CME Australian Dollar Future September 2018

Trading Metrics calculated at close of trading on 14-Aug-2018

Day Change Summary
	Previous	Current
	13-Aug-2018	14-Aug-2018	Change	Change %	Previous Week
Open	0.7292	0.7273	-0.0019	-0.3%	0.7401
High	0.7300	0.7284	-0.0016	-0.2%	0.7454
Low	0.7258	0.7225	-0.0033	-0.5%	0.7281
Close	0.7261	0.7236	-0.0025	-0.3%	0.7291
Range	0.0042	0.0059	0.0017	40.5%	0.0173
ATR	0.0063	0.0063	0.0000	-0.5%	0.0000
Volume	126,237	103,203	-23,034	-18.2%	529,305

Daily Pivots for day following 14-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7425	0.7390	0.7268
R3	0.7366	0.7331	0.7252
R2	0.7307	0.7307	0.7247
R1	0.7272	0.7272	0.7241	0.7260
PP	0.7248	0.7248	0.7248	0.7243
S1	0.7213	0.7213	0.7231	0.7201
S2	0.7189	0.7189	0.7225
S3	0.7130	0.7154	0.7220
S4	0.7071	0.7095	0.7204

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	0.7225	0.0229	3.2%	0.0067	0.9%	5%	False	True	120,703
10	0.7454	0.7225	0.0229	3.2%	0.0059	0.8%	5%	False	True	103,452
20	0.7466	0.7225	0.0241	3.3%	0.0065	0.9%	5%	False	True	100,071
40	0.7484	0.7225	0.0259	3.6%	0.0063	0.9%	4%	False	True	98,479
60	0.7682	0.7225	0.0457	6.3%	0.0063	0.9%	2%	False	True	72,227
80	0.7685	0.7225	0.0460	6.4%	0.0061	0.8%	2%	False	True	54,213
100	0.7814	0.7225	0.0589	8.1%	0.0058	0.8%	2%	False	True	43,384

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7535
2.618	0.7438
1.618	0.7379
1.000	0.7343
0.618	0.7320
HIGH	0.7284
0.618	0.7261
0.500	0.7255
0.382	0.7248
LOW	0.7225
0.618	0.7189
1.000	0.7166
1.618	0.7130
2.618	0.7071
4.250	0.6974

Fisher Pivots for day following 14-Aug-2018
Pivot	1 day	3 day
R1	0.7255	0.7302
PP	0.7248	0.7280
S1	0.7242	0.7258

Download as Excel Spreadsheet

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

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