CME Australian Dollar Future March 2019

Trading Metrics calculated at close of trading on 24-Dec-2018

Day Change Summary
	Previous	Current
	21-Dec-2018	24-Dec-2018	Change	Change %	Previous Week
Open	0.7121	0.7045	-0.0076	-1.1%	0.7186
High	0.7132	0.7075	-0.0057	-0.8%	0.7213
Low	0.7037	0.7044	0.0007	0.1%	0.7037
Close	0.7054	0.7052	-0.0002	0.0%	0.7054
Range	0.0095	0.0031	-0.0064	-67.4%	0.0176
ATR	0.0061	0.0059	-0.0002	-3.5%	0.0000
Volume	101,664	38,356	-63,308	-62.3%	483,974

Daily Pivots for day following 24-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7150	0.7132	0.7069
R3	0.7119	0.7101	0.7061
R2	0.7088	0.7088	0.7058
R1	0.7070	0.7070	0.7055	0.7079
PP	0.7057	0.7057	0.7057	0.7062
S1	0.7039	0.7039	0.7049	0.7048
S2	0.7026	0.7026	0.7046
S3	0.6995	0.7008	0.7043
S4	0.6964	0.6977	0.7035

Weekly Pivots for week ending 21-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7629	0.7518	0.7151
R3	0.7453	0.7342	0.7102
R2	0.7277	0.7277	0.7086
R1	0.7166	0.7166	0.7070	0.7134
PP	0.7101	0.7101	0.7101	0.7085
S1	0.6990	0.6990	0.7038	0.6958
S2	0.6925	0.6925	0.7022
S3	0.6749	0.6814	0.7006
S4	0.6573	0.6638	0.6957

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7213	0.7037	0.0176	2.5%	0.0068	1.0%	9%	False	False	90,578
10	0.7254	0.7037	0.0217	3.1%	0.0054	0.8%	7%	False	False	80,711
20	0.7407	0.7037	0.0370	5.2%	0.0059	0.8%	4%	False	False	42,612
40	0.7407	0.7037	0.0370	5.2%	0.0059	0.8%	4%	False	False	21,473
60	0.7407	0.7036	0.0371	5.3%	0.0053	0.8%	4%	False	False	14,341
80	0.7407	0.7036	0.0371	5.3%	0.0049	0.7%	4%	False	False	10,764

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7207
2.618	0.7156
1.618	0.7125
1.000	0.7106
0.618	0.7094
HIGH	0.7075
0.618	0.7063
0.500	0.7060
0.382	0.7056
LOW	0.7044
0.618	0.7025
1.000	0.7013
1.618	0.6994
2.618	0.6963
4.250	0.6912

Fisher Pivots for day following 24-Dec-2018
Pivot	1 day	3 day
R1	0.7060	0.7098
PP	0.7057	0.7082
S1	0.7055	0.7067

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

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