CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 02-Nov-2018

Day Change Summary
	Previous	Current
	01-Nov-2018	02-Nov-2018	Change	Change %	Previous Week
Open	0.7078	0.7207	0.0129	1.8%	0.7097
High	0.7216	0.7262	0.0046	0.6%	0.7262
Low	0.7077	0.7186	0.0109	1.5%	0.7055
Close	0.7210	0.7194	-0.0016	-0.2%	0.7194
Range	0.0139	0.0076	-0.0063	-45.3%	0.0207
ATR	0.0061	0.0062	0.0001	1.8%	0.0000
Volume	163,352	172,502	9,150	5.6%	652,114

Daily Pivots for day following 02-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7442	0.7394	0.7236
R3	0.7366	0.7318	0.7215
R2	0.7290	0.7290	0.7208
R1	0.7242	0.7242	0.7201	0.7228
PP	0.7214	0.7214	0.7214	0.7207
S1	0.7166	0.7166	0.7187	0.7152
S2	0.7138	0.7138	0.7180
S3	0.7062	0.7090	0.7173
S4	0.6986	0.7014	0.7152

Weekly Pivots for week ending 02-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7791	0.7700	0.7308
R3	0.7584	0.7493	0.7251
R2	0.7377	0.7377	0.7232
R1	0.7286	0.7286	0.7213	0.7332
PP	0.7170	0.7170	0.7170	0.7193
S1	0.7079	0.7079	0.7175	0.7125
S2	0.6963	0.6963	0.7156
S3	0.6756	0.6872	0.7137
S4	0.6549	0.6665	0.7080

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7262	0.7055	0.0207	2.9%	0.0075	1.0%	67%	True	False	130,422
10	0.7262	0.7024	0.0238	3.3%	0.0063	0.9%	71%	True	False	114,623
20	0.7262	0.7024	0.0238	3.3%	0.0059	0.8%	71%	True	False	105,180
40	0.7319	0.7024	0.0295	4.1%	0.0057	0.8%	58%	False	False	93,136
60	0.7383	0.7024	0.0359	5.0%	0.0059	0.8%	47%	False	False	62,872
80	0.7465	0.7024	0.0441	6.1%	0.0058	0.8%	39%	False	False	47,168
100	0.7579	0.7024	0.0555	7.7%	0.0057	0.8%	31%	False	False	37,738
120	0.7680	0.7024	0.0656	9.1%	0.0052	0.7%	26%	False	False	31,450

Crabel Price Patterns
NR	True
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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7585
2.618	0.7461
1.618	0.7385
1.000	0.7338
0.618	0.7309
HIGH	0.7262
0.618	0.7233
0.500	0.7224
0.382	0.7215
LOW	0.7186
0.618	0.7139
1.000	0.7110
1.618	0.7063
2.618	0.6987
4.250	0.6863

Fisher Pivots for day following 02-Nov-2018
Pivot	1 day	3 day
R1	0.7224	0.7185
PP	0.7214	0.7176
S1	0.7204	0.7167

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

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