CME Australian Dollar Future March 2019

Trading Metrics calculated at close of trading on 19-Oct-2018

Day Change Summary
	Previous	Current
	18-Oct-2018	19-Oct-2018	Change	Change %	Previous Week
Open	0.7138	0.7107	-0.0031	-0.4%	0.7140
High	0.7162	0.7160	-0.0002	0.0%	0.7172
Low	0.7113	0.7107	-0.0006	-0.1%	0.7107
Close	0.7120	0.7131	0.0011	0.2%	0.7131
Range	0.0049	0.0053	0.0004	8.2%	0.0065
ATR	0.0046	0.0046	0.0001	1.1%	0.0000
Volume	47	307	260	553.2%	763

Daily Pivots for day following 19-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7292	0.7264	0.7160
R3	0.7239	0.7211	0.7146
R2	0.7186	0.7186	0.7141
R1	0.7158	0.7158	0.7136	0.7172
PP	0.7133	0.7133	0.7133	0.7140
S1	0.7105	0.7105	0.7126	0.7119
S2	0.7080	0.7080	0.7121
S3	0.7027	0.7052	0.7116
S4	0.6974	0.6999	0.7102

Weekly Pivots for week ending 19-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7332	0.7296	0.7167
R3	0.7267	0.7231	0.7149
R2	0.7202	0.7202	0.7143
R1	0.7166	0.7166	0.7137	0.7152
PP	0.7137	0.7137	0.7137	0.7129
S1	0.7101	0.7101	0.7125	0.7087
S2	0.7072	0.7072	0.7119
S3	0.7007	0.7036	0.7113
S4	0.6942	0.6971	0.7095

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7172	0.7107	0.0065	0.9%	0.0041	0.6%	37%	False	True	152
10	0.7172	0.7061	0.0111	1.6%	0.0046	0.6%	63%	False	False	93
20	0.7319	0.7060	0.0259	3.6%	0.0040	0.6%	27%	False	False	74
40	0.7369	0.7060	0.0309	4.3%	0.0038	0.5%	23%	False	False	48

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	0.0008
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7385
2.618	0.7299
1.618	0.7246
1.000	0.7213
0.618	0.7193
HIGH	0.7160
0.618	0.7140
0.500	0.7134
0.382	0.7127
LOW	0.7107
0.618	0.7074
1.000	0.7054
1.618	0.7021
2.618	0.6968
4.250	0.6882

Fisher Pivots for day following 19-Oct-2018
Pivot	1 day	3 day
R1	0.7134	0.7140
PP	0.7133	0.7137
S1	0.7132	0.7134

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

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