CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 23-Nov-2018

Day Change Summary
	Previous	Current
	21-Nov-2018	23-Nov-2018	Change	Change %	Previous Week
Open	0.7208	0.7261	0.0053	0.7%	0.7318
High	0.7280	0.7270	-0.0010	-0.1%	0.7329
Low	0.7205	0.7222	0.0017	0.2%	0.7205
Close	0.7266	0.7235	-0.0031	-0.4%	0.7235
Range	0.0075	0.0048	-0.0027	-36.0%	0.0124
ATR	0.0065	0.0064	-0.0001	-1.9%	0.0000
Volume	91,869	83,191	-8,678	-9.4%	369,575

Daily Pivots for day following 23-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7386	0.7359	0.7261
R3	0.7338	0.7311	0.7248
R2	0.7290	0.7290	0.7244
R1	0.7263	0.7263	0.7239	0.7253
PP	0.7242	0.7242	0.7242	0.7237
S1	0.7215	0.7215	0.7231	0.7204
S2	0.7194	0.7194	0.7226
S3	0.7146	0.7167	0.7222
S4	0.7098	0.7119	0.7209

Weekly Pivots for week ending 23-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7628	0.7556	0.7303
R3	0.7504	0.7432	0.7269
R2	0.7380	0.7380	0.7258
R1	0.7308	0.7308	0.7246	0.7282
PP	0.7256	0.7256	0.7256	0.7244
S1	0.7184	0.7184	0.7224	0.7158
S2	0.7132	0.7132	0.7212
S3	0.7008	0.7060	0.7201
S4	0.6884	0.6936	0.7167

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%	0.0070	1.0%	22%	False	False	97,634
10	0.7341	0.7167	0.0174	2.4%	0.0066	0.9%	39%	False	False	102,146
20	0.7341	0.7024	0.0317	4.4%	0.0067	0.9%	67%	False	False	108,771
40	0.7341	0.7024	0.0317	4.4%	0.0060	0.8%	67%	False	False	99,996
60	0.7341	0.7024	0.0317	4.4%	0.0060	0.8%	67%	False	False	85,846
80	0.7453	0.7024	0.0429	5.9%	0.0059	0.8%	49%	False	False	64,523
100	0.7485	0.7024	0.0461	6.4%	0.0058	0.8%	46%	False	False	51,627
120	0.7680	0.7024	0.0656	9.1%	0.0057	0.8%	32%	False	False	43,025

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	0.0014
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.7474
2.618	0.7396
1.618	0.7348
1.000	0.7318
0.618	0.7300
HIGH	0.7270
0.618	0.7252
0.500	0.7246
0.382	0.7240
LOW	0.7222
0.618	0.7192
1.000	0.7174
1.618	0.7144
2.618	0.7096
4.250	0.7018

Fisher Pivots for day following 23-Nov-2018
Pivot	1 day	3 day
R1	0.7246	0.7254
PP	0.7242	0.7248
S1	0.7239	0.7241

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

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