CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 12-Nov-2018

Day Change Summary
	Previous	Current
	09-Nov-2018	12-Nov-2018	Change	Change %	Previous Week
Open	0.7258	0.7219	-0.0039	-0.5%	0.7196
High	0.7273	0.7240	-0.0033	-0.5%	0.7306
Low	0.7222	0.7176	-0.0046	-0.6%	0.7187
Close	0.7230	0.7191	-0.0039	-0.5%	0.7230
Range	0.0051	0.0064	0.0013	25.5%	0.0119
ATR	0.0060	0.0060	0.0000	0.5%	0.0000
Volume	96,493	74,691	-21,802	-22.6%	464,135

Daily Pivots for day following 12-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7394	0.7357	0.7226
R3	0.7330	0.7293	0.7209
R2	0.7266	0.7266	0.7203
R1	0.7229	0.7229	0.7197	0.7216
PP	0.7202	0.7202	0.7202	0.7196
S1	0.7165	0.7165	0.7185	0.7152
S2	0.7138	0.7138	0.7179
S3	0.7074	0.7101	0.7173
S4	0.7010	0.7037	0.7156

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	0.7176	0.0130	1.8%	0.0060	0.8%	12%	False	True	92,279
10	0.7306	0.7061	0.0245	3.4%	0.0066	0.9%	53%	False	False	109,254
20	0.7306	0.7024	0.0282	3.9%	0.0059	0.8%	59%	False	False	102,240
40	0.7319	0.7024	0.0295	4.1%	0.0057	0.8%	57%	False	False	96,169
60	0.7383	0.7024	0.0359	5.0%	0.0059	0.8%	47%	False	False	71,793
80	0.7465	0.7024	0.0441	6.1%	0.0057	0.8%	38%	False	False	53,900
100	0.7485	0.7024	0.0461	6.4%	0.0057	0.8%	36%	False	False	43,125
120	0.7680	0.7024	0.0656	9.1%	0.0054	0.8%	25%	False	False	35,940

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7512
2.618	0.7408
1.618	0.7344
1.000	0.7304
0.618	0.7280
HIGH	0.7240
0.618	0.7216
0.500	0.7208
0.382	0.7200
LOW	0.7176
0.618	0.7136
1.000	0.7112
1.618	0.7072
2.618	0.7008
4.250	0.6904

Fisher Pivots for day following 12-Nov-2018
Pivot	1 day	3 day
R1	0.7208	0.7241
PP	0.7202	0.7224
S1	0.7197	0.7208

Download as Excel Spreadsheet

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

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