CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 05-Oct-2018

Day Change Summary
	Previous	Current
	04-Oct-2018	05-Oct-2018	Change	Change %	Previous Week
Open	0.7112	0.7082	-0.0030	-0.4%	0.7230
High	0.7116	0.7092	-0.0024	-0.3%	0.7243
Low	0.7070	0.7047	-0.0023	-0.3%	0.7047
Close	0.7080	0.7056	-0.0024	-0.3%	0.7056
Range	0.0046	0.0045	-0.0001	-2.2%	0.0196
ATR	0.0059	0.0058	-0.0001	-1.7%	0.0000
Volume	93,949	97,947	3,998	4.3%	438,287

Daily Pivots for day following 05-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7200	0.7173	0.7081
R3	0.7155	0.7128	0.7068
R2	0.7110	0.7110	0.7064
R1	0.7083	0.7083	0.7060	0.7074
PP	0.7065	0.7065	0.7065	0.7061
S1	0.7038	0.7038	0.7052	0.7029
S2	0.7020	0.7020	0.7048
S3	0.6975	0.6993	0.7044
S4	0.6930	0.6948	0.7031

Weekly Pivots for week ending 05-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7703	0.7576	0.7164
R3	0.7507	0.7380	0.7110
R2	0.7311	0.7311	0.7092
R1	0.7184	0.7184	0.7074	0.7150
PP	0.7115	0.7115	0.7115	0.7098
S1	0.6988	0.6988	0.7038	0.6954
S2	0.6919	0.6919	0.7020
S3	0.6723	0.6792	0.7002
S4	0.6527	0.6596	0.6948

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7243	0.7047	0.0196	2.8%	0.0058	0.8%	5%	False	True	87,657
10	0.7319	0.7047	0.0272	3.9%	0.0052	0.7%	3%	False	True	83,153
20	0.7319	0.7047	0.0272	3.9%	0.0054	0.8%	3%	False	True	81,091
40	0.7383	0.7047	0.0336	4.8%	0.0059	0.8%	3%	False	True	41,718
60	0.7465	0.7047	0.0418	5.9%	0.0058	0.8%	2%	False	True	27,831
80	0.7579	0.7047	0.0532	7.5%	0.0056	0.8%	2%	False	True	20,878
100	0.7680	0.7047	0.0633	9.0%	0.0050	0.7%	1%	False	True	16,704
120	0.7797	0.7047	0.0750	10.6%	0.0045	0.6%	1%	False	True	13,921

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0.0010
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7283
2.618	0.7210
1.618	0.7165
1.000	0.7137
0.618	0.7120
HIGH	0.7092
0.618	0.7075
0.500	0.7070
0.382	0.7064
LOW	0.7047
0.618	0.7019
1.000	0.7002
1.618	0.6974
2.618	0.6929
4.250	0.6856

Fisher Pivots for day following 05-Oct-2018
Pivot	1 day	3 day
R1	0.7070	0.7125
PP	0.7065	0.7102
S1	0.7061	0.7079

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

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