CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 03-Oct-2018

Day Change Summary
	Previous	Current
	02-Oct-2018	03-Oct-2018	Change	Change %	Previous Week
Open	0.7227	0.7194	-0.0033	-0.5%	0.7269
High	0.7243	0.7202	-0.0041	-0.6%	0.7319
Low	0.7167	0.7106	-0.0061	-0.9%	0.7206
Close	0.7192	0.7125	-0.0067	-0.9%	0.7227
Range	0.0076	0.0096	0.0020	26.3%	0.0113
ATR	0.0056	0.0059	0.0003	5.1%	0.0000
Volume	89,052	98,217	9,165	10.3%	393,251

Daily Pivots for day following 03-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7432	0.7375	0.7178
R3	0.7336	0.7279	0.7151
R2	0.7240	0.7240	0.7143
R1	0.7183	0.7183	0.7134	0.7164
PP	0.7144	0.7144	0.7144	0.7135
S1	0.7087	0.7087	0.7116	0.7067
S2	0.7048	0.7048	0.7107
S3	0.6952	0.6991	0.7099
S4	0.6856	0.6895	0.7072

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	0.7272	0.7106	0.0166	2.3%	0.0060	0.8%	11%	False	True	79,824
10	0.7319	0.7106	0.0213	3.0%	0.0051	0.7%	9%	False	True	80,183
20	0.7319	0.7088	0.0231	3.2%	0.0057	0.8%	16%	False	False	72,790
40	0.7453	0.7088	0.0365	5.1%	0.0060	0.8%	10%	False	False	36,926
60	0.7465	0.7088	0.0377	5.3%	0.0058	0.8%	10%	False	False	24,634
80	0.7630	0.7088	0.0542	7.6%	0.0056	0.8%	7%	False	False	18,479
100	0.7680	0.7088	0.0592	8.3%	0.0050	0.7%	6%	False	False	14,785
120	0.7797	0.7088	0.0709	10.0%	0.0044	0.6%	5%	False	False	12,321

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	0.7610
2.618	0.7453
1.618	0.7357
1.000	0.7298
0.618	0.7261
HIGH	0.7202
0.618	0.7165
0.500	0.7154
0.382	0.7143
LOW	0.7106
0.618	0.7047
1.000	0.7010
1.618	0.6951
2.618	0.6855
4.250	0.6698

Fisher Pivots for day following 03-Oct-2018
Pivot	1 day	3 day
R1	0.7154	0.7175
PP	0.7144	0.7158
S1	0.7135	0.7142

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

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