CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 15-Oct-2018

Day Change Summary
	Previous	Current
	12-Oct-2018	15-Oct-2018	Change	Change %	Previous Week
Open	0.7126	0.7113	-0.0013	-0.2%	0.7057
High	0.7144	0.7152	0.0008	0.1%	0.7144
Low	0.7106	0.7103	-0.0003	0.0%	0.7045
Close	0.7110	0.7143	0.0033	0.5%	0.7110
Range	0.0038	0.0049	0.0011	28.9%	0.0099
ATR	0.0058	0.0057	-0.0001	-1.1%	0.0000
Volume	90,896	66,733	-24,163	-26.6%	530,898

Daily Pivots for day following 15-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7280	0.7260	0.7170
R3	0.7231	0.7211	0.7156
R2	0.7182	0.7182	0.7152
R1	0.7162	0.7162	0.7147	0.7172
PP	0.7133	0.7133	0.7133	0.7138
S1	0.7113	0.7113	0.7139	0.7123
S2	0.7084	0.7084	0.7134
S3	0.7035	0.7064	0.7130
S4	0.6986	0.7015	0.7116

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	0.7152	0.7047	0.0105	1.5%	0.0060	0.8%	91%	True	False	105,249
10	0.7243	0.7045	0.0198	2.8%	0.0060	0.8%	49%	False	False	97,679
20	0.7319	0.7045	0.0274	3.8%	0.0054	0.8%	36%	False	False	90,098
40	0.7383	0.7045	0.0338	4.7%	0.0059	0.8%	29%	False	False	56,570
60	0.7465	0.7045	0.0420	5.9%	0.0057	0.8%	23%	False	False	37,786
80	0.7485	0.7045	0.0440	6.2%	0.0057	0.8%	22%	False	False	28,346
100	0.7680	0.7045	0.0635	8.9%	0.0053	0.7%	15%	False	False	22,680
120	0.7680	0.7045	0.0635	8.9%	0.0047	0.7%	15%	False	False	18,900

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

Fibonacci Retracements and Extensions
4.250	0.7360
2.618	0.7280
1.618	0.7231
1.000	0.7201
0.618	0.7182
HIGH	0.7152
0.618	0.7133
0.500	0.7128
0.382	0.7122
LOW	0.7103
0.618	0.7073
1.000	0.7054
1.618	0.7024
2.618	0.6975
4.250	0.6895

Fisher Pivots for day following 15-Oct-2018
Pivot	1 day	3 day
R1	0.7138	0.7131
PP	0.7133	0.7118
S1	0.7128	0.7106

Download as Excel Spreadsheet

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

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