CME Australian Dollar Future September 2018

Trading Metrics calculated at close of trading on 03-Jul-2018

Day Change Summary
	Previous	Current
	02-Jul-2018	03-Jul-2018	Change	Change %	Previous Week
Open	0.7403	0.7338	-0.0065	-0.9%	0.7442
High	0.7408	0.7406	-0.0002	0.0%	0.7443
Low	0.7313	0.7317	0.0004	0.1%	0.7323
Close	0.7324	0.7373	0.0049	0.7%	0.7398
Range	0.0095	0.0089	-0.0006	-6.3%	0.0120
ATR	0.0062	0.0064	0.0002	3.1%	0.0000
Volume	91,977	94,852	2,875	3.1%	534,877

Daily Pivots for day following 03-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7632	0.7592	0.7422
R3	0.7543	0.7503	0.7397
R2	0.7454	0.7454	0.7389
R1	0.7414	0.7414	0.7381	0.7434
PP	0.7365	0.7365	0.7365	0.7376
S1	0.7325	0.7325	0.7365	0.7345
S2	0.7276	0.7276	0.7357
S3	0.7187	0.7236	0.7349
S4	0.7098	0.7147	0.7324

Weekly Pivots for week ending 29-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7748	0.7693	0.7464
R3	0.7628	0.7573	0.7431
R2	0.7508	0.7508	0.7420
R1	0.7453	0.7453	0.7409	0.7421
PP	0.7388	0.7388	0.7388	0.7372
S1	0.7333	0.7333	0.7387	0.7301
S2	0.7268	0.7268	0.7376
S3	0.7148	0.7213	0.7365
S4	0.7028	0.7093	0.7332

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7412	0.7313	0.0099	1.3%	0.0075	1.0%	61%	False	False	106,843
10	0.7444	0.7313	0.0131	1.8%	0.0062	0.8%	46%	False	False	103,331
20	0.7682	0.7313	0.0369	5.0%	0.0063	0.8%	16%	False	False	77,146
40	0.7682	0.7313	0.0369	5.0%	0.0062	0.8%	16%	False	False	38,894
60	0.7814	0.7313	0.0501	6.8%	0.0058	0.8%	12%	False	False	25,968
80	0.7905	0.7313	0.0592	8.0%	0.0054	0.7%	10%	False	False	19,488

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
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	0.7784
2.618	0.7639
1.618	0.7550
1.000	0.7495
0.618	0.7461
HIGH	0.7406
0.618	0.7372
0.500	0.7362
0.382	0.7351
LOW	0.7317
0.618	0.7262
1.000	0.7228
1.618	0.7173
2.618	0.7084
4.250	0.6939

Fisher Pivots for day following 03-Jul-2018
Pivot	1 day	3 day
R1	0.7369	0.7370
PP	0.7365	0.7366
S1	0.7362	0.7363

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

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