CME Australian Dollar Future September 2018

Trading Metrics calculated at close of trading on 25-Jul-2018

Day Change Summary
	Previous	Current
	24-Jul-2018	25-Jul-2018	Change	Change %	Previous Week
Open	0.7384	0.7421	0.0037	0.5%	0.7412
High	0.7436	0.7466	0.0030	0.4%	0.7444
Low	0.7361	0.7394	0.0033	0.4%	0.7318
Close	0.7417	0.7439	0.0022	0.3%	0.7426
Range	0.0075	0.0072	-0.0003	-4.0%	0.0126
ATR	0.0070	0.0070	0.0000	0.2%	0.0000
Volume	87,570	108,054	20,484	23.4%	498,826

Daily Pivots for day following 25-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7649	0.7616	0.7479
R3	0.7577	0.7544	0.7459
R2	0.7505	0.7505	0.7452
R1	0.7472	0.7472	0.7446	0.7489
PP	0.7433	0.7433	0.7433	0.7441
S1	0.7400	0.7400	0.7432	0.7417
S2	0.7361	0.7361	0.7426
S3	0.7289	0.7328	0.7419
S4	0.7217	0.7256	0.7399

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	0.7466	0.7318	0.0148	2.0%	0.0090	1.2%	82%	True	False	109,907
10	0.7466	0.7318	0.0148	2.0%	0.0073	1.0%	82%	True	False	92,969
20	0.7484	0.7313	0.0171	2.3%	0.0071	1.0%	74%	False	False	97,057
40	0.7682	0.7313	0.0369	5.0%	0.0066	0.9%	34%	False	False	73,918
60	0.7682	0.7313	0.0369	5.0%	0.0063	0.9%	34%	False	False	49,387
80	0.7814	0.7313	0.0501	6.7%	0.0059	0.8%	25%	False	False	37,067
100	0.7905	0.7313	0.0592	8.0%	0.0056	0.7%	21%	False	False	29,660

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	0.0022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7772
2.618	0.7654
1.618	0.7582
1.000	0.7538
0.618	0.7510
HIGH	0.7466
0.618	0.7438
0.500	0.7430
0.382	0.7422
LOW	0.7394
0.618	0.7350
1.000	0.7322
1.618	0.7278
2.618	0.7206
4.250	0.7088

Fisher Pivots for day following 25-Jul-2018
Pivot	1 day	3 day
R1	0.7436	0.7431
PP	0.7433	0.7422
S1	0.7430	0.7414

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

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