CME Australian Dollar Future September 2018

Trading Metrics calculated at close of trading on 06-Sep-2018

Day Change Summary
	Previous	Current
	05-Sep-2018	06-Sep-2018	Change	Change %	Previous Week
Open	0.7179	0.7193	0.0014	0.2%	0.7334
High	0.7220	0.7211	-0.0009	-0.1%	0.7363
Low	0.7145	0.7166	0.0021	0.3%	0.7176
Close	0.7185	0.7203	0.0018	0.3%	0.7180
Range	0.0075	0.0045	-0.0030	-40.0%	0.0187
ATR	0.0068	0.0066	-0.0002	-2.4%	0.0000
Volume	121,228	102,640	-18,588	-15.3%	513,078

Daily Pivots for day following 06-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7328	0.7311	0.7228
R3	0.7283	0.7266	0.7215
R2	0.7238	0.7238	0.7211
R1	0.7221	0.7221	0.7207	0.7230
PP	0.7193	0.7193	0.7193	0.7198
S1	0.7176	0.7176	0.7199	0.7185
S2	0.7148	0.7148	0.7195
S3	0.7103	0.7131	0.7191
S4	0.7058	0.7086	0.7178

Weekly Pivots for week ending 31-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7801	0.7677	0.7283
R3	0.7614	0.7490	0.7231
R2	0.7427	0.7427	0.7214
R1	0.7303	0.7303	0.7197	0.7272
PP	0.7240	0.7240	0.7240	0.7224
S1	0.7116	0.7116	0.7163	0.7085
S2	0.7053	0.7053	0.7146
S3	0.6866	0.6929	0.7129
S4	0.6679	0.6742	0.7077

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7313	0.7145	0.0168	2.3%	0.0071	1.0%	35%	False	False	129,021
10	0.7363	0.7145	0.0218	3.0%	0.0074	1.0%	27%	False	False	116,700
20	0.7454	0.7145	0.0309	4.3%	0.0067	0.9%	19%	False	False	114,207
40	0.7466	0.7145	0.0321	4.5%	0.0064	0.9%	18%	False	False	101,871
60	0.7612	0.7145	0.0467	6.5%	0.0064	0.9%	12%	False	False	100,752
80	0.7682	0.7145	0.0537	7.5%	0.0063	0.9%	11%	False	False	76,342
100	0.7814	0.7145	0.0669	9.3%	0.0062	0.9%	9%	False	False	61,100
120	0.7814	0.7145	0.0669	9.3%	0.0059	0.8%	9%	False	False	50,926

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	0.0016
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7402
2.618	0.7329
1.618	0.7284
1.000	0.7256
0.618	0.7239
HIGH	0.7211
0.618	0.7194
0.500	0.7189
0.382	0.7183
LOW	0.7166
0.618	0.7138
1.000	0.7121
1.618	0.7093
2.618	0.7048
4.250	0.6975

Fisher Pivots for day following 06-Sep-2018
Pivot	1 day	3 day
R1	0.7198	0.7199
PP	0.7193	0.7195
S1	0.7189	0.7191

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

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