CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 11-Dec-2018

Day Change Summary
	Previous	Current
	10-Dec-2018	11-Dec-2018	Change	Change %	Previous Week
Open	0.7186	0.7192	0.0006	0.1%	0.7365
High	0.7227	0.7226	-0.0001	0.0%	0.7396
Low	0.7179	0.7186	0.0007	0.1%	0.7192
Close	0.7187	0.7207	0.0020	0.3%	0.7210
Range	0.0048	0.0040	-0.0008	-16.7%	0.0204
ATR	0.0066	0.0064	-0.0002	-2.8%	0.0000
Volume	94,845	123,473	28,628	30.2%	535,697

Daily Pivots for day following 11-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7326	0.7307	0.7229
R3	0.7286	0.7267	0.7218
R2	0.7246	0.7246	0.7214
R1	0.7227	0.7227	0.7211	0.7237
PP	0.7206	0.7206	0.7206	0.7211
S1	0.7187	0.7187	0.7203	0.7197
S2	0.7166	0.7166	0.7200
S3	0.7126	0.7147	0.7196
S4	0.7086	0.7107	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	0.7357	0.7179	0.0178	2.5%	0.0062	0.9%	16%	False	False	108,046
10	0.7396	0.7179	0.0217	3.0%	0.0062	0.9%	13%	False	False	107,353
20	0.7396	0.7167	0.0229	3.2%	0.0065	0.9%	17%	False	False	104,440
40	0.7396	0.7024	0.0372	5.2%	0.0062	0.9%	49%	False	False	103,340
60	0.7396	0.7024	0.0372	5.2%	0.0059	0.8%	49%	False	False	98,926
80	0.7396	0.7024	0.0372	5.2%	0.0061	0.8%	49%	False	False	79,955
100	0.7465	0.7024	0.0441	6.1%	0.0059	0.8%	41%	False	False	64,008
120	0.7485	0.7024	0.0461	6.4%	0.0058	0.8%	40%	False	False	53,344

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	0.7396
2.618	0.7331
1.618	0.7291
1.000	0.7266
0.618	0.7251
HIGH	0.7226
0.618	0.7211
0.500	0.7206
0.382	0.7201
LOW	0.7186
0.618	0.7161
1.000	0.7146
1.618	0.7121
2.618	0.7081
4.250	0.7016

Fisher Pivots for day following 11-Dec-2018
Pivot	1 day	3 day
R1	0.7207	0.7211
PP	0.7206	0.7210
S1	0.7206	0.7208

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

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