CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 13-Dec-2018

Day Change Summary
	Previous	Current
	12-Dec-2018	13-Dec-2018	Change	Change %	Previous Week
Open	0.7202	0.7216	0.0014	0.2%	0.7365
High	0.7239	0.7247	0.0008	0.1%	0.7396
Low	0.7202	0.7213	0.0011	0.2%	0.7192
Close	0.7220	0.7226	0.0006	0.1%	0.7210
Range	0.0037	0.0034	-0.0003	-8.1%	0.0204
ATR	0.0062	0.0060	-0.0002	-3.2%	0.0000
Volume	136,112	112,294	-23,818	-17.5%	535,697

Daily Pivots for day following 13-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7331	0.7312	0.7245
R3	0.7297	0.7278	0.7235
R2	0.7263	0.7263	0.7232
R1	0.7244	0.7244	0.7229	0.7254
PP	0.7229	0.7229	0.7229	0.7233
S1	0.7210	0.7210	0.7223	0.7220
S2	0.7195	0.7195	0.7220
S3	0.7161	0.7176	0.7217
S4	0.7127	0.7142	0.7207

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	0.7247	0.7179	0.0068	0.9%	0.0041	0.6%	69%	True	False	114,111
10	0.7396	0.7179	0.0217	3.0%	0.0054	0.7%	22%	False	False	108,299
20	0.7396	0.7179	0.0217	3.0%	0.0062	0.9%	22%	False	False	105,460
40	0.7396	0.7024	0.0372	5.1%	0.0061	0.8%	54%	False	False	105,583
60	0.7396	0.7024	0.0372	5.1%	0.0058	0.8%	54%	False	False	99,556
80	0.7396	0.7024	0.0372	5.1%	0.0060	0.8%	54%	False	False	83,045
100	0.7465	0.7024	0.0441	6.1%	0.0058	0.8%	46%	False	False	66,491
120	0.7485	0.7024	0.0461	6.4%	0.0058	0.8%	44%	False	False	55,414

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 52 trading days

Fibonacci Retracements and Extensions
4.250	0.7392
2.618	0.7336
1.618	0.7302
1.000	0.7281
0.618	0.7268
HIGH	0.7247
0.618	0.7234
0.500	0.7230
0.382	0.7226
LOW	0.7213
0.618	0.7192
1.000	0.7179
1.618	0.7158
2.618	0.7124
4.250	0.7069

Fisher Pivots for day following 13-Dec-2018
Pivot	1 day	3 day
R1	0.7230	0.7223
PP	0.7229	0.7220
S1	0.7227	0.7217

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

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