CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 20-Nov-2018

Day Change Summary
	Previous	Current
	19-Nov-2018	20-Nov-2018	Change	Change %	Previous Week
Open	0.7318	0.7293	-0.0025	-0.3%	0.7219
High	0.7329	0.7303	-0.0026	-0.4%	0.7341
Low	0.7280	0.7214	-0.0066	-0.9%	0.7167
Close	0.7293	0.7221	-0.0072	-1.0%	0.7334
Range	0.0049	0.0089	0.0040	81.6%	0.0174
ATR	0.0062	0.0064	0.0002	3.1%	0.0000
Volume	76,326	118,189	41,863	54.8%	555,393

Daily Pivots for day following 20-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7513	0.7456	0.7270
R3	0.7424	0.7367	0.7245
R2	0.7335	0.7335	0.7237
R1	0.7278	0.7278	0.7229	0.7262
PP	0.7246	0.7246	0.7246	0.7238
S1	0.7189	0.7189	0.7213	0.7173
S2	0.7157	0.7157	0.7205
S3	0.7068	0.7100	0.7197
S4	0.6979	0.7011	0.7172

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	0.7191	0.0150	2.1%	0.0072	1.0%	20%	False	False	113,217
10	0.7341	0.7167	0.0174	2.4%	0.0068	0.9%	31%	False	False	106,731
20	0.7341	0.7024	0.0317	4.4%	0.0065	0.9%	62%	False	False	109,125
40	0.7341	0.7024	0.0317	4.4%	0.0060	0.8%	62%	False	False	100,618
60	0.7366	0.7024	0.0342	4.7%	0.0060	0.8%	58%	False	False	82,959
80	0.7453	0.7024	0.0429	5.9%	0.0059	0.8%	46%	False	False	62,337
100	0.7485	0.7024	0.0461	6.4%	0.0059	0.8%	43%	False	False	49,877
120	0.7680	0.7024	0.0656	9.1%	0.0056	0.8%	30%	False	False	41,567

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.7681
2.618	0.7536
1.618	0.7447
1.000	0.7392
0.618	0.7358
HIGH	0.7303
0.618	0.7269
0.500	0.7259
0.382	0.7248
LOW	0.7214
0.618	0.7159
1.000	0.7125
1.618	0.7070
2.618	0.6981
4.250	0.6836

Fisher Pivots for day following 20-Nov-2018
Pivot	1 day	3 day
R1	0.7259	0.7278
PP	0.7246	0.7259
S1	0.7234	0.7240

Download as Excel Spreadsheet

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

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