CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 05-Dec-2018

Day Change Summary
	Previous	Current
	04-Dec-2018	05-Dec-2018	Change	Change %	Previous Week
Open	0.7359	0.7340	-0.0019	-0.3%	0.7237
High	0.7395	0.7357	-0.0038	-0.5%	0.7347
Low	0.7328	0.7261	-0.0067	-0.9%	0.7202
Close	0.7340	0.7266	-0.0074	-1.0%	0.7305
Range	0.0067	0.0096	0.0029	43.3%	0.0145
ATR	0.0066	0.0068	0.0002	3.2%	0.0000
Volume	95,336	81,895	-13,441	-14.1%	484,522

Daily Pivots for day following 05-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7583	0.7520	0.7319
R3	0.7487	0.7424	0.7292
R2	0.7391	0.7391	0.7284
R1	0.7328	0.7328	0.7275	0.7312
PP	0.7295	0.7295	0.7295	0.7286
S1	0.7232	0.7232	0.7257	0.7215
S2	0.7199	0.7199	0.7248
S3	0.7103	0.7136	0.7240
S4	0.7007	0.7040	0.7213

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	0.7261	0.0135	1.9%	0.0060	0.8%	4%	False	True	100,187
10	0.7396	0.7202	0.0194	2.7%	0.0066	0.9%	33%	False	False	95,526
20	0.7396	0.7167	0.0229	3.2%	0.0067	0.9%	43%	False	False	101,128
40	0.7396	0.7024	0.0372	5.1%	0.0063	0.9%	65%	False	False	102,732
60	0.7396	0.7024	0.0372	5.1%	0.0060	0.8%	65%	False	False	96,732
80	0.7396	0.7024	0.0372	5.1%	0.0061	0.8%	65%	False	False	74,257
100	0.7465	0.7024	0.0441	6.1%	0.0060	0.8%	55%	False	False	59,427
120	0.7485	0.7024	0.0461	6.3%	0.0058	0.8%	52%	False	False	49,526

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7765
2.618	0.7608
1.618	0.7512
1.000	0.7453
0.618	0.7416
HIGH	0.7357
0.618	0.7320
0.500	0.7309
0.382	0.7298
LOW	0.7261
0.618	0.7202
1.000	0.7165
1.618	0.7106
2.618	0.7010
4.250	0.6853

Fisher Pivots for day following 05-Dec-2018
Pivot	1 day	3 day
R1	0.7309	0.7329
PP	0.7295	0.7308
S1	0.7280	0.7287

Download as Excel Spreadsheet

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

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