CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 14-Dec-2018

Day Change Summary
	Previous	Current
	13-Dec-2018	14-Dec-2018	Change	Change %	Previous Week
Open	0.7216	0.7223	0.0007	0.1%	0.7186
High	0.7247	0.7229	-0.0018	-0.2%	0.7247
Low	0.7213	0.7152	-0.0061	-0.8%	0.7152
Close	0.7226	0.7178	-0.0048	-0.7%	0.7178
Range	0.0034	0.0077	0.0043	126.5%	0.0095
ATR	0.0060	0.0061	0.0001	2.0%	0.0000
Volume	112,294	24,016	-88,278	-78.6%	490,740

Daily Pivots for day following 14-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7417	0.7375	0.7220
R3	0.7340	0.7298	0.7199
R2	0.7263	0.7263	0.7192
R1	0.7221	0.7221	0.7185	0.7204
PP	0.7186	0.7186	0.7186	0.7178
S1	0.7144	0.7144	0.7171	0.7127
S2	0.7109	0.7109	0.7164
S3	0.7032	0.7067	0.7157
S4	0.6955	0.6990	0.7136

Weekly Pivots for week ending 14-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7477	0.7423	0.7230
R3	0.7382	0.7328	0.7204
R2	0.7287	0.7287	0.7195
R1	0.7233	0.7233	0.7187	0.7213
PP	0.7192	0.7192	0.7192	0.7182
S1	0.7138	0.7138	0.7169	0.7118
S2	0.7097	0.7097	0.7161
S3	0.7002	0.7043	0.7152
S4	0.6907	0.6948	0.7126

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7247	0.7152	0.0095	1.3%	0.0047	0.7%	27%	False	True	98,148
10	0.7396	0.7152	0.0244	3.4%	0.0057	0.8%	11%	False	True	102,643
20	0.7396	0.7152	0.0244	3.4%	0.0062	0.9%	11%	False	True	99,956
40	0.7396	0.7024	0.0372	5.2%	0.0062	0.9%	41%	False	False	103,605
60	0.7396	0.7024	0.0372	5.2%	0.0059	0.8%	41%	False	False	98,639
80	0.7396	0.7024	0.0372	5.2%	0.0061	0.8%	41%	False	False	83,341
100	0.7465	0.7024	0.0441	6.1%	0.0059	0.8%	35%	False	False	66,731
120	0.7485	0.7024	0.0461	6.4%	0.0059	0.8%	33%	False	False	55,614

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7556
2.618	0.7431
1.618	0.7354
1.000	0.7306
0.618	0.7277
HIGH	0.7229
0.618	0.7200
0.500	0.7191
0.382	0.7181
LOW	0.7152
0.618	0.7104
1.000	0.7075
1.618	0.7027
2.618	0.6950
4.250	0.6825

Fisher Pivots for day following 14-Dec-2018
Pivot	1 day	3 day
R1	0.7191	0.7200
PP	0.7186	0.7192
S1	0.7182	0.7185

Download as Excel Spreadsheet

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

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