CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 30-Oct-2018

Day Change Summary
	Previous	Current
	29-Oct-2018	30-Oct-2018	Change	Change %	Previous Week
Open	0.7097	0.7065	-0.0032	-0.5%	0.7124
High	0.7112	0.7126	0.0014	0.2%	0.7129
Low	0.7055	0.7061	0.0006	0.1%	0.7024
Close	0.7064	0.7107	0.0043	0.6%	0.7095
Range	0.0057	0.0065	0.0008	14.0%	0.0105
ATR	0.0055	0.0056	0.0001	1.3%	0.0000
Volume	98,395	110,115	11,720	11.9%	494,117

Daily Pivots for day following 30-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7293	0.7265	0.7143
R3	0.7228	0.7200	0.7125
R2	0.7163	0.7163	0.7119
R1	0.7135	0.7135	0.7113	0.7149
PP	0.7098	0.7098	0.7098	0.7105
S1	0.7070	0.7070	0.7101	0.7084
S2	0.7033	0.7033	0.7095
S3	0.6968	0.7005	0.7089
S4	0.6903	0.6940	0.7071

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	0.7126	0.7024	0.0102	1.4%	0.0059	0.8%	81%	True	False	104,972
10	0.7164	0.7024	0.0140	2.0%	0.0055	0.8%	59%	False	False	98,700
20	0.7202	0.7024	0.0178	2.5%	0.0056	0.8%	47%	False	False	97,506
40	0.7319	0.7024	0.0295	4.2%	0.0056	0.8%	28%	False	False	82,843
60	0.7453	0.7024	0.0429	6.0%	0.0058	0.8%	19%	False	False	55,483
80	0.7471	0.7024	0.0447	6.3%	0.0057	0.8%	19%	False	False	41,624
100	0.7630	0.7024	0.0606	8.5%	0.0055	0.8%	14%	False	False	33,302
120	0.7680	0.7024	0.0656	9.2%	0.0050	0.7%	13%	False	False	27,753

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7402
2.618	0.7296
1.618	0.7231
1.000	0.7191
0.618	0.7166
HIGH	0.7126
0.618	0.7101
0.500	0.7094
0.382	0.7086
LOW	0.7061
0.618	0.7021
1.000	0.6996
1.618	0.6956
2.618	0.6891
4.250	0.6785

Fisher Pivots for day following 30-Oct-2018
Pivot	1 day	3 day
R1	0.7103	0.7096
PP	0.7098	0.7086
S1	0.7094	0.7075

Download as Excel Spreadsheet

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

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