CME Australian Dollar Future September 2018

Trading Metrics calculated at close of trading on 15-Aug-2018

Day Change Summary
	Previous	Current
	14-Aug-2018	15-Aug-2018	Change	Change %	Previous Week
Open	0.7273	0.7240	-0.0033	-0.5%	0.7401
High	0.7284	0.7248	-0.0036	-0.5%	0.7454
Low	0.7225	0.7203	-0.0022	-0.3%	0.7281
Close	0.7236	0.7238	0.0002	0.0%	0.7291
Range	0.0059	0.0045	-0.0014	-23.7%	0.0173
ATR	0.0063	0.0062	-0.0001	-2.0%	0.0000
Volume	103,203	110,247	7,044	6.8%	529,305

Daily Pivots for day following 15-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7365	0.7346	0.7263
R3	0.7320	0.7301	0.7250
R2	0.7275	0.7275	0.7246
R1	0.7256	0.7256	0.7242	0.7243
PP	0.7230	0.7230	0.7230	0.7223
S1	0.7211	0.7211	0.7234	0.7198
S2	0.7185	0.7185	0.7230
S3	0.7140	0.7166	0.7226
S4	0.7095	0.7121	0.7213

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	0.7203	0.0251	3.5%	0.0065	0.9%	14%	False	True	124,374
10	0.7454	0.7203	0.0251	3.5%	0.0059	0.8%	14%	False	True	106,113
20	0.7466	0.7203	0.0263	3.6%	0.0064	0.9%	13%	False	True	101,621
40	0.7484	0.7203	0.0281	3.9%	0.0062	0.9%	12%	False	True	98,078
60	0.7682	0.7203	0.0479	6.6%	0.0062	0.9%	7%	False	True	74,059
80	0.7682	0.7203	0.0479	6.6%	0.0061	0.8%	7%	False	True	55,590
100	0.7814	0.7203	0.0611	8.4%	0.0058	0.8%	6%	False	True	44,486

Crabel Price Patterns
NR	True
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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7439
2.618	0.7366
1.618	0.7321
1.000	0.7293
0.618	0.7276
HIGH	0.7248
0.618	0.7231
0.500	0.7226
0.382	0.7220
LOW	0.7203
0.618	0.7175
1.000	0.7158
1.618	0.7130
2.618	0.7085
4.250	0.7012

Fisher Pivots for day following 15-Aug-2018
Pivot	1 day	3 day
R1	0.7234	0.7252
PP	0.7230	0.7247
S1	0.7226	0.7243

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

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