CME Australian Dollar Future September 2018

Trading Metrics calculated at close of trading on 20-Jul-2018

Day Change Summary
	Previous	Current
	19-Jul-2018	20-Jul-2018	Change	Change %	Previous Week
Open	0.7397	0.7356	-0.0041	-0.6%	0.7412
High	0.7444	0.7431	-0.0013	-0.2%	0.7444
Low	0.7322	0.7318	-0.0004	-0.1%	0.7318
Close	0.7359	0.7426	0.0067	0.9%	0.7426
Range	0.0122	0.0113	-0.0009	-7.4%	0.0126
ATR	0.0067	0.0070	0.0003	4.9%	0.0000
Volume	139,889	130,868	-9,021	-6.4%	498,826

Daily Pivots for day following 20-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7731	0.7691	0.7488
R3	0.7618	0.7578	0.7457
R2	0.7505	0.7505	0.7447
R1	0.7465	0.7465	0.7436	0.7485
PP	0.7392	0.7392	0.7392	0.7402
S1	0.7352	0.7352	0.7416	0.7372
S2	0.7279	0.7279	0.7405
S3	0.7166	0.7239	0.7395
S4	0.7053	0.7126	0.7364

Weekly Pivots for week ending 20-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7774	0.7726	0.7495
R3	0.7648	0.7600	0.7461
R2	0.7522	0.7522	0.7449
R1	0.7474	0.7474	0.7438	0.7498
PP	0.7396	0.7396	0.7396	0.7408
S1	0.7348	0.7348	0.7414	0.7372
S2	0.7270	0.7270	0.7403
S3	0.7144	0.7222	0.7391
S4	0.7018	0.7096	0.7357

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7444	0.7318	0.0126	1.7%	0.0079	1.1%	86%	False	True	99,765
10	0.7484	0.7318	0.0166	2.2%	0.0069	0.9%	65%	False	True	91,584
20	0.7484	0.7313	0.0171	2.3%	0.0068	0.9%	66%	False	False	97,220
40	0.7682	0.7313	0.0369	5.0%	0.0065	0.9%	31%	False	False	66,994
60	0.7682	0.7313	0.0369	5.0%	0.0062	0.8%	31%	False	False	44,748
80	0.7814	0.7313	0.0501	6.7%	0.0058	0.8%	23%	False	False	33,586
100	0.7905	0.7313	0.0592	8.0%	0.0054	0.7%	19%	False	False	26,873

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	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7911
2.618	0.7727
1.618	0.7614
1.000	0.7544
0.618	0.7501
HIGH	0.7431
0.618	0.7388
0.500	0.7375
0.382	0.7361
LOW	0.7318
0.618	0.7248
1.000	0.7205
1.618	0.7135
2.618	0.7022
4.250	0.6838

Fisher Pivots for day following 20-Jul-2018
Pivot	1 day	3 day
R1	0.7409	0.7411
PP	0.7392	0.7396
S1	0.7375	0.7381

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

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