CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 22-Oct-2018

Day Change Summary
	Previous	Current
	19-Oct-2018	22-Oct-2018	Change	Change %	Previous Week
Open	0.7104	0.7124	0.0020	0.3%	0.7113
High	0.7154	0.7129	-0.0025	-0.3%	0.7164
Low	0.7092	0.7080	-0.0012	-0.2%	0.7092
Close	0.7122	0.7087	-0.0035	-0.5%	0.7122
Range	0.0062	0.0049	-0.0013	-21.0%	0.0072
ATR	0.0056	0.0056	-0.0001	-0.9%	0.0000
Volume	97,939	81,872	-16,067	-16.4%	426,485

Daily Pivots for day following 22-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7246	0.7215	0.7114
R3	0.7197	0.7166	0.7100
R2	0.7148	0.7148	0.7096
R1	0.7117	0.7117	0.7091	0.7108
PP	0.7099	0.7099	0.7099	0.7094
S1	0.7068	0.7068	0.7083	0.7059
S2	0.7050	0.7050	0.7078
S3	0.7001	0.7019	0.7074
S4	0.6952	0.6970	0.7060

Weekly Pivots for week ending 19-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7342	0.7304	0.7162
R3	0.7270	0.7232	0.7142
R2	0.7198	0.7198	0.7135
R1	0.7160	0.7160	0.7129	0.7179
PP	0.7126	0.7126	0.7126	0.7136
S1	0.7088	0.7088	0.7115	0.7107
S2	0.7054	0.7054	0.7109
S3	0.6982	0.7016	0.7102
S4	0.6910	0.6944	0.7082

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7164	0.7080	0.0084	1.2%	0.0052	0.7%	8%	False	True	88,324
10	0.7164	0.7047	0.0117	1.7%	0.0056	0.8%	34%	False	False	96,787
20	0.7319	0.7045	0.0274	3.9%	0.0055	0.8%	15%	False	False	90,249
40	0.7366	0.7045	0.0321	4.5%	0.0057	0.8%	13%	False	False	67,487
60	0.7453	0.7045	0.0408	5.8%	0.0056	0.8%	10%	False	False	45,143
80	0.7485	0.7045	0.0440	6.2%	0.0057	0.8%	10%	False	False	33,866
100	0.7680	0.7045	0.0635	9.0%	0.0054	0.8%	7%	False	False	27,096
120	0.7680	0.7045	0.0635	9.0%	0.0048	0.7%	7%	False	False	22,580

Crabel Price Patterns
NR	True
NR4	True
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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7337
2.618	0.7257
1.618	0.7208
1.000	0.7178
0.618	0.7159
HIGH	0.7129
0.618	0.7110
0.500	0.7105
0.382	0.7099
LOW	0.7080
0.618	0.7050
1.000	0.7031
1.618	0.7001
2.618	0.6952
4.250	0.6872

Fisher Pivots for day following 22-Oct-2018
Pivot	1 day	3 day
R1	0.7105	0.7118
PP	0.7099	0.7107
S1	0.7093	0.7097

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

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