CME Australian Dollar Future September 2018

Trading Metrics calculated at close of trading on 26-Jul-2018

Day Change Summary
	Previous	Current
	25-Jul-2018	26-Jul-2018	Change	Change %	Previous Week
Open	0.7421	0.7445	0.0024	0.3%	0.7412
High	0.7466	0.7466	0.0000	0.0%	0.7444
Low	0.7394	0.7373	-0.0021	-0.3%	0.7318
Close	0.7439	0.7379	-0.0060	-0.8%	0.7426
Range	0.0072	0.0093	0.0021	29.2%	0.0126
ATR	0.0070	0.0072	0.0002	2.3%	0.0000
Volume	108,054	104,036	-4,018	-3.7%	498,826

Daily Pivots for day following 26-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7685	0.7625	0.7430
R3	0.7592	0.7532	0.7405
R2	0.7499	0.7499	0.7396
R1	0.7439	0.7439	0.7388	0.7423
PP	0.7406	0.7406	0.7406	0.7398
S1	0.7346	0.7346	0.7370	0.7330
S2	0.7313	0.7313	0.7362
S3	0.7220	0.7253	0.7353
S4	0.7127	0.7160	0.7328

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%	0.0084	1.1%	41%	True	False	102,736
10	0.7466	0.7318	0.0148	2.0%	0.0076	1.0%	41%	True	False	95,709
20	0.7484	0.7313	0.0171	2.3%	0.0071	1.0%	39%	False	False	95,224
40	0.7682	0.7313	0.0369	5.0%	0.0066	0.9%	18%	False	False	76,486
60	0.7682	0.7313	0.0369	5.0%	0.0064	0.9%	18%	False	False	51,118
80	0.7814	0.7313	0.0501	6.8%	0.0060	0.8%	13%	False	False	38,367
100	0.7905	0.7313	0.0592	8.0%	0.0056	0.8%	11%	False	False	30,701

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0023
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7861
2.618	0.7709
1.618	0.7616
1.000	0.7559
0.618	0.7523
HIGH	0.7466
0.618	0.7430
0.500	0.7420
0.382	0.7409
LOW	0.7373
0.618	0.7316
1.000	0.7280
1.618	0.7223
2.618	0.7130
4.250	0.6978

Fisher Pivots for day following 26-Jul-2018
Pivot	1 day	3 day
R1	0.7420	0.7414
PP	0.7406	0.7402
S1	0.7393	0.7391

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

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