CME Australian Dollar Future September 2018

Trading Metrics calculated at close of trading on 27-Jul-2018

Day Change Summary
	Previous	Current
	26-Jul-2018	27-Jul-2018	Change	Change %	Previous Week
Open	0.7445	0.7379	-0.0066	-0.9%	0.7425
High	0.7466	0.7416	-0.0050	-0.7%	0.7466
Low	0.7373	0.7371	-0.0002	0.0%	0.7361
Close	0.7379	0.7405	0.0026	0.4%	0.7405
Range	0.0093	0.0045	-0.0048	-51.6%	0.0105
ATR	0.0072	0.0070	-0.0002	-2.7%	0.0000
Volume	104,036	73,900	-30,136	-29.0%	456,714

Daily Pivots for day following 27-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7532	0.7514	0.7430
R3	0.7487	0.7469	0.7417
R2	0.7442	0.7442	0.7413
R1	0.7424	0.7424	0.7409	0.7433
PP	0.7397	0.7397	0.7397	0.7402
S1	0.7379	0.7379	0.7401	0.7388
S2	0.7352	0.7352	0.7397
S3	0.7307	0.7334	0.7393
S4	0.7262	0.7289	0.7380

Weekly Pivots for week ending 27-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7726	0.7670	0.7463
R3	0.7621	0.7565	0.7434
R2	0.7516	0.7516	0.7424
R1	0.7460	0.7460	0.7415	0.7436
PP	0.7411	0.7411	0.7411	0.7398
S1	0.7355	0.7355	0.7395	0.7331
S2	0.7306	0.7306	0.7386
S3	0.7201	0.7250	0.7376
S4	0.7096	0.7145	0.7347

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7466	0.7361	0.0105	1.4%	0.0070	0.9%	42%	False	False	91,342
10	0.7466	0.7318	0.0148	2.0%	0.0075	1.0%	59%	False	False	95,554
20	0.7484	0.7313	0.0171	2.3%	0.0072	1.0%	54%	False	False	93,971
40	0.7682	0.7313	0.0369	5.0%	0.0066	0.9%	25%	False	False	78,305
60	0.7682	0.7313	0.0369	5.0%	0.0064	0.9%	25%	False	False	52,348
80	0.7814	0.7313	0.0501	6.8%	0.0060	0.8%	18%	False	False	39,289
100	0.7905	0.7313	0.0592	8.0%	0.0057	0.8%	16%	False	False	31,440

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7607
2.618	0.7534
1.618	0.7489
1.000	0.7461
0.618	0.7444
HIGH	0.7416
0.618	0.7399
0.500	0.7394
0.382	0.7388
LOW	0.7371
0.618	0.7343
1.000	0.7326
1.618	0.7298
2.618	0.7253
4.250	0.7180

Fisher Pivots for day following 27-Jul-2018
Pivot	1 day	3 day
R1	0.7401	0.7419
PP	0.7397	0.7414
S1	0.7394	0.7410

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

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