CME Australian Dollar Future September 2018

Trading Metrics calculated at close of trading on 16-Aug-2018

Day Change Summary
	Previous	Current
	15-Aug-2018	16-Aug-2018	Change	Change %	Previous Week
Open	0.7240	0.7238	-0.0002	0.0%	0.7401
High	0.7248	0.7287	0.0039	0.5%	0.7454
Low	0.7203	0.7214	0.0011	0.2%	0.7281
Close	0.7238	0.7260	0.0022	0.3%	0.7291
Range	0.0045	0.0073	0.0028	62.2%	0.0173
ATR	0.0062	0.0063	0.0001	1.3%	0.0000
Volume	110,247	116,756	6,509	5.9%	529,305

Daily Pivots for day following 16-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7473	0.7439	0.7300
R3	0.7400	0.7366	0.7280
R2	0.7327	0.7327	0.7273
R1	0.7293	0.7293	0.7267	0.7310
PP	0.7254	0.7254	0.7254	0.7262
S1	0.7220	0.7220	0.7253	0.7237
S2	0.7181	0.7181	0.7247
S3	0.7108	0.7147	0.7240
S4	0.7035	0.7074	0.7220

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	0.7379	0.7203	0.0176	2.4%	0.0063	0.9%	32%	False	False	126,706
10	0.7454	0.7203	0.0251	3.5%	0.0061	0.8%	23%	False	False	109,697
20	0.7466	0.7203	0.0263	3.6%	0.0062	0.8%	22%	False	False	100,464
40	0.7484	0.7203	0.0281	3.9%	0.0063	0.9%	20%	False	False	98,312
60	0.7682	0.7203	0.0479	6.6%	0.0063	0.9%	12%	False	False	76,000
80	0.7682	0.7203	0.0479	6.6%	0.0061	0.8%	12%	False	False	57,046
100	0.7814	0.7203	0.0611	8.4%	0.0058	0.8%	9%	False	False	45,653

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0012
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7597
2.618	0.7478
1.618	0.7405
1.000	0.7360
0.618	0.7332
HIGH	0.7287
0.618	0.7259
0.500	0.7251
0.382	0.7242
LOW	0.7214
0.618	0.7169
1.000	0.7141
1.618	0.7096
2.618	0.7023
4.250	0.6904

Fisher Pivots for day following 16-Aug-2018
Pivot	1 day	3 day
R1	0.7257	0.7255
PP	0.7254	0.7250
S1	0.7251	0.7245

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

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