CME Australian Dollar Future September 2018

Trading Metrics calculated at close of trading on 10-Jul-2018

Day Change Summary
	Previous	Current
	09-Jul-2018	10-Jul-2018	Change	Change %	Previous Week
Open	0.7436	0.7461	0.0025	0.3%	0.7403
High	0.7484	0.7482	-0.0002	0.0%	0.7445
Low	0.7429	0.7430	0.0001	0.0%	0.7313
Close	0.7468	0.7466	-0.0002	0.0%	0.7428
Range	0.0055	0.0052	-0.0003	-5.5%	0.0132
ATR	0.0064	0.0063	-0.0001	-1.3%	0.0000
Volume	76,812	73,284	-3,528	-4.6%	399,147

Daily Pivots for day following 10-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7615	0.7593	0.7495
R3	0.7563	0.7541	0.7480
R2	0.7511	0.7511	0.7476
R1	0.7489	0.7489	0.7471	0.7500
PP	0.7459	0.7459	0.7459	0.7465
S1	0.7437	0.7437	0.7461	0.7448
S2	0.7407	0.7407	0.7456
S3	0.7355	0.7385	0.7452
S4	0.7303	0.7333	0.7437

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	0.7317	0.0167	2.2%	0.0066	0.9%	89%	False	False	91,453
10	0.7484	0.7313	0.0171	2.3%	0.0066	0.9%	89%	False	False	98,811
20	0.7628	0.7313	0.0315	4.2%	0.0064	0.9%	49%	False	False	93,785
40	0.7682	0.7313	0.0369	4.9%	0.0061	0.8%	41%	False	False	47,944
60	0.7814	0.7313	0.0501	6.7%	0.0059	0.8%	31%	False	False	32,006
80	0.7814	0.7313	0.0501	6.7%	0.0057	0.8%	31%	False	False	24,018

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7703
2.618	0.7618
1.618	0.7566
1.000	0.7534
0.618	0.7514
HIGH	0.7482
0.618	0.7462
0.500	0.7456
0.382	0.7450
LOW	0.7430
0.618	0.7398
1.000	0.7378
1.618	0.7346
2.618	0.7294
4.250	0.7209

Fisher Pivots for day following 10-Jul-2018
Pivot	1 day	3 day
R1	0.7463	0.7454
PP	0.7459	0.7442
S1	0.7456	0.7431

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

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