CME Australian Dollar Future September 2018

Trading Metrics calculated at close of trading on 12-Jul-2018

Day Change Summary
	Previous	Current
	11-Jul-2018	12-Jul-2018	Change	Change %	Previous Week
Open	0.7437	0.7364	-0.0073	-1.0%	0.7403
High	0.7438	0.7420	-0.0018	-0.2%	0.7445
Low	0.7363	0.7357	-0.0006	-0.1%	0.7313
Close	0.7376	0.7404	0.0028	0.4%	0.7428
Range	0.0075	0.0063	-0.0012	-16.0%	0.0132
ATR	0.0066	0.0065	0.0000	-0.3%	0.0000
Volume	114,824	76,640	-38,184	-33.3%	399,147

Daily Pivots for day following 12-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7583	0.7556	0.7439
R3	0.7520	0.7493	0.7421
R2	0.7457	0.7457	0.7416
R1	0.7430	0.7430	0.7410	0.7444
PP	0.7394	0.7394	0.7394	0.7400
S1	0.7367	0.7367	0.7398	0.7381
S2	0.7331	0.7331	0.7392
S3	0.7268	0.7304	0.7387
S4	0.7205	0.7241	0.7369

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	0.7357	0.0127	1.7%	0.0063	0.8%	37%	False	True	86,430
10	0.7484	0.7313	0.0171	2.3%	0.0067	0.9%	53%	False	False	94,739
20	0.7587	0.7313	0.0274	3.7%	0.0064	0.9%	33%	False	False	98,754
40	0.7682	0.7313	0.0369	5.0%	0.0062	0.8%	25%	False	False	52,723
60	0.7814	0.7313	0.0501	6.8%	0.0061	0.8%	18%	False	False	35,196
80	0.7814	0.7313	0.0501	6.8%	0.0057	0.8%	18%	False	False	26,411

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7688
2.618	0.7585
1.618	0.7522
1.000	0.7483
0.618	0.7459
HIGH	0.7420
0.618	0.7396
0.500	0.7389
0.382	0.7381
LOW	0.7357
0.618	0.7318
1.000	0.7294
1.618	0.7255
2.618	0.7192
4.250	0.7089

Fisher Pivots for day following 12-Jul-2018
Pivot	1 day	3 day
R1	0.7399	0.7420
PP	0.7394	0.7414
S1	0.7389	0.7409

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

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