CME Australian Dollar Future September 2018

Trading Metrics calculated at close of trading on 13-Jul-2018

Day Change Summary
	Previous	Current
	12-Jul-2018	13-Jul-2018	Change	Change %	Previous Week
Open	0.7364	0.7406	0.0042	0.6%	0.7436
High	0.7420	0.7422	0.0002	0.0%	0.7484
Low	0.7357	0.7367	0.0010	0.1%	0.7357
Close	0.7404	0.7412	0.0008	0.1%	0.7412
Range	0.0063	0.0055	-0.0008	-12.7%	0.0127
ATR	0.0065	0.0065	-0.0001	-1.1%	0.0000
Volume	76,640	75,454	-1,186	-1.5%	417,014

Daily Pivots for day following 13-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7565	0.7544	0.7442
R3	0.7510	0.7489	0.7427
R2	0.7455	0.7455	0.7422
R1	0.7434	0.7434	0.7417	0.7445
PP	0.7400	0.7400	0.7400	0.7406
S1	0.7379	0.7379	0.7407	0.7390
S2	0.7345	0.7345	0.7402
S3	0.7290	0.7324	0.7397
S4	0.7235	0.7269	0.7382

Weekly Pivots for week ending 13-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7799	0.7732	0.7482
R3	0.7672	0.7605	0.7447
R2	0.7545	0.7545	0.7435
R1	0.7478	0.7478	0.7424	0.7448
PP	0.7418	0.7418	0.7418	0.7403
S1	0.7351	0.7351	0.7400	0.7321
S2	0.7291	0.7291	0.7389
S3	0.7164	0.7224	0.7377
S4	0.7037	0.7097	0.7342

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%	0.0060	0.8%	43%	False	False	83,402
10	0.7484	0.7313	0.0171	2.3%	0.0069	0.9%	58%	False	False	92,389
20	0.7484	0.7313	0.0171	2.3%	0.0061	0.8%	58%	False	False	99,028
40	0.7682	0.7313	0.0369	5.0%	0.0061	0.8%	27%	False	False	54,604
60	0.7814	0.7313	0.0501	6.8%	0.0061	0.8%	20%	False	False	36,453
80	0.7814	0.7313	0.0501	6.8%	0.0057	0.8%	20%	False	False	27,354

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	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7656
2.618	0.7566
1.618	0.7511
1.000	0.7477
0.618	0.7456
HIGH	0.7422
0.618	0.7401
0.500	0.7395
0.382	0.7388
LOW	0.7367
0.618	0.7333
1.000	0.7312
1.618	0.7278
2.618	0.7223
4.250	0.7133

Fisher Pivots for day following 13-Jul-2018
Pivot	1 day	3 day
R1	0.7406	0.7407
PP	0.7400	0.7402
S1	0.7395	0.7398

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

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