CME Australian Dollar Future March 2019

Trading Metrics calculated at close of trading on 11-Jan-2019

Day Change Summary
	Previous	Current
	10-Jan-2019	11-Jan-2019	Change	Change %	Previous Week
Open	0.7183	0.7191	0.0008	0.1%	0.7129
High	0.7204	0.7242	0.0038	0.5%	0.7242
Low	0.7154	0.7189	0.0035	0.5%	0.7122
Close	0.7190	0.7214	0.0024	0.3%	0.7214
Range	0.0050	0.0053	0.0003	6.0%	0.0120
ATR	0.0065	0.0064	-0.0001	-1.3%	0.0000
Volume	96,681	108,751	12,070	12.5%	512,364

Daily Pivots for day following 11-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7374	0.7347	0.7243
R3	0.7321	0.7294	0.7229
R2	0.7268	0.7268	0.7224
R1	0.7241	0.7241	0.7219	0.7255
PP	0.7215	0.7215	0.7215	0.7222
S1	0.7188	0.7188	0.7209	0.7202
S2	0.7162	0.7162	0.7204
S3	0.7109	0.7135	0.7199
S4	0.7056	0.7082	0.7185

Weekly Pivots for week ending 11-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7553	0.7503	0.7280
R3	0.7433	0.7383	0.7247
R2	0.7313	0.7313	0.7236
R1	0.7263	0.7263	0.7225	0.7288
PP	0.7193	0.7193	0.7193	0.7205
S1	0.7143	0.7143	0.7203	0.7168
S2	0.7073	0.7073	0.7192
S3	0.6953	0.7023	0.7181
S4	0.6833	0.6903	0.7148

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7242	0.7122	0.0120	1.7%	0.0045	0.6%	77%	True	False	102,472
10	0.7242	0.6825	0.0417	5.8%	0.0071	1.0%	93%	True	False	99,796
20	0.7254	0.6825	0.0429	5.9%	0.0064	0.9%	91%	False	False	90,732
40	0.7407	0.6825	0.0582	8.1%	0.0062	0.9%	67%	False	False	49,400
60	0.7407	0.6825	0.0582	8.1%	0.0059	0.8%	67%	False	False	33,001
80	0.7407	0.6825	0.0582	8.1%	0.0053	0.7%	67%	False	False	24,761
100	0.7407	0.6825	0.0582	8.1%	0.0050	0.7%	67%	False	False	19,813

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7467
2.618	0.7381
1.618	0.7328
1.000	0.7295
0.618	0.7275
HIGH	0.7242
0.618	0.7222
0.500	0.7216
0.382	0.7209
LOW	0.7189
0.618	0.7156
1.000	0.7136
1.618	0.7103
2.618	0.7050
4.250	0.6964

Fisher Pivots for day following 11-Jan-2019
Pivot	1 day	3 day
R1	0.7216	0.7207
PP	0.7215	0.7201
S1	0.7215	0.7194

Download as Excel Spreadsheet

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

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