CME Australian Dollar Future September 2018

Trading Metrics calculated at close of trading on 02-Aug-2018

Day Change Summary
	Previous	Current
	01-Aug-2018	02-Aug-2018	Change	Change %	Previous Week
Open	0.7429	0.7407	-0.0022	-0.3%	0.7425
High	0.7431	0.7413	-0.0018	-0.2%	0.7466
Low	0.7391	0.7356	-0.0035	-0.5%	0.7361
Close	0.7402	0.7364	-0.0038	-0.5%	0.7405
Range	0.0040	0.0057	0.0017	42.5%	0.0105
ATR	0.0064	0.0063	0.0000	-0.7%	0.0000
Volume	83,639	80,917	-2,722	-3.3%	456,714

Daily Pivots for day following 02-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7549	0.7513	0.7395
R3	0.7492	0.7456	0.7380
R2	0.7435	0.7435	0.7374
R1	0.7399	0.7399	0.7369	0.7389
PP	0.7378	0.7378	0.7378	0.7372
S1	0.7342	0.7342	0.7359	0.7332
S2	0.7321	0.7321	0.7354
S3	0.7264	0.7285	0.7348
S4	0.7207	0.7228	0.7333

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	0.7443	0.7356	0.0087	1.2%	0.0041	0.6%	9%	False	True	79,727
10	0.7466	0.7318	0.0148	2.0%	0.0063	0.9%	31%	False	False	91,232
20	0.7484	0.7318	0.0166	2.3%	0.0064	0.9%	28%	False	False	89,394
40	0.7678	0.7313	0.0365	5.0%	0.0063	0.9%	14%	False	False	86,228
60	0.7682	0.7313	0.0369	5.0%	0.0062	0.8%	14%	False	False	57,754
80	0.7814	0.7313	0.0501	6.8%	0.0059	0.8%	10%	False	False	43,345
100	0.7905	0.7313	0.0592	8.0%	0.0057	0.8%	9%	False	False	34,687

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7655
2.618	0.7562
1.618	0.7505
1.000	0.7470
0.618	0.7448
HIGH	0.7413
0.618	0.7391
0.500	0.7385
0.382	0.7378
LOW	0.7356
0.618	0.7321
1.000	0.7299
1.618	0.7264
2.618	0.7207
4.250	0.7114

Fisher Pivots for day following 02-Aug-2018
Pivot	1 day	3 day
R1	0.7385	0.7400
PP	0.7378	0.7388
S1	0.7371	0.7376

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

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