CME Australian Dollar Future September 2018

Trading Metrics calculated at close of trading on 09-Aug-2018

Day Change Summary
	Previous	Current
	08-Aug-2018	09-Aug-2018	Change	Change %	Previous Week
Open	0.7420	0.7435	0.0015	0.2%	0.7404
High	0.7441	0.7454	0.0013	0.2%	0.7443
Low	0.7384	0.7374	-0.0010	-0.1%	0.7349
Close	0.7439	0.7386	-0.0053	-0.7%	0.7406
Range	0.0057	0.0080	0.0023	40.4%	0.0094
ATR	0.0060	0.0062	0.0001	2.3%	0.0000
Volume	91,893	105,095	13,202	14.4%	435,963

Daily Pivots for day following 09-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7645	0.7595	0.7430
R3	0.7565	0.7515	0.7408
R2	0.7485	0.7485	0.7401
R1	0.7435	0.7435	0.7393	0.7420
PP	0.7405	0.7405	0.7405	0.7397
S1	0.7355	0.7355	0.7379	0.7340
S2	0.7325	0.7325	0.7371
S3	0.7245	0.7275	0.7364
S4	0.7165	0.7195	0.7342

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	0.7454	0.7349	0.0105	1.4%	0.0058	0.8%	35%	True	False	92,688
10	0.7454	0.7349	0.0105	1.4%	0.0050	0.7%	35%	True	False	86,207
20	0.7466	0.7318	0.0148	2.0%	0.0063	0.8%	46%	False	False	90,958
40	0.7587	0.7313	0.0274	3.7%	0.0063	0.9%	27%	False	False	94,856
60	0.7682	0.7313	0.0369	5.0%	0.0062	0.8%	20%	False	False	65,468
80	0.7814	0.7313	0.0501	6.8%	0.0061	0.8%	15%	False	False	49,136
100	0.7814	0.7313	0.0501	6.8%	0.0058	0.8%	15%	False	False	39,320

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7794
2.618	0.7663
1.618	0.7583
1.000	0.7534
0.618	0.7503
HIGH	0.7454
0.618	0.7423
0.500	0.7414
0.382	0.7405
LOW	0.7374
0.618	0.7325
1.000	0.7294
1.618	0.7245
2.618	0.7165
4.250	0.7034

Fisher Pivots for day following 09-Aug-2018
Pivot	1 day	3 day
R1	0.7414	0.7414
PP	0.7405	0.7405
S1	0.7395	0.7395

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

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