CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 21-Nov-2018

Day Change Summary
	Previous	Current
	20-Nov-2018	21-Nov-2018	Change	Change %	Previous Week
Open	0.7293	0.7208	-0.0085	-1.2%	0.7219
High	0.7303	0.7280	-0.0023	-0.3%	0.7341
Low	0.7214	0.7205	-0.0009	-0.1%	0.7167
Close	0.7221	0.7266	0.0045	0.6%	0.7334
Range	0.0089	0.0075	-0.0014	-15.7%	0.0174
ATR	0.0064	0.0065	0.0001	1.2%	0.0000
Volume	118,189	91,869	-26,320	-22.3%	555,393

Daily Pivots for day following 21-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7475	0.7446	0.7307
R3	0.7400	0.7371	0.7287
R2	0.7325	0.7325	0.7280
R1	0.7296	0.7296	0.7273	0.7310
PP	0.7250	0.7250	0.7250	0.7258
S1	0.7221	0.7221	0.7259	0.7236
S2	0.7175	0.7175	0.7252
S3	0.7100	0.7146	0.7245
S4	0.7025	0.7071	0.7225

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	0.7205	0.0136	1.9%	0.0074	1.0%	45%	False	True	107,814
10	0.7341	0.7167	0.0174	2.4%	0.0067	0.9%	57%	False	False	103,923
20	0.7341	0.7024	0.0317	4.4%	0.0067	0.9%	76%	False	False	109,138
40	0.7341	0.7024	0.0317	4.4%	0.0060	0.8%	76%	False	False	100,013
60	0.7349	0.7024	0.0325	4.5%	0.0060	0.8%	74%	False	False	84,477
80	0.7453	0.7024	0.0429	5.9%	0.0059	0.8%	56%	False	False	63,485
100	0.7485	0.7024	0.0461	6.3%	0.0059	0.8%	52%	False	False	50,795
120	0.7680	0.7024	0.0656	9.0%	0.0056	0.8%	37%	False	False	42,332

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	True
Bull Hook	False
Stretch	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7599
2.618	0.7476
1.618	0.7401
1.000	0.7355
0.618	0.7326
HIGH	0.7280
0.618	0.7251
0.500	0.7243
0.382	0.7234
LOW	0.7205
0.618	0.7159
1.000	0.7130
1.618	0.7084
2.618	0.7009
4.250	0.6886

Fisher Pivots for day following 21-Nov-2018
Pivot	1 day	3 day
R1	0.7258	0.7267
PP	0.7250	0.7267
S1	0.7243	0.7266

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

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