CME Australian Dollar Future September 2018

Trading Metrics calculated at close of trading on 09-Jul-2018

Day Change Summary
	Previous	Current
	06-Jul-2018	09-Jul-2018	Change	Change %	Previous Week
Open	0.7386	0.7436	0.0050	0.7%	0.7403
High	0.7445	0.7484	0.0039	0.5%	0.7445
Low	0.7377	0.7429	0.0052	0.7%	0.7313
Close	0.7428	0.7468	0.0040	0.5%	0.7428
Range	0.0068	0.0055	-0.0013	-19.1%	0.0132
ATR	0.0064	0.0064	-0.0001	-0.9%	0.0000
Volume	90,594	76,812	-13,782	-15.2%	399,147

Daily Pivots for day following 09-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7625	0.7602	0.7498
R3	0.7570	0.7547	0.7483
R2	0.7515	0.7515	0.7478
R1	0.7492	0.7492	0.7473	0.7503
PP	0.7460	0.7460	0.7460	0.7466
S1	0.7437	0.7437	0.7463	0.7449
S2	0.7405	0.7405	0.7458
S3	0.7350	0.7382	0.7453
S4	0.7295	0.7327	0.7438

Weekly Pivots for week ending 06-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7791	0.7742	0.7501
R3	0.7659	0.7610	0.7464
R2	0.7527	0.7527	0.7452
R1	0.7478	0.7478	0.7440	0.7503
PP	0.7395	0.7395	0.7395	0.7408
S1	0.7346	0.7346	0.7416	0.7371
S2	0.7263	0.7263	0.7404
S3	0.7131	0.7214	0.7392
S4	0.6999	0.7082	0.7355

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7484	0.7313	0.0171	2.3%	0.0074	1.0%	91%	True	False	95,191
10	0.7484	0.7313	0.0171	2.3%	0.0065	0.9%	91%	True	False	101,083
20	0.7628	0.7313	0.0315	4.2%	0.0063	0.8%	49%	False	False	90,834
40	0.7682	0.7313	0.0369	4.9%	0.0061	0.8%	42%	False	False	46,115
60	0.7814	0.7313	0.0501	6.7%	0.0059	0.8%	31%	False	False	30,785
80	0.7820	0.7313	0.0507	6.8%	0.0056	0.8%	31%	False	False	23,102

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0.0012
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7718
2.618	0.7628
1.618	0.7573
1.000	0.7539
0.618	0.7518
HIGH	0.7484
0.618	0.7463
0.500	0.7457
0.382	0.7450
LOW	0.7429
0.618	0.7395
1.000	0.7374
1.618	0.7340
2.618	0.7285
4.250	0.7195

Fisher Pivots for day following 09-Jul-2018
Pivot	1 day	3 day
R1	0.7464	0.7453
PP	0.7460	0.7438
S1	0.7457	0.7423

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

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