CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 11-Oct-2018

Day Change Summary
	Previous	Current
	10-Oct-2018	11-Oct-2018	Change	Change %	Previous Week
Open	0.7107	0.7062	-0.0045	-0.6%	0.7230
High	0.7134	0.7133	-0.0001	0.0%	0.7243
Low	0.7047	0.7059	0.0012	0.2%	0.7047
Close	0.7088	0.7109	0.0021	0.3%	0.7056
Range	0.0087	0.0074	-0.0013	-14.9%	0.0196
ATR	0.0058	0.0060	0.0001	1.9%	0.0000
Volume	105,646	170,719	65,073	61.6%	438,287

Daily Pivots for day following 11-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7322	0.7290	0.7150
R3	0.7248	0.7216	0.7129
R2	0.7174	0.7174	0.7123
R1	0.7142	0.7142	0.7116	0.7158
PP	0.7100	0.7100	0.7100	0.7109
S1	0.7068	0.7068	0.7102	0.7084
S2	0.7026	0.7026	0.7095
S3	0.6952	0.6994	0.7089
S4	0.6878	0.6920	0.7068

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%	0.0060	0.8%	72%	False	False	107,589
10	0.7245	0.7045	0.0200	2.8%	0.0058	0.8%	32%	False	False	94,715
20	0.7319	0.7045	0.0274	3.9%	0.0056	0.8%	23%	False	False	90,798
40	0.7383	0.7045	0.0338	4.8%	0.0060	0.8%	19%	False	False	52,660
60	0.7465	0.7045	0.0420	5.9%	0.0059	0.8%	15%	False	False	35,161
80	0.7485	0.7045	0.0440	6.2%	0.0056	0.8%	15%	False	False	26,376
100	0.7680	0.7045	0.0635	8.9%	0.0053	0.7%	10%	False	False	21,104
120	0.7680	0.7045	0.0635	8.9%	0.0047	0.7%	10%	False	False	17,587

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7447
2.618	0.7327
1.618	0.7253
1.000	0.7207
0.618	0.7179
HIGH	0.7133
0.618	0.7105
0.500	0.7096
0.382	0.7087
LOW	0.7059
0.618	0.7013
1.000	0.6985
1.618	0.6939
2.618	0.6865
4.250	0.6745

Fisher Pivots for day following 11-Oct-2018
Pivot	1 day	3 day
R1	0.7105	0.7103
PP	0.7100	0.7097
S1	0.7096	0.7091

Download as Excel Spreadsheet

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

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