CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 12-Dec-2018

Day Change Summary
	Previous	Current
	11-Dec-2018	12-Dec-2018	Change	Change %	Previous Week
Open	0.7192	0.7202	0.0010	0.1%	0.7365
High	0.7226	0.7239	0.0013	0.2%	0.7396
Low	0.7186	0.7202	0.0016	0.2%	0.7192
Close	0.7207	0.7220	0.0013	0.2%	0.7210
Range	0.0040	0.0037	-0.0003	-7.5%	0.0204
ATR	0.0064	0.0062	-0.0002	-3.0%	0.0000
Volume	123,473	136,112	12,639	10.2%	535,697

Daily Pivots for day following 12-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7331	0.7313	0.7240
R3	0.7294	0.7276	0.7230
R2	0.7257	0.7257	0.7227
R1	0.7239	0.7239	0.7223	0.7248
PP	0.7220	0.7220	0.7220	0.7225
S1	0.7202	0.7202	0.7217	0.7211
S2	0.7183	0.7183	0.7213
S3	0.7146	0.7165	0.7210
S4	0.7109	0.7128	0.7200

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	0.7272	0.7179	0.0093	1.3%	0.0050	0.7%	44%	False	False	118,889
10	0.7396	0.7179	0.0217	3.0%	0.0055	0.8%	19%	False	False	109,538
20	0.7396	0.7179	0.0217	3.0%	0.0064	0.9%	19%	False	False	105,789
40	0.7396	0.7024	0.0372	5.2%	0.0062	0.9%	53%	False	False	104,859
60	0.7396	0.7024	0.0372	5.2%	0.0059	0.8%	53%	False	False	99,339
80	0.7396	0.7024	0.0372	5.2%	0.0060	0.8%	53%	False	False	81,655
100	0.7465	0.7024	0.0441	6.1%	0.0059	0.8%	44%	False	False	65,368
120	0.7485	0.7024	0.0461	6.4%	0.0058	0.8%	43%	False	False	54,478

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	0.7396
2.618	0.7336
1.618	0.7299
1.000	0.7276
0.618	0.7262
HIGH	0.7239
0.618	0.7225
0.500	0.7221
0.382	0.7216
LOW	0.7202
0.618	0.7179
1.000	0.7165
1.618	0.7142
2.618	0.7105
4.250	0.7045

Fisher Pivots for day following 12-Dec-2018
Pivot	1 day	3 day
R1	0.7221	0.7216
PP	0.7220	0.7213
S1	0.7220	0.7209

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

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