CME Australian Dollar Future March 2019

Trading Metrics calculated at close of trading on 20-Dec-2018

Day Change Summary
	Previous	Current
	19-Dec-2018	20-Dec-2018	Change	Change %	Previous Week
Open	0.7191	0.7127	-0.0064	-0.9%	0.7201
High	0.7211	0.7158	-0.0053	-0.7%	0.7254
Low	0.7098	0.7096	-0.0002	0.0%	0.7161
Close	0.7126	0.7129	0.0003	0.0%	0.7187
Range	0.0113	0.0062	-0.0051	-45.1%	0.0093
ATR	0.0058	0.0059	0.0000	0.4%	0.0000
Volume	111,048	114,771	3,723	3.4%	299,700

Daily Pivots for day following 20-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7314	0.7283	0.7163
R3	0.7252	0.7221	0.7146
R2	0.7190	0.7190	0.7140
R1	0.7159	0.7159	0.7135	0.7175
PP	0.7128	0.7128	0.7128	0.7135
S1	0.7097	0.7097	0.7123	0.7113
S2	0.7066	0.7066	0.7118
S3	0.7004	0.7035	0.7112
S4	0.6942	0.6973	0.7095

Weekly Pivots for week ending 14-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7480	0.7426	0.7238
R3	0.7387	0.7333	0.7213
R2	0.7294	0.7294	0.7204
R1	0.7240	0.7240	0.7196	0.7221
PP	0.7201	0.7201	0.7201	0.7191
S1	0.7147	0.7147	0.7178	0.7128
S2	0.7108	0.7108	0.7170
S3	0.7015	0.7054	0.7161
S4	0.6922	0.6961	0.7136

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7237	0.7096	0.0141	2.0%	0.0062	0.9%	23%	False	True	97,227
10	0.7255	0.7096	0.0159	2.2%	0.0051	0.7%	21%	False	True	69,020
20	0.7407	0.7096	0.0311	4.4%	0.0058	0.8%	11%	False	True	35,658
40	0.7407	0.7036	0.0371	5.2%	0.0058	0.8%	25%	False	False	17,978
60	0.7407	0.7036	0.0371	5.2%	0.0052	0.7%	25%	False	False	12,011
80	0.7407	0.7036	0.0371	5.2%	0.0048	0.7%	25%	False	False	9,014

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

Fibonacci Retracements and Extensions
4.250	0.7422
2.618	0.7320
1.618	0.7258
1.000	0.7220
0.618	0.7196
HIGH	0.7158
0.618	0.7134
0.500	0.7127
0.382	0.7120
LOW	0.7096
0.618	0.7058
1.000	0.7034
1.618	0.6996
2.618	0.6934
4.250	0.6833

Fisher Pivots for day following 20-Dec-2018
Pivot	1 day	3 day
R1	0.7128	0.7155
PP	0.7128	0.7146
S1	0.7127	0.7138

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

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