CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 02-Aug-2018

Day Change Summary
	Previous	Current
	01-Aug-2018	02-Aug-2018	Change	Change %	Previous Week
Open	0.7420	0.7415	-0.0005	-0.1%	0.7435
High	0.7421	0.7415	-0.0006	-0.1%	0.7465
Low	0.7399	0.7361	-0.0038	-0.5%	0.7370
Close	0.7407	0.7368	-0.0039	-0.5%	0.7410
Range	0.0022	0.0054	0.0032	145.5%	0.0095
ATR	0.0055	0.0055	0.0000	-0.1%	0.0000
Volume	123	64	-59	-48.0%	219

Daily Pivots for day following 02-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7543	0.7510	0.7398
R3	0.7489	0.7456	0.7383
R2	0.7435	0.7435	0.7378
R1	0.7402	0.7402	0.7373	0.7392
PP	0.7381	0.7381	0.7381	0.7376
S1	0.7348	0.7348	0.7363	0.7338
S2	0.7327	0.7327	0.7358
S3	0.7273	0.7294	0.7353
S4	0.7219	0.7240	0.7338

Weekly Pivots for week ending 27-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7700	0.7650	0.7462
R3	0.7605	0.7555	0.7436
R2	0.7510	0.7510	0.7427
R1	0.7460	0.7460	0.7419	0.7438
PP	0.7415	0.7415	0.7415	0.7404
S1	0.7365	0.7365	0.7401	0.7343
S2	0.7320	0.7320	0.7393
S3	0.7225	0.7270	0.7384
S4	0.7130	0.7175	0.7358

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7443	0.7361	0.0082	1.1%	0.0033	0.5%	9%	False	True	63
10	0.7465	0.7322	0.0143	1.9%	0.0055	0.7%	32%	False	False	53
20	0.7485	0.7322	0.0163	2.2%	0.0054	0.7%	28%	False	False	46
40	0.7679	0.7322	0.0357	4.8%	0.0051	0.7%	13%	False	False	30
60	0.7680	0.7322	0.0358	4.9%	0.0041	0.6%	13%	False	False	22
80	0.7800	0.7322	0.0478	6.5%	0.0035	0.5%	10%	False	False	18
100	0.7902	0.7322	0.0580	7.9%	0.0032	0.4%	8%	False	False	15
120	0.7961	0.7322	0.0639	8.7%	0.0031	0.4%	7%	False	False	13

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	0.0010
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7645
2.618	0.7556
1.618	0.7502
1.000	0.7469
0.618	0.7448
HIGH	0.7415
0.618	0.7394
0.500	0.7388
0.382	0.7382
LOW	0.7361
0.618	0.7328
1.000	0.7307
1.618	0.7274
2.618	0.7220
4.250	0.7132

Fisher Pivots for day following 02-Aug-2018
Pivot	1 day	3 day
R1	0.7388	0.7402
PP	0.7381	0.7391
S1	0.7375	0.7379

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

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