CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 26-Oct-2018

Day Change Summary
	Previous	Current
	25-Oct-2018	26-Oct-2018	Change	Change %	Previous Week
Open	0.7066	0.7080	0.0014	0.2%	0.7124
High	0.7103	0.7108	0.0005	0.1%	0.7129
Low	0.7061	0.7024	-0.0037	-0.5%	0.7024
Close	0.7088	0.7095	0.0007	0.1%	0.7095
Range	0.0042	0.0084	0.0042	100.0%	0.0105
ATR	0.0053	0.0055	0.0002	4.2%	0.0000
Volume	90,525	134,210	43,685	48.3%	494,117

Daily Pivots for day following 26-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7328	0.7295	0.7141
R3	0.7244	0.7211	0.7118
R2	0.7160	0.7160	0.7110
R1	0.7127	0.7127	0.7103	0.7144
PP	0.7076	0.7076	0.7076	0.7084
S1	0.7043	0.7043	0.7087	0.7060
S2	0.6992	0.6992	0.7080
S3	0.6908	0.6959	0.7072
S4	0.6824	0.6875	0.7049

Weekly Pivots for week ending 26-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7398	0.7351	0.7153
R3	0.7293	0.7246	0.7124
R2	0.7188	0.7188	0.7114
R1	0.7141	0.7141	0.7105	0.7112
PP	0.7083	0.7083	0.7083	0.7068
S1	0.7036	0.7036	0.7085	0.7007
S2	0.6978	0.6978	0.7076
S3	0.6873	0.6931	0.7066
S4	0.6768	0.6826	0.7037

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7129	0.7024	0.0105	1.5%	0.0051	0.7%	68%	False	True	98,823
10	0.7164	0.7024	0.0140	2.0%	0.0052	0.7%	51%	False	True	92,060
20	0.7243	0.7024	0.0219	3.1%	0.0055	0.8%	32%	False	True	94,489
40	0.7319	0.7024	0.0295	4.2%	0.0057	0.8%	24%	False	True	77,720
60	0.7453	0.7024	0.0429	6.0%	0.0057	0.8%	17%	False	True	52,009
80	0.7485	0.7024	0.0461	6.5%	0.0057	0.8%	15%	False	True	39,018
100	0.7679	0.7024	0.0655	9.2%	0.0055	0.8%	11%	False	True	31,218
120	0.7680	0.7024	0.0656	9.2%	0.0049	0.7%	11%	False	True	26,016

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.7465
2.618	0.7328
1.618	0.7244
1.000	0.7192
0.618	0.7160
HIGH	0.7108
0.618	0.7076
0.500	0.7066
0.382	0.7056
LOW	0.7024
0.618	0.6972
1.000	0.6940
1.618	0.6888
2.618	0.6804
4.250	0.6667

Fisher Pivots for day following 26-Oct-2018
Pivot	1 day	3 day
R1	0.7085	0.7086
PP	0.7076	0.7076
S1	0.7066	0.7067

Download as Excel Spreadsheet

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

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