CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 16-Oct-2018

Day Change Summary
	Previous	Current
	15-Oct-2018	16-Oct-2018	Change	Change %	Previous Week
Open	0.7113	0.7142	0.0029	0.4%	0.7057
High	0.7152	0.7156	0.0004	0.1%	0.7144
Low	0.7103	0.7116	0.0013	0.2%	0.7045
Close	0.7143	0.7143	0.0000	0.0%	0.7110
Range	0.0049	0.0040	-0.0009	-18.4%	0.0099
ATR	0.0057	0.0056	-0.0001	-2.2%	0.0000
Volume	66,733	75,375	8,642	13.0%	530,898

Daily Pivots for day following 16-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7258	0.7241	0.7165
R3	0.7218	0.7201	0.7154
R2	0.7178	0.7178	0.7150
R1	0.7161	0.7161	0.7147	0.7170
PP	0.7138	0.7138	0.7138	0.7143
S1	0.7121	0.7121	0.7139	0.7130
S2	0.7098	0.7098	0.7136
S3	0.7058	0.7081	0.7132
S4	0.7018	0.7041	0.7121

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	0.7156	0.7047	0.0109	1.5%	0.0058	0.8%	88%	True	False	101,873
10	0.7202	0.7045	0.0157	2.2%	0.0057	0.8%	62%	False	False	96,311
20	0.7319	0.7045	0.0274	3.8%	0.0052	0.7%	36%	False	False	88,299
40	0.7383	0.7045	0.0338	4.7%	0.0059	0.8%	29%	False	False	58,451
60	0.7465	0.7045	0.0420	5.9%	0.0057	0.8%	23%	False	False	39,042
80	0.7485	0.7045	0.0440	6.2%	0.0056	0.8%	22%	False	False	29,288
100	0.7680	0.7045	0.0635	8.9%	0.0053	0.7%	15%	False	False	23,434
120	0.7680	0.7045	0.0635	8.9%	0.0047	0.7%	15%	False	False	19,528

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

Fibonacci Retracements and Extensions
4.250	0.7326
2.618	0.7261
1.618	0.7221
1.000	0.7196
0.618	0.7181
HIGH	0.7156
0.618	0.7141
0.500	0.7136
0.382	0.7131
LOW	0.7116
0.618	0.7091
1.000	0.7076
1.618	0.7051
2.618	0.7011
4.250	0.6946

Fisher Pivots for day following 16-Oct-2018
Pivot	1 day	3 day
R1	0.7141	0.7139
PP	0.7138	0.7134
S1	0.7136	0.7130

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

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