CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 10-Dec-2018

Day Change Summary
	Previous	Current
	07-Dec-2018	10-Dec-2018	Change	Change %	Previous Week
Open	0.7233	0.7186	-0.0047	-0.6%	0.7365
High	0.7243	0.7227	-0.0016	-0.2%	0.7396
Low	0.7197	0.7179	-0.0018	-0.3%	0.7192
Close	0.7210	0.7187	-0.0023	-0.3%	0.7210
Range	0.0046	0.0048	0.0002	4.4%	0.0204
ATR	0.0067	0.0066	-0.0001	-2.1%	0.0000
Volume	103,832	94,845	-8,987	-8.7%	535,697

Daily Pivots for day following 10-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7342	0.7312	0.7213
R3	0.7294	0.7264	0.7200
R2	0.7246	0.7246	0.7196
R1	0.7216	0.7216	0.7191	0.7231
PP	0.7198	0.7198	0.7198	0.7205
S1	0.7168	0.7168	0.7183	0.7183
S2	0.7150	0.7150	0.7178
S3	0.7102	0.7120	0.7174
S4	0.7054	0.7072	0.7161

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	0.7395	0.7179	0.0216	3.0%	0.0067	0.9%	4%	False	True	102,418
10	0.7396	0.7179	0.0217	3.0%	0.0065	0.9%	4%	False	True	104,664
20	0.7396	0.7167	0.0229	3.2%	0.0066	0.9%	9%	False	False	102,001
40	0.7396	0.7024	0.0372	5.2%	0.0062	0.9%	44%	False	False	101,922
60	0.7396	0.7024	0.0372	5.2%	0.0060	0.8%	44%	False	False	97,846
80	0.7396	0.7024	0.0372	5.2%	0.0061	0.8%	44%	False	False	78,420
100	0.7465	0.7024	0.0441	6.1%	0.0060	0.8%	37%	False	False	62,774
120	0.7485	0.7024	0.0461	6.4%	0.0058	0.8%	35%	False	False	52,315

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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7431
2.618	0.7353
1.618	0.7305
1.000	0.7275
0.618	0.7257
HIGH	0.7227
0.618	0.7209
0.500	0.7203
0.382	0.7197
LOW	0.7179
0.618	0.7149
1.000	0.7131
1.618	0.7101
2.618	0.7053
4.250	0.6975

Fisher Pivots for day following 10-Dec-2018
Pivot	1 day	3 day
R1	0.7203	0.7226
PP	0.7198	0.7213
S1	0.7192	0.7200

Download as Excel Spreadsheet

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

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