CME Australian Dollar Future September 2018

Trading Metrics calculated at close of trading on 08-Aug-2018

Day Change Summary
	Previous	Current
	07-Aug-2018	08-Aug-2018	Change	Change %	Previous Week
Open	0.7387	0.7420	0.0033	0.4%	0.7404
High	0.7441	0.7441	0.0000	0.0%	0.7443
Low	0.7384	0.7384	0.0000	0.0%	0.7349
Close	0.7424	0.7439	0.0015	0.2%	0.7406
Range	0.0057	0.0057	0.0000	0.0%	0.0094
ATR	0.0061	0.0060	0.0000	-0.4%	0.0000
Volume	91,156	91,893	737	0.8%	435,963

Daily Pivots for day following 08-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7592	0.7573	0.7470
R3	0.7535	0.7516	0.7455
R2	0.7478	0.7478	0.7449
R1	0.7459	0.7459	0.7444	0.7469
PP	0.7421	0.7421	0.7421	0.7426
S1	0.7402	0.7402	0.7434	0.7412
S2	0.7364	0.7364	0.7429
S3	0.7307	0.7345	0.7423
S4	0.7250	0.7288	0.7408

Weekly Pivots for week ending 03-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7681	0.7638	0.7458
R3	0.7587	0.7544	0.7432
R2	0.7493	0.7493	0.7423
R1	0.7450	0.7450	0.7415	0.7471
PP	0.7399	0.7399	0.7399	0.7410
S1	0.7356	0.7356	0.7397	0.7378
S2	0.7305	0.7305	0.7389
S3	0.7211	0.7262	0.7380
S4	0.7117	0.7168	0.7354

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7441	0.7349	0.0092	1.2%	0.0053	0.7%	98%	True	False	87,852
10	0.7466	0.7349	0.0117	1.6%	0.0051	0.7%	77%	False	False	86,101
20	0.7466	0.7318	0.0148	2.0%	0.0062	0.8%	82%	False	False	89,535
40	0.7612	0.7313	0.0299	4.0%	0.0063	0.8%	42%	False	False	94,024
60	0.7682	0.7313	0.0369	5.0%	0.0062	0.8%	34%	False	False	63,720
80	0.7814	0.7313	0.0501	6.7%	0.0060	0.8%	25%	False	False	47,823
100	0.7814	0.7313	0.0501	6.7%	0.0058	0.8%	25%	False	False	38,269

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0010

Fibonacci Retracements and Extensions
4.250	0.7683
2.618	0.7590
1.618	0.7533
1.000	0.7498
0.618	0.7476
HIGH	0.7441
0.618	0.7419
0.500	0.7413
0.382	0.7406
LOW	0.7384
0.618	0.7349
1.000	0.7327
1.618	0.7292
2.618	0.7235
4.250	0.7142

Fisher Pivots for day following 08-Aug-2018
Pivot	1 day	3 day
R1	0.7430	0.7429
PP	0.7421	0.7418
S1	0.7413	0.7408

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

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