CME Australian Dollar Future September 2018

Trading Metrics calculated at close of trading on 31-Jul-2018

Day Change Summary
	Previous	Current
	30-Jul-2018	31-Jul-2018	Change	Change %	Previous Week
Open	0.7404	0.7410	0.0006	0.1%	0.7425
High	0.7414	0.7443	0.0029	0.4%	0.7466
Low	0.7387	0.7405	0.0018	0.2%	0.7361
Close	0.7411	0.7439	0.0028	0.4%	0.7405
Range	0.0027	0.0038	0.0011	40.7%	0.0105
ATR	0.0067	0.0065	-0.0002	-3.1%	0.0000
Volume	56,112	104,070	47,958	85.5%	456,714

Daily Pivots for day following 31-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7543	0.7529	0.7460
R3	0.7505	0.7491	0.7449
R2	0.7467	0.7467	0.7446
R1	0.7453	0.7453	0.7442	0.7460
PP	0.7429	0.7429	0.7429	0.7433
S1	0.7415	0.7415	0.7436	0.7422
S2	0.7391	0.7391	0.7432
S3	0.7353	0.7377	0.7429
S4	0.7315	0.7339	0.7418

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	0.7371	0.0095	1.3%	0.0055	0.7%	72%	False	False	89,234
10	0.7466	0.7318	0.0148	2.0%	0.0072	1.0%	82%	False	False	96,690
20	0.7484	0.7317	0.0167	2.2%	0.0067	0.9%	73%	False	False	91,995
40	0.7682	0.7313	0.0369	5.0%	0.0064	0.9%	34%	False	False	82,228
60	0.7682	0.7313	0.0369	5.0%	0.0063	0.8%	34%	False	False	55,015
80	0.7814	0.7313	0.0501	6.7%	0.0060	0.8%	25%	False	False	41,290
100	0.7905	0.7313	0.0592	8.0%	0.0056	0.8%	21%	False	False	33,041

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7605
2.618	0.7542
1.618	0.7504
1.000	0.7481
0.618	0.7466
HIGH	0.7443
0.618	0.7428
0.500	0.7424
0.382	0.7420
LOW	0.7405
0.618	0.7382
1.000	0.7367
1.618	0.7344
2.618	0.7306
4.250	0.7244

Fisher Pivots for day following 31-Jul-2018
Pivot	1 day	3 day
R1	0.7434	0.7428
PP	0.7429	0.7418
S1	0.7424	0.7407

Download as Excel Spreadsheet

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

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