CME Australian Dollar Future September 2018

Trading Metrics calculated at close of trading on 24-Jul-2018

Day Change Summary
	Previous	Current
	23-Jul-2018	24-Jul-2018	Change	Change %	Previous Week
Open	0.7425	0.7384	-0.0041	-0.6%	0.7412
High	0.7439	0.7436	-0.0003	0.0%	0.7444
Low	0.7373	0.7361	-0.0012	-0.2%	0.7318
Close	0.7379	0.7417	0.0038	0.5%	0.7426
Range	0.0066	0.0075	0.0009	13.6%	0.0126
ATR	0.0070	0.0070	0.0000	0.5%	0.0000
Volume	83,154	87,570	4,416	5.3%	498,826

Daily Pivots for day following 24-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7630	0.7598	0.7458
R3	0.7555	0.7523	0.7438
R2	0.7480	0.7480	0.7431
R1	0.7448	0.7448	0.7424	0.7464
PP	0.7405	0.7405	0.7405	0.7413
S1	0.7373	0.7373	0.7410	0.7389
S2	0.7330	0.7330	0.7403
S3	0.7255	0.7298	0.7396
S4	0.7180	0.7223	0.7376

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%	0.0088	1.2%	79%	False	False	104,145
10	0.7444	0.7318	0.0126	1.7%	0.0073	1.0%	79%	False	False	93,646
20	0.7484	0.7313	0.0171	2.3%	0.0069	0.9%	61%	False	False	96,229
40	0.7682	0.7313	0.0369	5.0%	0.0067	0.9%	28%	False	False	71,241
60	0.7682	0.7313	0.0369	5.0%	0.0063	0.8%	28%	False	False	47,591
80	0.7814	0.7313	0.0501	6.8%	0.0059	0.8%	21%	False	False	35,716
100	0.7905	0.7313	0.0592	8.0%	0.0055	0.7%	18%	False	False	28,580

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7755
2.618	0.7632
1.618	0.7557
1.000	0.7511
0.618	0.7482
HIGH	0.7436
0.618	0.7407
0.500	0.7399
0.382	0.7390
LOW	0.7361
0.618	0.7315
1.000	0.7286
1.618	0.7240
2.618	0.7165
4.250	0.7042

Fisher Pivots for day following 24-Jul-2018
Pivot	1 day	3 day
R1	0.7411	0.7404
PP	0.7405	0.7391
S1	0.7399	0.7379

Download as Excel Spreadsheet

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

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