CME Australian Dollar Future September 2018

Trading Metrics calculated at close of trading on 17-Jul-2018

Day Change Summary
	Previous	Current
	16-Jul-2018	17-Jul-2018	Change	Change %	Previous Week
Open	0.7412	0.7418	0.0006	0.1%	0.7436
High	0.7440	0.7438	-0.0002	0.0%	0.7484
Low	0.7408	0.7376	-0.0032	-0.4%	0.7357
Close	0.7415	0.7389	-0.0026	-0.4%	0.7412
Range	0.0032	0.0062	0.0030	93.8%	0.0127
ATR	0.0062	0.0062	0.0000	0.0%	0.0000
Volume	68,296	80,526	12,230	17.9%	417,014

Daily Pivots for day following 17-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7587	0.7550	0.7423
R3	0.7525	0.7488	0.7406
R2	0.7463	0.7463	0.7400
R1	0.7426	0.7426	0.7395	0.7414
PP	0.7401	0.7401	0.7401	0.7395
S1	0.7364	0.7364	0.7383	0.7352
S2	0.7339	0.7339	0.7378
S3	0.7277	0.7302	0.7372
S4	0.7215	0.7240	0.7355

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	0.7440	0.7357	0.0083	1.1%	0.0057	0.8%	39%	False	False	83,148
10	0.7484	0.7317	0.0167	2.3%	0.0062	0.8%	43%	False	False	87,300
20	0.7484	0.7313	0.0171	2.3%	0.0062	0.8%	44%	False	False	96,887
40	0.7682	0.7313	0.0369	5.0%	0.0062	0.8%	21%	False	False	58,305
60	0.7685	0.7313	0.0372	5.0%	0.0060	0.8%	20%	False	False	38,927
80	0.7814	0.7313	0.0501	6.8%	0.0056	0.8%	15%	False	False	29,212

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7702
2.618	0.7600
1.618	0.7538
1.000	0.7500
0.618	0.7476
HIGH	0.7438
0.618	0.7414
0.500	0.7407
0.382	0.7400
LOW	0.7376
0.618	0.7338
1.000	0.7314
1.618	0.7276
2.618	0.7214
4.250	0.7113

Fisher Pivots for day following 17-Jul-2018
Pivot	1 day	3 day
R1	0.7407	0.7404
PP	0.7401	0.7399
S1	0.7395	0.7394

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

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