CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 28-Nov-2018

Day Change Summary
	Previous	Current
	27-Nov-2018	28-Nov-2018	Change	Change %	Previous Week
Open	0.7220	0.7226	0.0006	0.1%	0.7318
High	0.7272	0.7330	0.0058	0.8%	0.7329
Low	0.7202	0.7223	0.0021	0.3%	0.7205
Close	0.7226	0.7317	0.0091	1.3%	0.7235
Range	0.0070	0.0107	0.0037	52.9%	0.0124
ATR	0.0064	0.0067	0.0003	4.8%	0.0000
Volume	96,591	114,259	17,668	18.3%	369,575

Daily Pivots for day following 28-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7611	0.7571	0.7376
R3	0.7504	0.7464	0.7346
R2	0.7397	0.7397	0.7337
R1	0.7357	0.7357	0.7327	0.7377
PP	0.7290	0.7290	0.7290	0.7300
S1	0.7250	0.7250	0.7307	0.7270
S2	0.7183	0.7183	0.7297
S3	0.7076	0.7143	0.7288
S4	0.6969	0.7036	0.7258

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	0.7330	0.7202	0.0128	1.7%	0.0072	1.0%	90%	True	False	90,865
10	0.7341	0.7191	0.0150	2.1%	0.0072	1.0%	84%	False	False	102,041
20	0.7341	0.7071	0.0270	3.7%	0.0069	0.9%	91%	False	False	105,598
40	0.7341	0.7024	0.0317	4.3%	0.0062	0.9%	92%	False	False	101,552
60	0.7341	0.7024	0.0317	4.3%	0.0060	0.8%	92%	False	False	90,428
80	0.7453	0.7024	0.0429	5.9%	0.0061	0.8%	68%	False	False	68,012
100	0.7471	0.7024	0.0447	6.1%	0.0059	0.8%	66%	False	False	54,419
120	0.7630	0.7024	0.0606	8.3%	0.0058	0.8%	48%	False	False	45,352

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	0.0014
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	0.7785
2.618	0.7610
1.618	0.7503
1.000	0.7437
0.618	0.7396
HIGH	0.7330
0.618	0.7289
0.500	0.7277
0.382	0.7264
LOW	0.7223
0.618	0.7157
1.000	0.7116
1.618	0.7050
2.618	0.6943
4.250	0.6768

Fisher Pivots for day following 28-Nov-2018
Pivot	1 day	3 day
R1	0.7304	0.7300
PP	0.7290	0.7283
S1	0.7277	0.7266

Download as Excel Spreadsheet

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

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