CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 13-Nov-2018

Day Change Summary
	Previous	Current
	12-Nov-2018	13-Nov-2018	Change	Change %	Previous Week
Open	0.7219	0.7176	-0.0043	-0.6%	0.7196
High	0.7240	0.7227	-0.0013	-0.2%	0.7306
Low	0.7176	0.7167	-0.0009	-0.1%	0.7187
Close	0.7191	0.7206	0.0015	0.2%	0.7230
Range	0.0064	0.0060	-0.0004	-6.2%	0.0119
ATR	0.0060	0.0060	0.0000	0.0%	0.0000
Volume	74,691	109,130	34,439	46.1%	464,135

Daily Pivots for day following 13-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7380	0.7353	0.7239
R3	0.7320	0.7293	0.7223
R2	0.7260	0.7260	0.7217
R1	0.7233	0.7233	0.7212	0.7247
PP	0.7200	0.7200	0.7200	0.7207
S1	0.7173	0.7173	0.7200	0.7187
S2	0.7140	0.7140	0.7195
S3	0.7080	0.7113	0.7189
S4	0.7020	0.7053	0.7173

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	0.7167	0.0139	1.9%	0.0064	0.9%	28%	False	True	100,245
10	0.7306	0.7071	0.0235	3.3%	0.0065	0.9%	57%	False	False	109,156
20	0.7306	0.7024	0.0282	3.9%	0.0060	0.8%	65%	False	False	103,928
40	0.7319	0.7024	0.0295	4.1%	0.0056	0.8%	62%	False	False	96,113
60	0.7383	0.7024	0.0359	5.0%	0.0059	0.8%	51%	False	False	73,610
80	0.7465	0.7024	0.0441	6.1%	0.0058	0.8%	41%	False	False	55,263
100	0.7485	0.7024	0.0461	6.4%	0.0057	0.8%	39%	False	False	44,216
120	0.7680	0.7024	0.0656	9.1%	0.0054	0.8%	28%	False	False	36,849

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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7482
2.618	0.7384
1.618	0.7324
1.000	0.7287
0.618	0.7264
HIGH	0.7227
0.618	0.7204
0.500	0.7197
0.382	0.7190
LOW	0.7167
0.618	0.7130
1.000	0.7107
1.618	0.7070
2.618	0.7010
4.250	0.6912

Fisher Pivots for day following 13-Nov-2018
Pivot	1 day	3 day
R1	0.7203	0.7220
PP	0.7200	0.7215
S1	0.7197	0.7211

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

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