CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 12-Oct-2018

Day Change Summary
	Previous	Current
	11-Oct-2018	12-Oct-2018	Change	Change %	Previous Week
Open	0.7062	0.7126	0.0064	0.9%	0.7057
High	0.7133	0.7144	0.0011	0.2%	0.7144
Low	0.7059	0.7106	0.0047	0.7%	0.7045
Close	0.7109	0.7110	0.0001	0.0%	0.7110
Range	0.0074	0.0038	-0.0036	-48.6%	0.0099
ATR	0.0060	0.0058	-0.0002	-2.6%	0.0000
Volume	170,719	90,896	-79,823	-46.8%	530,898

Daily Pivots for day following 12-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7234	0.7210	0.7131
R3	0.7196	0.7172	0.7120
R2	0.7158	0.7158	0.7117
R1	0.7134	0.7134	0.7113	0.7127
PP	0.7120	0.7120	0.7120	0.7117
S1	0.7096	0.7096	0.7107	0.7089
S2	0.7082	0.7082	0.7103
S3	0.7044	0.7058	0.7100
S4	0.7006	0.7020	0.7089

Weekly Pivots for week ending 12-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7397	0.7352	0.7164
R3	0.7298	0.7253	0.7137
R2	0.7199	0.7199	0.7128
R1	0.7154	0.7154	0.7119	0.7177
PP	0.7100	0.7100	0.7100	0.7111
S1	0.7055	0.7055	0.7101	0.7078
S2	0.7001	0.7001	0.7092
S3	0.6902	0.6956	0.7083
S4	0.6803	0.6857	0.7056

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7144	0.7045	0.0099	1.4%	0.0058	0.8%	66%	True	False	106,179
10	0.7243	0.7045	0.0198	2.8%	0.0058	0.8%	33%	False	False	96,918
20	0.7319	0.7045	0.0274	3.9%	0.0054	0.8%	24%	False	False	89,695
40	0.7383	0.7045	0.0338	4.8%	0.0060	0.8%	19%	False	False	54,918
60	0.7465	0.7045	0.0420	5.9%	0.0058	0.8%	15%	False	False	36,675
80	0.7485	0.7045	0.0440	6.2%	0.0057	0.8%	15%	False	False	27,512
100	0.7680	0.7045	0.0635	8.9%	0.0053	0.7%	10%	False	False	22,013
120	0.7680	0.7045	0.0635	8.9%	0.0047	0.7%	10%	False	False	18,344

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0013
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7306
2.618	0.7243
1.618	0.7205
1.000	0.7182
0.618	0.7167
HIGH	0.7144
0.618	0.7129
0.500	0.7125
0.382	0.7121
LOW	0.7106
0.618	0.7083
1.000	0.7068
1.618	0.7045
2.618	0.7007
4.250	0.6944

Fisher Pivots for day following 12-Oct-2018
Pivot	1 day	3 day
R1	0.7125	0.7105
PP	0.7120	0.7100
S1	0.7115	0.7096

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

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