CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 14-Nov-2018

Day Change Summary
	Previous	Current
	13-Nov-2018	14-Nov-2018	Change	Change %	Previous Week
Open	0.7176	0.7221	0.0045	0.6%	0.7196
High	0.7227	0.7256	0.0029	0.4%	0.7306
Low	0.7167	0.7191	0.0024	0.3%	0.7187
Close	0.7206	0.7249	0.0043	0.6%	0.7230
Range	0.0060	0.0065	0.0005	8.3%	0.0119
ATR	0.0060	0.0060	0.0000	0.6%	0.0000
Volume	109,130	118,883	9,753	8.9%	464,135

Daily Pivots for day following 14-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7427	0.7403	0.7285
R3	0.7362	0.7338	0.7267
R2	0.7297	0.7297	0.7261
R1	0.7273	0.7273	0.7255	0.7285
PP	0.7232	0.7232	0.7232	0.7238
S1	0.7208	0.7208	0.7243	0.7220
S2	0.7167	0.7167	0.7237
S3	0.7102	0.7143	0.7231
S4	0.7037	0.7078	0.7213

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%	0.0059	0.8%	59%	False	False	100,033
10	0.7306	0.7077	0.0229	3.2%	0.0068	0.9%	75%	False	False	110,269
20	0.7306	0.7024	0.0282	3.9%	0.0061	0.8%	80%	False	False	105,706
40	0.7319	0.7024	0.0295	4.1%	0.0056	0.8%	76%	False	False	96,604
60	0.7371	0.7024	0.0347	4.8%	0.0060	0.8%	65%	False	False	75,574
80	0.7465	0.7024	0.0441	6.1%	0.0058	0.8%	51%	False	False	56,749
100	0.7485	0.7024	0.0461	6.4%	0.0058	0.8%	49%	False	False	45,405
120	0.7680	0.7024	0.0656	9.0%	0.0055	0.8%	34%	False	False	37,840

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7532
2.618	0.7426
1.618	0.7361
1.000	0.7321
0.618	0.7296
HIGH	0.7256
0.618	0.7231
0.500	0.7224
0.382	0.7216
LOW	0.7191
0.618	0.7151
1.000	0.7126
1.618	0.7086
2.618	0.7021
4.250	0.6915

Fisher Pivots for day following 14-Nov-2018
Pivot	1 day	3 day
R1	0.7241	0.7237
PP	0.7232	0.7224
S1	0.7224	0.7212

Download as Excel Spreadsheet

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

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