CME Australian Dollar Future September 2018

Trading Metrics calculated at close of trading on 13-Aug-2018

Day Change Summary
	Previous	Current
	10-Aug-2018	13-Aug-2018	Change	Change %	Previous Week
Open	0.7379	0.7292	-0.0087	-1.2%	0.7401
High	0.7379	0.7300	-0.0079	-1.1%	0.7454
Low	0.7281	0.7258	-0.0023	-0.3%	0.7281
Close	0.7291	0.7261	-0.0030	-0.4%	0.7291
Range	0.0098	0.0042	-0.0056	-57.1%	0.0173
ATR	0.0065	0.0063	-0.0002	-2.5%	0.0000
Volume	177,090	126,237	-50,853	-28.7%	529,305

Daily Pivots for day following 13-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7399	0.7372	0.7284
R3	0.7357	0.7330	0.7273
R2	0.7315	0.7315	0.7269
R1	0.7288	0.7288	0.7265	0.7281
PP	0.7273	0.7273	0.7273	0.7269
S1	0.7246	0.7246	0.7257	0.7239
S2	0.7231	0.7231	0.7253
S3	0.7189	0.7204	0.7249
S4	0.7147	0.7162	0.7238

Weekly Pivots for week ending 10-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7861	0.7749	0.7386
R3	0.7688	0.7576	0.7339
R2	0.7515	0.7515	0.7323
R1	0.7403	0.7403	0.7307	0.7373
PP	0.7342	0.7342	0.7342	0.7327
S1	0.7230	0.7230	0.7275	0.7199
S2	0.7169	0.7169	0.7259
S3	0.6996	0.7057	0.7243
S4	0.6823	0.6884	0.7196

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7454	0.7258	0.0196	2.7%	0.0067	0.9%	2%	False	True	118,294
10	0.7454	0.7258	0.0196	2.7%	0.0057	0.8%	2%	False	True	103,539
20	0.7466	0.7258	0.0208	2.9%	0.0065	0.9%	1%	False	True	98,937
40	0.7484	0.7258	0.0226	3.1%	0.0063	0.9%	1%	False	True	97,943
60	0.7682	0.7258	0.0424	5.8%	0.0063	0.9%	1%	False	True	70,516
80	0.7732	0.7258	0.0474	6.5%	0.0061	0.8%	1%	False	True	52,924
100	0.7814	0.7258	0.0556	7.7%	0.0058	0.8%	1%	False	True	42,353

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7479
2.618	0.7410
1.618	0.7368
1.000	0.7342
0.618	0.7326
HIGH	0.7300
0.618	0.7284
0.500	0.7279
0.382	0.7274
LOW	0.7258
0.618	0.7232
1.000	0.7216
1.618	0.7190
2.618	0.7148
4.250	0.7080

Fisher Pivots for day following 13-Aug-2018
Pivot	1 day	3 day
R1	0.7279	0.7356
PP	0.7273	0.7324
S1	0.7267	0.7293

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

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