CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 09-Nov-2018

Day Change Summary
	Previous	Current
	08-Nov-2018	09-Nov-2018	Change	Change %	Previous Week
Open	0.7277	0.7258	-0.0019	-0.3%	0.7196
High	0.7306	0.7273	-0.0033	-0.5%	0.7306
Low	0.7250	0.7222	-0.0028	-0.4%	0.7187
Close	0.7253	0.7230	-0.0023	-0.3%	0.7230
Range	0.0056	0.0051	-0.0005	-8.9%	0.0119
ATR	0.0060	0.0060	-0.0001	-1.1%	0.0000
Volume	100,968	96,493	-4,475	-4.4%	464,135

Daily Pivots for day following 09-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7395	0.7363	0.7258
R3	0.7344	0.7312	0.7244
R2	0.7293	0.7293	0.7239
R1	0.7261	0.7261	0.7235	0.7252
PP	0.7242	0.7242	0.7242	0.7237
S1	0.7210	0.7210	0.7225	0.7201
S2	0.7191	0.7191	0.7221
S3	0.7140	0.7159	0.7216
S4	0.7089	0.7108	0.7202

Weekly Pivots for week ending 09-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7598	0.7533	0.7295
R3	0.7479	0.7414	0.7263
R2	0.7360	0.7360	0.7252
R1	0.7295	0.7295	0.7241	0.7327
PP	0.7241	0.7241	0.7241	0.7257
S1	0.7176	0.7176	0.7219	0.7209
S2	0.7122	0.7122	0.7208
S3	0.7003	0.7057	0.7197
S4	0.6884	0.6938	0.7165

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7306	0.7187	0.0119	1.6%	0.0054	0.8%	36%	False	False	92,827
10	0.7306	0.7055	0.0251	3.5%	0.0065	0.9%	70%	False	False	111,624
20	0.7306	0.7024	0.0282	3.9%	0.0058	0.8%	73%	False	False	101,842
40	0.7319	0.7024	0.0295	4.1%	0.0056	0.8%	70%	False	False	95,769
60	0.7383	0.7024	0.0359	5.0%	0.0059	0.8%	57%	False	False	70,559
80	0.7465	0.7024	0.0441	6.1%	0.0058	0.8%	47%	False	False	52,967
100	0.7485	0.7024	0.0461	6.4%	0.0057	0.8%	45%	False	False	42,378
120	0.7680	0.7024	0.0656	9.1%	0.0054	0.7%	31%	False	False	35,317

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	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7490
2.618	0.7407
1.618	0.7356
1.000	0.7324
0.618	0.7305
HIGH	0.7273
0.618	0.7254
0.500	0.7248
0.382	0.7241
LOW	0.7222
0.618	0.7190
1.000	0.7171
1.618	0.7139
2.618	0.7088
4.250	0.7005

Fisher Pivots for day following 09-Nov-2018
Pivot	1 day	3 day
R1	0.7248	0.7261
PP	0.7242	0.7251
S1	0.7236	0.7240

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

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