CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 10-Oct-2018

Day Change Summary
	Previous	Current
	09-Oct-2018	10-Oct-2018	Change	Change %	Previous Week
Open	0.7083	0.7107	0.0024	0.3%	0.7230
High	0.7109	0.7134	0.0025	0.4%	0.7243
Low	0.7058	0.7047	-0.0011	-0.2%	0.7047
Close	0.7105	0.7088	-0.0017	-0.2%	0.7056
Range	0.0051	0.0087	0.0036	70.6%	0.0196
ATR	0.0056	0.0058	0.0002	3.9%	0.0000
Volume	92,255	105,646	13,391	14.5%	438,287

Daily Pivots for day following 10-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7351	0.7306	0.7136
R3	0.7264	0.7219	0.7112
R2	0.7177	0.7177	0.7104
R1	0.7132	0.7132	0.7096	0.7111
PP	0.7090	0.7090	0.7090	0.7079
S1	0.7045	0.7045	0.7080	0.7024
S2	0.7003	0.7003	0.7072
S3	0.6916	0.6958	0.7064
S4	0.6829	0.6871	0.7040

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	0.7134	0.7045	0.0089	1.3%	0.0054	0.8%	48%	True	False	92,235
10	0.7272	0.7045	0.0227	3.2%	0.0057	0.8%	19%	False	False	86,030
20	0.7319	0.7045	0.0274	3.9%	0.0055	0.8%	16%	False	False	86,355
40	0.7383	0.7045	0.0338	4.8%	0.0059	0.8%	13%	False	False	48,407
60	0.7465	0.7045	0.0420	5.9%	0.0059	0.8%	10%	False	False	32,317
80	0.7485	0.7045	0.0440	6.2%	0.0056	0.8%	10%	False	False	24,243
100	0.7680	0.7045	0.0635	9.0%	0.0052	0.7%	7%	False	False	19,396
120	0.7680	0.7045	0.0635	9.0%	0.0046	0.7%	7%	False	False	16,164

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7504
2.618	0.7362
1.618	0.7275
1.000	0.7221
0.618	0.7188
HIGH	0.7134
0.618	0.7101
0.500	0.7091
0.382	0.7080
LOW	0.7047
0.618	0.6993
1.000	0.6960
1.618	0.6906
2.618	0.6819
4.250	0.6677

Fisher Pivots for day following 10-Oct-2018
Pivot	1 day	3 day
R1	0.7091	0.7090
PP	0.7090	0.7089
S1	0.7089	0.7089

Download as Excel Spreadsheet

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

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