CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 08-Oct-2018

Day Change Summary
	Previous	Current
	05-Oct-2018	08-Oct-2018	Change	Change %	Previous Week
Open	0.7082	0.7057	-0.0025	-0.4%	0.7230
High	0.7092	0.7086	-0.0006	-0.1%	0.7243
Low	0.7047	0.7045	-0.0002	0.0%	0.7047
Close	0.7056	0.7083	0.0027	0.4%	0.7056
Range	0.0045	0.0041	-0.0004	-8.9%	0.0196
ATR	0.0058	0.0057	-0.0001	-2.1%	0.0000
Volume	97,947	71,382	-26,565	-27.1%	438,287

Daily Pivots for day following 08-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7194	0.7180	0.7106
R3	0.7153	0.7139	0.7094
R2	0.7112	0.7112	0.7091
R1	0.7098	0.7098	0.7087	0.7105
PP	0.7071	0.7071	0.7071	0.7075
S1	0.7057	0.7057	0.7079	0.7064
S2	0.7030	0.7030	0.7075
S3	0.6989	0.7016	0.7072
S4	0.6948	0.6975	0.7060

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	0.7045	0.0198	2.8%	0.0061	0.9%	19%	False	True	90,109
10	0.7319	0.7045	0.0274	3.9%	0.0053	0.8%	14%	False	True	83,711
20	0.7319	0.7045	0.0274	3.9%	0.0055	0.8%	14%	False	True	83,609
40	0.7383	0.7045	0.0338	4.8%	0.0058	0.8%	11%	False	True	43,494
60	0.7465	0.7045	0.0420	5.9%	0.0058	0.8%	9%	False	True	29,019
80	0.7485	0.7045	0.0440	6.2%	0.0055	0.8%	9%	False	True	21,770
100	0.7680	0.7045	0.0635	9.0%	0.0051	0.7%	6%	False	True	17,417
120	0.7736	0.7045	0.0691	9.8%	0.0045	0.6%	5%	False	True	14,515

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0009
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7260
2.618	0.7193
1.618	0.7152
1.000	0.7127
0.618	0.7111
HIGH	0.7086
0.618	0.7070
0.500	0.7066
0.382	0.7061
LOW	0.7045
0.618	0.7020
1.000	0.7004
1.618	0.6979
2.618	0.6938
4.250	0.6871

Fisher Pivots for day following 08-Oct-2018
Pivot	1 day	3 day
R1	0.7077	0.7082
PP	0.7071	0.7081
S1	0.7066	0.7081

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

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