CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 07-Nov-2018

Day Change Summary
	Previous	Current
	06-Nov-2018	07-Nov-2018	Change	Change %	Previous Week
Open	0.7215	0.7238	0.0023	0.3%	0.7097
High	0.7250	0.7304	0.0054	0.7%	0.7262
Low	0.7208	0.7216	0.0008	0.1%	0.7055
Close	0.7218	0.7289	0.0071	1.0%	0.7194
Range	0.0042	0.0088	0.0046	109.5%	0.0207
ATR	0.0059	0.0061	0.0002	3.6%	0.0000
Volume	69,297	119,946	50,649	73.1%	652,114

Daily Pivots for day following 07-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7534	0.7499	0.7337
R3	0.7446	0.7411	0.7313
R2	0.7358	0.7358	0.7305
R1	0.7323	0.7323	0.7297	0.7341
PP	0.7270	0.7270	0.7270	0.7278
S1	0.7235	0.7235	0.7281	0.7253
S2	0.7182	0.7182	0.7273
S3	0.7094	0.7147	0.7265
S4	0.7006	0.7059	0.7241

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	0.7304	0.7077	0.0227	3.1%	0.0076	1.0%	93%	True	False	120,505
10	0.7304	0.7024	0.0280	3.8%	0.0067	0.9%	95%	True	False	114,352
20	0.7304	0.7024	0.0280	3.8%	0.0058	0.8%	95%	True	False	105,050
40	0.7319	0.7024	0.0295	4.0%	0.0057	0.8%	90%	False	False	95,702
60	0.7383	0.7024	0.0359	4.9%	0.0059	0.8%	74%	False	False	67,288
80	0.7465	0.7024	0.0441	6.1%	0.0059	0.8%	60%	False	False	50,500
100	0.7485	0.7024	0.0461	6.3%	0.0057	0.8%	57%	False	False	40,404
120	0.7680	0.7024	0.0656	9.0%	0.0053	0.7%	40%	False	False	33,672

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0012
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7678
2.618	0.7534
1.618	0.7446
1.000	0.7392
0.618	0.7358
HIGH	0.7304
0.618	0.7270
0.500	0.7260
0.382	0.7250
LOW	0.7216
0.618	0.7162
1.000	0.7128
1.618	0.7074
2.618	0.6986
4.250	0.6842

Fisher Pivots for day following 07-Nov-2018
Pivot	1 day	3 day
R1	0.7279	0.7275
PP	0.7270	0.7260
S1	0.7260	0.7246

Download as Excel Spreadsheet

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

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