CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 03-Dec-2018

Day Change Summary
	Previous	Current
	30-Nov-2018	03-Dec-2018	Change	Change %	Previous Week
Open	0.7319	0.7365	0.0046	0.6%	0.7237
High	0.7328	0.7396	0.0068	0.9%	0.7347
Low	0.7287	0.7349	0.0062	0.9%	0.7202
Close	0.7305	0.7351	0.0046	0.6%	0.7305
Range	0.0041	0.0047	0.0006	14.6%	0.0145
ATR	0.0064	0.0066	0.0002	3.0%	0.0000
Volume	80,572	118,449	37,877	47.0%	484,522

Daily Pivots for day following 03-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7506	0.7476	0.7377
R3	0.7459	0.7429	0.7364
R2	0.7412	0.7412	0.7360
R1	0.7382	0.7382	0.7355	0.7374
PP	0.7365	0.7365	0.7365	0.7361
S1	0.7335	0.7335	0.7347	0.7327
S2	0.7318	0.7318	0.7342
S3	0.7271	0.7288	0.7338
S4	0.7224	0.7241	0.7325

Weekly Pivots for week ending 30-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7720	0.7657	0.7385
R3	0.7575	0.7512	0.7345
R2	0.7430	0.7430	0.7332
R1	0.7367	0.7367	0.7318	0.7398
PP	0.7285	0.7285	0.7285	0.7300
S1	0.7222	0.7222	0.7292	0.7254
S2	0.7140	0.7140	0.7278
S3	0.6995	0.7077	0.7265
S4	0.6850	0.6932	0.7225

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7396	0.7202	0.0194	2.6%	0.0063	0.9%	77%	True	False	106,911
10	0.7396	0.7202	0.0194	2.6%	0.0064	0.9%	77%	True	False	97,254
20	0.7396	0.7167	0.0229	3.1%	0.0063	0.9%	80%	True	False	99,603
40	0.7396	0.7024	0.0372	5.1%	0.0061	0.8%	88%	True	False	102,392
60	0.7396	0.7024	0.0372	5.1%	0.0059	0.8%	88%	True	False	95,291
80	0.7396	0.7024	0.0372	5.1%	0.0060	0.8%	88%	True	False	72,055
100	0.7465	0.7024	0.0441	6.0%	0.0059	0.8%	74%	False	False	57,655
120	0.7579	0.7024	0.0555	7.6%	0.0058	0.8%	59%	False	False	48,049

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7596
2.618	0.7519
1.618	0.7472
1.000	0.7443
0.618	0.7425
HIGH	0.7396
0.618	0.7378
0.500	0.7373
0.382	0.7367
LOW	0.7349
0.618	0.7320
1.000	0.7302
1.618	0.7273
2.618	0.7226
4.250	0.7149

Fisher Pivots for day following 03-Dec-2018
Pivot	1 day	3 day
R1	0.7373	0.7348
PP	0.7365	0.7345
S1	0.7358	0.7342

Download as Excel Spreadsheet

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

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