CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 18-Oct-2018

Day Change Summary
	Previous	Current
	17-Oct-2018	18-Oct-2018	Change	Change %	Previous Week
Open	0.7148	0.7115	-0.0033	-0.5%	0.7057
High	0.7164	0.7155	-0.0009	-0.1%	0.7144
Low	0.7110	0.7101	-0.0009	-0.1%	0.7045
Close	0.7121	0.7110	-0.0011	-0.2%	0.7110
Range	0.0054	0.0054	0.0000	0.0%	0.0099
ATR	0.0056	0.0056	0.0000	-0.2%	0.0000
Volume	83,323	103,115	19,792	23.8%	530,898

Daily Pivots for day following 18-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7284	0.7251	0.7140
R3	0.7230	0.7197	0.7125
R2	0.7176	0.7176	0.7120
R1	0.7143	0.7143	0.7115	0.7133
PP	0.7122	0.7122	0.7122	0.7117
S1	0.7089	0.7089	0.7105	0.7078
S2	0.7068	0.7068	0.7100
S3	0.7014	0.7035	0.7095
S4	0.6960	0.6981	0.7080

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	0.7164	0.7101	0.0063	0.9%	0.0047	0.7%	14%	False	True	83,888
10	0.7164	0.7045	0.0119	1.7%	0.0053	0.7%	55%	False	False	95,739
20	0.7319	0.7045	0.0274	3.9%	0.0053	0.7%	24%	False	False	88,707
40	0.7366	0.7045	0.0321	4.5%	0.0060	0.8%	20%	False	False	63,077
60	0.7465	0.7045	0.0420	5.9%	0.0056	0.8%	15%	False	False	42,148
80	0.7485	0.7045	0.0440	6.2%	0.0057	0.8%	15%	False	False	31,619
100	0.7680	0.7045	0.0635	8.9%	0.0054	0.8%	10%	False	False	25,298
120	0.7680	0.7045	0.0635	8.9%	0.0048	0.7%	10%	False	False	21,082

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
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	0.0015

Fibonacci Retracements and Extensions
4.250	0.7385
2.618	0.7296
1.618	0.7242
1.000	0.7209
0.618	0.7188
HIGH	0.7155
0.618	0.7134
0.500	0.7128
0.382	0.7122
LOW	0.7101
0.618	0.7068
1.000	0.7047
1.618	0.7014
2.618	0.6960
4.250	0.6871

Fisher Pivots for day following 18-Oct-2018
Pivot	1 day	3 day
R1	0.7128	0.7133
PP	0.7122	0.7125
S1	0.7116	0.7118

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

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