CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 19-Nov-2018

Day Change Summary
	Previous	Current
	16-Nov-2018	19-Nov-2018	Change	Change %	Previous Week
Open	0.7280	0.7318	0.0038	0.5%	0.7219
High	0.7341	0.7329	-0.0012	-0.2%	0.7341
Low	0.7254	0.7280	0.0026	0.4%	0.7167
Close	0.7334	0.7293	-0.0041	-0.6%	0.7334
Range	0.0087	0.0049	-0.0038	-43.7%	0.0174
ATR	0.0063	0.0062	-0.0001	-1.0%	0.0000
Volume	118,598	76,326	-42,272	-35.6%	555,393

Daily Pivots for day following 19-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7448	0.7419	0.7320
R3	0.7399	0.7370	0.7306
R2	0.7350	0.7350	0.7302
R1	0.7321	0.7321	0.7297	0.7311
PP	0.7301	0.7301	0.7301	0.7296
S1	0.7272	0.7272	0.7289	0.7262
S2	0.7252	0.7252	0.7284
S3	0.7203	0.7223	0.7280
S4	0.7154	0.7174	0.7266

Weekly Pivots for week ending 16-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7803	0.7742	0.7430
R3	0.7629	0.7568	0.7382
R2	0.7455	0.7455	0.7366
R1	0.7394	0.7394	0.7350	0.7425
PP	0.7281	0.7281	0.7281	0.7296
S1	0.7220	0.7220	0.7318	0.7251
S2	0.7107	0.7107	0.7302
S3	0.6933	0.7046	0.7286
S4	0.6759	0.6872	0.7238

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7341	0.7167	0.0174	2.4%	0.0066	0.9%	72%	False	False	111,405
10	0.7341	0.7167	0.0174	2.4%	0.0063	0.9%	72%	False	False	101,842
20	0.7341	0.7024	0.0317	4.3%	0.0063	0.9%	85%	False	False	108,010
40	0.7341	0.7024	0.0317	4.3%	0.0059	0.8%	85%	False	False	99,130
60	0.7366	0.7024	0.0342	4.7%	0.0059	0.8%	79%	False	False	80,995
80	0.7453	0.7024	0.0429	5.9%	0.0058	0.8%	63%	False	False	60,860
100	0.7485	0.7024	0.0461	6.3%	0.0058	0.8%	58%	False	False	48,695
120	0.7680	0.7024	0.0656	9.0%	0.0056	0.8%	41%	False	False	40,582

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7537
2.618	0.7457
1.618	0.7408
1.000	0.7378
0.618	0.7359
HIGH	0.7329
0.618	0.7310
0.500	0.7305
0.382	0.7299
LOW	0.7280
0.618	0.7250
1.000	0.7231
1.618	0.7201
2.618	0.7152
4.250	0.7072

Fisher Pivots for day following 19-Nov-2018
Pivot	1 day	3 day
R1	0.7305	0.7291
PP	0.7301	0.7289
S1	0.7297	0.7287

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

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