206
S3	0.7025	0.7069	0.7196
S4	0.6912	0.6956	0.7165

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7319	0.7167	0.0152	2.1%	0.0056	0.8%	16%	False	True	83,390
10	0.7319	0.7167	0.0152	2.1%	0.0048	0.7%	16%	False	True	80,286
20	0.7319	0.7088	0.0231	3.2%	0.0056	0.8%	45%	False	False	68,180
40	0.7453	0.7088	0.0365	5.1%	0.0059	0.8%	28%	False	False	34,472
60	0.7471	0.7088	0.0383	5.3%	0.0057	0.8%	27%	False	False	22,997
80	0.7630	0.7088	0.0542	7.5%	0.0055	0.8%	19%	False	False	17,252
100	0.7680	0.7088	0.0592	8.2%	0.0049	0.7%	18%	False	False	13,803
120	0.7800	0.7088	0.0712	9.9%	0.0044	0.6%	15%	False	False	11,503

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	0.0011
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7566
2.618	0.7442
1.618	0.7366
1.000	0.7319
0.618	0.7290
HIGH	0.7243
0.618	0.7214
0.500	0.7205
0.382	0.7196
LOW	0.7167
0.618	0.7120
1.000	0.7091
1.618	0.7044
2.618	0.6968
4.250	0.6844

Fisher Pivots for day following 02-Oct-2018
Pivot	1 day	3 day
R1	0.7205	0.7206
PP	0.7201	0.7201
S1	0.7196	0.7197

Download as Excel Spreadsheet

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

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