CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 07-Dec-2018

Day Change Summary
	Previous	Current
	06-Dec-2018	07-Dec-2018	Change	Change %	Previous Week
Open	0.7272	0.7233	-0.0039	-0.5%	0.7365
High	0.7272	0.7243	-0.0029	-0.4%	0.7396
Low	0.7192	0.7197	0.0005	0.1%	0.7192
Close	0.7222	0.7210	-0.0012	-0.2%	0.7210
Range	0.0080	0.0046	-0.0034	-42.5%	0.0204
ATR	0.0069	0.0067	-0.0002	-2.4%	0.0000
Volume	136,185	103,832	-32,353	-23.8%	535,697

Daily Pivots for day following 07-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7355	0.7328	0.7235
R3	0.7309	0.7282	0.7223
R2	0.7263	0.7263	0.7218
R1	0.7236	0.7236	0.7214	0.7227
PP	0.7217	0.7217	0.7217	0.7212
S1	0.7190	0.7190	0.7206	0.7181
S2	0.7171	0.7171	0.7202
S3	0.7125	0.7144	0.7197
S4	0.7079	0.7098	0.7185

Weekly Pivots for week ending 07-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7878	0.7748	0.7322
R3	0.7674	0.7544	0.7266
R2	0.7470	0.7470	0.7247
R1	0.7340	0.7340	0.7229	0.7303
PP	0.7266	0.7266	0.7266	0.7248
S1	0.7136	0.7136	0.7191	0.7099
S2	0.7062	0.7062	0.7173
S3	0.6858	0.6932	0.7154
S4	0.6654	0.6728	0.7098

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%	0.0067	0.9%	9%	False	False	107,139
10	0.7396	0.7192	0.0204	2.8%	0.0067	0.9%	9%	False	False	102,021
20	0.7396	0.7167	0.0229	3.2%	0.0066	0.9%	19%	False	False	102,084
40	0.7396	0.7024	0.0372	5.2%	0.0062	0.9%	50%	False	False	101,823
60	0.7396	0.7024	0.0372	5.2%	0.0060	0.8%	50%	False	False	98,148
80	0.7396	0.7024	0.0372	5.2%	0.0061	0.8%	50%	False	False	77,242
100	0.7465	0.7024	0.0441	6.1%	0.0060	0.8%	42%	False	False	61,826
120	0.7485	0.7024	0.0461	6.4%	0.0058	0.8%	40%	False	False	51,525

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7439
2.618	0.7363
1.618	0.7317
1.000	0.7289
0.618	0.7271
HIGH	0.7243
0.618	0.7225
0.500	0.7220
0.382	0.7215
LOW	0.7197
0.618	0.7169
1.000	0.7151
1.618	0.7123
2.618	0.7077
4.250	0.7002

Fisher Pivots for day following 07-Dec-2018
Pivot	1 day	3 day
R1	0.7220	0.7275
PP	0.7217	0.7253
S1	0.7213	0.7232

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

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