CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 31-Oct-2018

Day Change Summary
	Previous	Current
	30-Oct-2018	31-Oct-2018	Change	Change %	Previous Week
Open	0.7065	0.7108	0.0043	0.6%	0.7124
High	0.7126	0.7111	-0.0015	-0.2%	0.7129
Low	0.7061	0.7071	0.0010	0.1%	0.7024
Close	0.7107	0.7077	-0.0030	-0.4%	0.7095
Range	0.0065	0.0040	-0.0025	-38.5%	0.0105
ATR	0.0056	0.0055	-0.0001	-2.0%	0.0000
Volume	110,115	107,750	-2,365	-2.1%	494,117

Daily Pivots for day following 31-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7206	0.7182	0.7099
R3	0.7166	0.7142	0.7088
R2	0.7126	0.7126	0.7084
R1	0.7102	0.7102	0.7081	0.7094
PP	0.7086	0.7086	0.7086	0.7083
S1	0.7062	0.7062	0.7073	0.7054
S2	0.7046	0.7046	0.7070
S3	0.7006	0.7022	0.7066
S4	0.6966	0.6982	0.7055

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%	0.0058	0.8%	52%	False	False	108,199
10	0.7155	0.7024	0.0131	1.9%	0.0053	0.8%	40%	False	False	101,143
20	0.7164	0.7024	0.0140	2.0%	0.0053	0.7%	38%	False	False	97,982
40	0.7319	0.7024	0.0295	4.2%	0.0055	0.8%	18%	False	False	85,386
60	0.7453	0.7024	0.0429	6.1%	0.0058	0.8%	12%	False	False	57,278
80	0.7465	0.7024	0.0441	6.2%	0.0057	0.8%	12%	False	False	42,971
100	0.7630	0.7024	0.0606	8.6%	0.0056	0.8%	9%	False	False	34,380
120	0.7680	0.7024	0.0656	9.3%	0.0050	0.7%	8%	False	False	28,651

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7281
2.618	0.7216
1.618	0.7176
1.000	0.7151
0.618	0.7136
HIGH	0.7111
0.618	0.7096
0.500	0.7091
0.382	0.7086
LOW	0.7071
0.618	0.7046
1.000	0.7031
1.618	0.7006
2.618	0.6966
4.250	0.6901

Fisher Pivots for day following 31-Oct-2018
Pivot	1 day	3 day
R1	0.7091	0.7091
PP	0.7086	0.7086
S1	0.7082	0.7082

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

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