CME Australian Dollar Future September 2018

Trading Metrics calculated at close of trading on 01-Aug-2018

Day Change Summary
	Previous	Current
	31-Jul-2018	01-Aug-2018	Change	Change %	Previous Week
Open	0.7410	0.7429	0.0019	0.3%	0.7425
High	0.7443	0.7431	-0.0012	-0.2%	0.7466
Low	0.7405	0.7391	-0.0014	-0.2%	0.7361
Close	0.7439	0.7402	-0.0037	-0.5%	0.7405
Range	0.0038	0.0040	0.0002	5.3%	0.0105
ATR	0.0065	0.0064	-0.0001	-1.9%	0.0000
Volume	104,070	83,639	-20,431	-19.6%	456,714

Daily Pivots for day following 01-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7528	0.7505	0.7424
R3	0.7488	0.7465	0.7413
R2	0.7448	0.7448	0.7409
R1	0.7425	0.7425	0.7406	0.7417
PP	0.7408	0.7408	0.7408	0.7404
S1	0.7385	0.7385	0.7398	0.7377
S2	0.7368	0.7368	0.7395
S3	0.7328	0.7345	0.7391
S4	0.7288	0.7305	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	0.7371	0.0095	1.3%	0.0049	0.7%	33%	False	False	84,351
10	0.7466	0.7318	0.0148	2.0%	0.0069	0.9%	57%	False	False	97,129
20	0.7484	0.7318	0.0166	2.2%	0.0064	0.9%	51%	False	False	91,434
40	0.7682	0.7313	0.0369	5.0%	0.0063	0.9%	24%	False	False	84,290
60	0.7682	0.7313	0.0369	5.0%	0.0063	0.8%	24%	False	False	56,408
80	0.7814	0.7313	0.0501	6.8%	0.0059	0.8%	18%	False	False	42,335
100	0.7905	0.7313	0.0592	8.0%	0.0056	0.8%	15%	False	False	33,878

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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7601
2.618	0.7536
1.618	0.7496
1.000	0.7471
0.618	0.7456
HIGH	0.7431
0.618	0.7416
0.500	0.7411
0.382	0.7406
LOW	0.7391
0.618	0.7366
1.000	0.7351
1.618	0.7326
2.618	0.7286
4.250	0.7221

Fisher Pivots for day following 01-Aug-2018
Pivot	1 day	3 day
R1	0.7411	0.7415
PP	0.7408	0.7411
S1	0.7405	0.7406

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

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