CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 06-Dec-2018

Day Change Summary
	Previous	Current
	05-Dec-2018	06-Dec-2018	Change	Change %	Previous Week
Open	0.7340	0.7272	-0.0068	-0.9%	0.7237
High	0.7357	0.7272	-0.0085	-1.2%	0.7347
Low	0.7261	0.7192	-0.0069	-1.0%	0.7202
Close	0.7266	0.7222	-0.0044	-0.6%	0.7305
Range	0.0096	0.0080	-0.0016	-16.7%	0.0145
ATR	0.0068	0.0069	0.0001	1.2%	0.0000
Volume	81,895	136,185	54,290	66.3%	484,522

Daily Pivots for day following 06-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7469	0.7425	0.7266
R3	0.7389	0.7345	0.7244
R2	0.7309	0.7309	0.7237
R1	0.7265	0.7265	0.7229	0.7247
PP	0.7229	0.7229	0.7229	0.7220
S1	0.7185	0.7185	0.7215	0.7167
S2	0.7149	0.7149	0.7207
S3	0.7069	0.7105	0.7200
S4	0.6989	0.7025	0.7178

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	0.7192	0.0204	2.8%	0.0066	0.9%	15%	False	True	102,487
10	0.7396	0.7192	0.0204	2.8%	0.0067	0.9%	15%	False	True	99,957
20	0.7396	0.7167	0.0229	3.2%	0.0067	0.9%	24%	False	False	101,940
40	0.7396	0.7024	0.0372	5.2%	0.0063	0.9%	53%	False	False	103,495
60	0.7396	0.7024	0.0372	5.2%	0.0060	0.8%	53%	False	False	97,782
80	0.7396	0.7024	0.0372	5.2%	0.0061	0.8%	53%	False	False	75,951
100	0.7465	0.7024	0.0441	6.1%	0.0060	0.8%	45%	False	False	60,788
120	0.7485	0.7024	0.0461	6.4%	0.0059	0.8%	43%	False	False	50,660

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	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7612
2.618	0.7481
1.618	0.7401
1.000	0.7352
0.618	0.7321
HIGH	0.7272
0.618	0.7241
0.500	0.7232
0.382	0.7223
LOW	0.7192
0.618	0.7143
1.000	0.7112
1.618	0.7063
2.618	0.6983
4.250	0.6852

Fisher Pivots for day following 06-Dec-2018
Pivot	1 day	3 day
R1	0.7232	0.7294
PP	0.7229	0.7270
S1	0.7225	0.7246

Download as Excel Spreadsheet

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

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